Support Board
Date/Time: Tue, 01 Jul 2025 16:10:27 +0000
Post From: RTH VWAP without overnight data
| [2024-08-29 16:40:31] |
| MarkusK - Posts: 106 |
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Thanks for your fast response John! Unfortunately, it didn't solve the issue. I double-checked all settings according to your explanation and everything looks fine to me. However, I noticed something very strange: The ETH / overnight section of the RTH VWAP (which shouldn't be there) is only drawn if both the last bar of the previous session (at 16:59) AND the first bar of the following RTH session (at 09:30) are visible on the chart. If I scroll the chart to the left or to the right so that only one of these bars is visible on my screen, the RTH VWAP is drawn correctly without the ETH / overnight part. I attached some screenshots to illustrate that (it's a 1 minute chart, but the same occurs on all other timeframes as well): (i) Screenshot 1: the last bar at 16:59 of the previous day is visible, the first bar at 09:30 of the following day is not. RTH VWAP correctly stops at 16:59 and is not rendered for the following ETH session. (ii) Screenshot 2: both the last bar at 16:59 and the first bar of the following RTH session at 09:30 are visible - RTH VWAP doesn't stop at 16:59 but is incorrectly continuing during ETH session. (iii) Screenshot 3: the last bar at 16:59 of the previous day is not visible, the first bar at 09:30 of the following day is. RTH VWAP is not rendered for the ETH session and correctly starts at 09:30. Maybe I'm still missing something here - or could this perhaps be a bug in Sierra Chart? |
 Screenshot 1.png / V - Attached On 2024-08-29 16:37:48 UTC - Size: 102.39 KB - 77 views Screenshot 2.png / V - Attached On 2024-08-29 16:37:51 UTC - Size: 112.04 KB - 87 views Screenshot 3.png / V - Attached On 2024-08-29 16:37:54 UTC - Size: 87.19 KB - 67 views |