Support Board
Date/Time: Wed, 27 May 2026 20:17:28 +0000
Post From: VWAP study producing incorrect standard deviation bands on GC (Denali feed)
| [2026-05-27 16:38:22] |
| User887627 - Posts: 7 |
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I understand EC|VwapV1.5 is a user-contributed study and not supported by Sierra Chart. However, I don't believe the issue is with the study logic itself. My reasoning: The corruption affects all charts displaying the same symbol (GCQ6.COMEX) simultaneously across different timeframes (1 Min, 30 Min, 120 Min, 480 Min, Daily). A single Reload and Recalculate on the data fixes all charts at once. The same study works correctly on all other instruments, the issue is specific to GC on Denali. This pattern suggests the problem lies in the underlying data being delivered to the studies, not in the study's calculation logic. If a bad or out-of-sequence tick enters the data buffer, any accumulator-based study (including Sierra Chart's built-in VWAP) would be affected. Could you check whether there are known issues with tick data integrity on GC/COMEX via Denali, or whether the data buffer can occasionally deliver duplicate or out-of-sequence ticks that would corrupt running calculations? |