Support Board
Date/Time: Wed, 12 Aug 2026 10:01:33 +0000
Post From: VWAP - sessions
| [2026-07-29 16:13:52] |
| John - SC Support - Posts: 47509 |
|
We are not understanding these images as we do not see the line you are trying to reference. For instance, in the image named "Image_60MinBase_ZoomedIn.JPG" you state that the VWAP is showing a value of 7452.50 at 07/29 04:30. But there is no actual line showing at that level in the image. What you have to keep in mind is that if you are using the "Last" (the default) for the Input Data, then when different Bar Periods you will have different VWAP values at a specific bar time. You would need to compare the bars that ended at the same time to see that the data is lining up. The most current bar will always match, as this has the same ending time in both situations. For instance, with a 5 minute and 10 minute bar period. If you look at the 09:30 bar the VWAP values will be different between the two bar periods. What you would need to look at is the bar that has a Start Time of 09:25 in the 5 minute chart and the bar with a Start Time of 09:20 in the 10 minute chart. These both have an ending time of 09:29:59 and therefore have the same VWAP value at that time. Therefore, when you overlay different Bar Periods to another chart, you are going to see differences in the VWAP values, as the Start Time of the bars is used to map between the charts. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |