Support Board
Date/Time: Mon, 07 Sep 2026 17:43:21 +0000
Post From: How can I set VWAP on DOM?
| [2026-09-07 15:02:46] |
| User708541 - Posts: 208 |
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Hi, It's not hard, but Sierra does this type of thing differently than other platforms. Which gives you a lot of flexibility and creativity over other platforms. You need a source chart that has VWAP on it. And optionally VWAP Bands. You link that source chart to your DOM using the Study/Price Overlay study. This way you can add just about anything to your DOM. Here are the specifics: 1. Create or use a source chart that has the VWAP you want. Open a normal intraday chart for the same symbol and contract as your DOM. Make its session settings match your intended VWAP: Go to Chart >> Chart Settings Confirm the correct Session Times for your RTH or ETH VWAP For a standard daily/session VWAP, your session start determines where the VWAP resets Sierra Chart’s VWAP resets at the beginning of the period specified in the study inputs; with a 1-day setting, it uses the chart’s session times to determine the trading-day boundary. 2. Add VWAP to that chart On the source chart: Select Analysis >> Studies Find Volume Weighted Average Price Click Add Select the VWAP study in the “Studies to Graph” list and click Settings For a normal session VWAP, set: Time Period Type: Days Time Period Length: 1 Base on Underlying Data: Yes This is the preferred setting for intraday accuracy because it uses the underlying price/volume data rather than only the completed chart bars. Volume Type to Use: Total Volume If you want to see VWAP Bands, set them up the way you want on your source chart as well through the chart's subgraph menu (Set to Visible, NOT Ignore) Overlay the VWAP study onto the DOM Now open your Trading DOM / Chart DOM and: Choose Analysis >> Studies Add Study/Price Overlay Open that study’s Settings Set Chart Number to Overlay From to the chart number of the VWAP source chart Select the VWAP study as the source study Select the VWAP subgraph to overlay Repeat with separate Study/Price Overlay instances for each band you want displayed, if needed Press OK Your VWAP level should now appear horizontally in the DOM’s price ladder, updating continuously as the source VWAP updates. Note, if you want VWAP bands, this requires the Study/Price Overlay approach when using the Trading DOM. Once you understand this approach, it's straight forward and you can do lots of creative things like display tick data on a weekly chart or whatever you can think of. Date Time Of Last Edit: 2026-09-07 15:03:17
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