Support Board
Date/Time: Mon, 14 Sep 2026 23:49:29 +0000
Post From: VWAP - Is it possible to configure it to HLC/3?
| [2026-09-14 19:26:26] |
| John - SC Support - Posts: 47889 |
|
There is no support for the VWAP calculation to be based on HLC/3. With the Volume by Price VWAP, the VWAP is calculated from the underlying tick-by-tick data (or whatever increment you have your data stored). The "Volume Weighted Average Price" study can be defined to use the HLC/3 data rather than the Last. This is controlled through the "Input Data" input for the study. Refer to the following: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Inputs For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |