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Direct MessagesDate/Time: Mon, 06 May 2024 21:18:18 +0000
Post From: Data from IB: Rolling VWAP or ES bug
| [2015-08-21 07:32:13] |
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The support request is very confusing and hard to understand and we cannot provide direct help with it since we do not have the data that you are basing the study on and there is a large assortment of statements which are extremely difficult to understand and answer. The Volume Weighted Average Price - Rolling study does work properly. However, we will check it just to be sure. Therefore, there must be some problem with the underlying data in the chart. So you need to remove all studies from the chart. Add the Volume study and look at the Volume for each bar and the values of those bars and make sure the data is as you expect and is correct for each and every bar in the chart. Also, it is not within the scope of our support to help a user with loading 12 years of Intraday data in a chart doing long-term volume calculations. Additionally, this kind of analysis you are doing is pointless using Interactive Brokers data. Although if you have Sierra Chart service package 3, you will have access to the Sierra Chart Historical Data Service and can do accurate analysis using that data. However, the historical data goes back to only about 2009. Also the only acceptable method to provide a chart is the method documented here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image If you really want to know the truth, this support request is not even taken seriously. Do you really expect us to figure all this out? We will not. But basically we can see that the fundamental problem is that the underlying data is not what you require and you do not realize the massive complexity involved in accomplishing these kinds of calculations. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-08-21 07:41:42
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