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Date/Time: Sun, 11 May 2025 12:20:22 +0000



Post From: how to contribute a study ?

[2016-02-25 20:30:06]
wwwingman - Posts: 185
I use IQFeed. And never saw such a difference of 10 ticks, even on much bigger time frames.

I suggest making a test with the Sierra Vwap. If it does the same thing, it probably mean
* your data feed volume per price is wrong.
Or,
* that something is wrong in the charts (for ex, session don't start at the same time, or that you don't have a new bar open on session start etc...).

-- W.