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Date/Time: Mon, 29 Apr 2024 21:58:07 +0000



Post From: VWAP- Rolling & Volume by price

[2016-04-22 05:45:21]
Sierra Chart Engineering - Posts: 104368
I'm referring to constructing a volume by price study that, for example, is based on the last 2 days( So it will include data from the previous day & the developing day). You can already create this now, however, as far as I'm aware the weekends can not be excluded from the calculation- Hence, why I'm asking if you can please add the input to "exclude weekends in date look back" as you have done with the rolling vwap study.

If this can already be achieved now, then please refer me to the documentation.
Yes this can be achieved now and we need to document how this works. Check back in about a day.

However, is possible to add multiple manual inputs to the study so users have the ability to select which additional days they want to exclude from the calculation?
There may be another way we can do this. We will look into it. Do not spend anything further time on it yourself. We will get back to you in a week or two.
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

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