Support Board
Date/Time: Sun, 06 Jul 2025 11:19:11 +0000
VWAP std deviation bands very different depending on the Input Data setting
View Count: 62
| [2025-06-23 02:13:03] |
| joshtrader - Posts: 519 |
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When "Base on Underlying Data" is Yes, the VWAP itself doesn't seem to change when the "Input Data" setting is changed from Last to "HL Avg" or another bar input. This is expected. However, the standard deviation bands are very different depending on the "Input Data" setting, even when "Base on Underlying Data" is true. Why is this? |
| [2025-06-23 13:51:01] |
| Sierra_Chart Engineering - Posts: 20092 |
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This is explained in the second to last paragraph in this section here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Differences Between VWAP and Standard Deviation Lines On Different Timeframe Bars 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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