Support Board
Date/Time: Tue, 24 Mar 2026 22:23:11 +0000
VWAPs different across Charts
View Count: 453
| [2026-02-02 18:44:29] |
| pavel.lysenka - Posts: 50 |
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I have a question about the VWAPS, I have 3 seperate chartbooks which I use VWAP's on. My question is, why is the Daily VWAP's of the DOM VWAP and the Intraday chart VWAP not the same? I tried to add a session volume profile VWAP on my Intraday chart and it is the same as the daily Wvap, so no solution there. The Weekly VWAP is showing correctly, but the line of it is now not showing anymore, only showed from 27.01 - 02.02. I uploaded both Chartbooks below, would appreciate some help. Thanks |
 Scalping_DOM.Cht - Attached On 2026-02-02 18:43:33 UTC - Size: 26.2 KB - 43 views IntradayChartingES.Cht - Attached On 2026-02-02 18:43:50 UTC - Size: 20.24 KB - 37 views |
| [2026-02-02 20:55:07] |
| John - SC Support - Posts: 45269 |
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The Chartbook named "Scalping DOM" does not have a VWAP study on any of the charts. The chartbook named "IntradayChartingES" has two charts each with 2 VWAP studies on them. In each chart, one VWAP is for 1 day and the other for 7 days. We do not see any issues with these, although it can be a bit confusing as the VWAP restarts on Monday, so the current day has the exact same VWAP for both studies, so you will only see whichever one is listed lower in the list of studies. If the above is not the issue, then we need more information on the problem, as the chartbooks do not show anything other than the above. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-02 21:04:14] |
| pavel.lysenka - Posts: 50 |
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Hez, Thanks for replzing, the DOM doesn-t have the VWAP study directly, but I did it over the Volume profile. This study and the one on IntradayCharting are different. Also what about the Weekly VWAP line not showing on my chart (the turquoise one). |
| [2026-02-02 21:41:55] |
| John - SC Support - Posts: 45269 |
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Exactly which two charts do we need to look at. Please give us the specific chart numbers. As we stated in our previous post, the current weekly VWAP is not visible on the current day as it is exactly the same as the Daily VWAP today (start of the week). So whichever one is lower in the list is the one that will display. Tomorrow you will see the separation between them. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-03 18:23:55] |
| pavel.lysenka - Posts: 50 |
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The 10 Min chart on IntradayCharting, and the DOM on Scalping_DOM. Those 2 VWAP values are different |
| [2026-02-03 20:41:11] |
| John - SC Support - Posts: 45269 |
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The 10 minute chart in the IntradayCharting chartbook is for the ES symbol. The two trading DOMs in the Scalping_DOM chartbook are for MES and MNQ. So these are different symbols, which will give different results. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-04 17:37:21] |
| pavel.lysenka - Posts: 50 |
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So the ES VWAP is different from the MES Vwap? Why is that? I tried to switch the IntradayCharting charts to MES but still displaying slightly different VWAPS Date Time Of Last Edit: 2026-02-04 19:29:06
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| [2026-02-04 21:07:55] |
| John - SC Support - Posts: 45269 |
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So the ES VWAP is different from the MES Vwap? Why is that?
It's different data. So the results are going to be different. I tried to switch the IntradayCharting charts to MES but still displaying slightly different VWAPS
If you are still comparing the VWAP study to the VWAP provided by a Volume by Price study, then you would have to have the Volume at Price study setup to have a "Ticks per Volume Bar" set to "1", otherwise you are not comparing the same data. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-04 23:15:55] |
| pavel.lysenka - Posts: 50 |
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Changed "Ticks per Volume Bar" to 1 and looks the same as before still. What could i do to make the DOM and the IntradayCharting chart both display the same VWAP? the DOM doesn't have the same vwap study as charts, and if I try the volume profile VWAP on the Intradaycharting charts it shows the same as the VWAP study.
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| [2026-02-05 15:15:45] |
| John - SC Support - Posts: 45269 |
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the DOM doesn't have the same vwap study as charts
Refer to the following for how to get the VWAP study on a DOM: Chart Trading and the Chart DOM: Adding Studies on a Trade DOM In general, if there is some difference in what you are seeing, then it has something to do with the setup. Another item that could be an issue for what you are seeing is the number of days loaded in the Trading DOM. If you are using a 7 day profile, then make sure you have at least 7 days loaded in that Trading DOM. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-05 18:38:07] |
| pavel.lysenka - Posts: 50 |
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I wanna use a session VWAP, i tried doing that with the volume profile set to from session start to end, same as the DOM one, and show different values. Session times the same aswell. Now another question, why are Volume profile VWAPS different then the Study VWAPs if you set them up the same? I dont get why they all show different values, the weekly VWAP also is showing different values. I addeds my chartbooks with vwaps if u can take a look |
| Scalping_DOM.Cht - Attached On 2026-02-05 18:37:12 UTC - Size: 26.27 KB - 25 views IntradayChartingES.Cht - Attached On 2026-02-05 18:37:32 UTC - Size: 20.27 KB - 27 views TPO.Cht - Attached On 2026-02-05 18:37:44 UTC - Size: 7.48 KB - 26 views |
| [2026-02-05 20:25:26] |
| John - SC Support - Posts: 45269 |
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Please get us a single chartbook that has two charts in it with only the VWAP and Volume by Price studies on them. This way we can look and see what is different about them. Follow the instructions at the following link for a single chart, but do it twice to get us two charts in a single chartbook. And be sure to remove every other study that is not relevant to the question at hand. Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2026-02-05 20:27:37
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| [2026-02-05 20:50:37] |
| pavel.lysenka - Posts: 50 |
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Here is all the charts below.
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| VWAP FIX.Cht - Attached On 2026-02-05 20:50:25 UTC - Size: 15.77 KB - 25 views |
| [2026-02-05 20:59:18] |
| John - SC Support - Posts: 45269 |
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Please get us either one (1) chart that has a Volume by Price and a VWAP study on it that are different, or get us two (2) charts where one has the VWAP and the other has the Volume by Price study. Please remove ALL OTHER studies from the charts. We will only look at the chart(s) if they only have the necessary studies on them. And we only want to analyze one time period - so choose either a day or a week, or whatever, but remove all other studies including the VWAP and/or VbP that are not for the given period. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-05 21:13:17] |
| pavel.lysenka - Posts: 50 |
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Okay, here is the chart. The DOM (session only) with the VWAP (session Profile), and the 10 Minute chart with the WVAP Study.
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| VWAP FIX.Cht - Attached On 2026-02-05 21:07:48 UTC - Size: 9.09 KB - 26 views |
| [2026-02-05 23:39:56] |
| User719512 - Posts: 427 |
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I changed time zone to PT so I could mentally process the times... Looking at your 10m chart, I can see the Day starts/resets at RTH/Cash close which is 1300 PT. I changed the DOM VbP to use that session time, made it a 10m bar period chart as well to match the other chart, and set DOM VbP for the corresponding time to match the 10min chart via Use Different Start Time and you can see the values match (one changed by .01 when I took a screenshot). So this is one way to make them match. This may or may not capture the exact period you want, but you can see how the settings do let you line things up. You will want to tweak the settings, sessions times, etc to see if these 2 studies will align in some other manner. Hopefully this is helpful. I use custom studies for both VbP and AVWAP to give different flexibility like what I think you are after; the AVWAP that I use was created at least a year before Sierra made that study available natively as I recall. |
 Screenshot 2026-02-05 152126.png / V - Attached On 2026-02-05 23:33:12 UTC - Size: 527.06 KB - 32 views |
| [2026-02-06 00:37:42] |
| John - SC Support - Posts: 45269 |
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The very first thing we see when we look at these charts is that the 10 minute chart is set to be a full session (Use Evening Session is set to "Yes"), but the Trading DOM is set to only be Regular Trading Hours (Use Evening Session is set to "No"). This is what "User719512" is alluding to in terms of the Session Times that they changed. We do not need to go any further. The point here is that you need to ensure that the charts and the studies are setup to be the same in order to get the same results. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-09 17:53:19] |
| pavel.lysenka - Posts: 50 |
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But I want the DOM to display the RTH session only, with those settings I have to have a 24h DOM. Is there a way to do this differently so the VWAP still shows the same? a session VWAP on the Intraday charts would also suffice, but when i try to do that with the VBP study, it shows the same value as the 24h VWAP study on the charts, so no matter what i do, the DOM isnt showing the same value as the Intraday charts.
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| [2026-02-09 18:42:47] |
| John - SC Support - Posts: 45269 |
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Whichever chart has the VWAP as you want it, use that as the base and use the "Study/Price Overlay" to overlay the VWAP to the other chart. Refer to the following: Study/Price Overlay Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-02-09 19:25:11] |
| pavel.lysenka - Posts: 50 |
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The Problem is they are on seperate instances, cant use Study/Price Overlay study
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