Support Board
Date/Time: Wed, 27 May 2026 19:18:18 +0000
[User Discussion] - VWAP study producing incorrect standard deviation bands on GC (Denali feed)
View Count: 33
| [2026-05-27 16:16:26] |
| User887627 - Posts: 7 |
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I'm experiencing intermittent corruption of VWAP standard deviation bands on Gold futures. The issue has occurred at least twice recently and affects all charts in the same chartbook that share the symbol simultaneously. Setup: Symbol: GCQ6.COMEX[M]/MGCQ6.COMEX [CBV][M] Data feed: Denali exchange data Study: EC|VwapV1.5 (Study ID: 63) Affected timeframes: 30 Min and 1 Min charts in the same chartbook (confirmed on both) Also observed on higher timeframes (120 Min, 480 Min, Daily) in a separate 4-chart layout Problem: The VWAP standard deviation bands intermittently become far too wide — for example, the lower bands extending 70+ points below price when they should be within ~20 points. The VWAP line itself may also be affected. The corruption appears to happen randomly (not tied to session open, reconnect, or any specific time of day) and affects all charts displaying the same symbol simultaneously. Workaround: Performing Edit → Reload and Recalculate immediately fixes the bands on all affected charts. The corrected values are clearly correct compared to the corrupted state. I only observed on GC, not on other instruments yet. I have before/after screenshots available showing the corruption and the corrected state across multiple timeframes if needed. Got the exact same settings on other symbols without that problem. Thank you! |
| [2026-05-27 16:24:05] |
| John - SC Support - Posts: 46320 |
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ECIVWAPV1.5 is a User Contributed Study. We do not have any control over those studies and we make them available without any support.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-05-27 16:38:22] |
| User887627 - Posts: 7 |
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I understand EC|VwapV1.5 is a user-contributed study and not supported by Sierra Chart. However, I don't believe the issue is with the study logic itself. My reasoning: The corruption affects all charts displaying the same symbol (GCQ6.COMEX) simultaneously across different timeframes (1 Min, 30 Min, 120 Min, 480 Min, Daily). A single Reload and Recalculate on the data fixes all charts at once. The same study works correctly on all other instruments, the issue is specific to GC on Denali. This pattern suggests the problem lies in the underlying data being delivered to the studies, not in the study's calculation logic. If a bad or out-of-sequence tick enters the data buffer, any accumulator-based study (including Sierra Chart's built-in VWAP) would be affected. Could you check whether there are known issues with tick data integrity on GC/COMEX via Denali, or whether the data buffer can occasionally deliver duplicate or out-of-sequence ticks that would corrupt running calculations? |
| [2026-05-27 18:10:25] |
| John - SC Support - Posts: 46320 |
|
There are no problems with the GC data. If you suspect there is an issue, then select "Edit >> Delete All Data and Download" when you have a GC chart active. Are you able to reproduce the issue with the Sierra Chart VWAP study? 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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