Login Page - Create Account

Support Board


Date/Time: Fri, 30 Oct 2026 04:59:22 +0000



VWAP - Is it possible to configure it to HLC/3?

View Count: 338

[2026-09-14 18:45:56]
User339024 - Posts: 18
Using DOM, added VBP to it and no matter what I do can Not configure VWAP to HLC/3.
Would appreciate anyone advising me on how to set this simple thing on to HLC/3 ???

Thank you,
Stella
[2026-09-14 19:26:26]
John - SC Support - Posts: 48369
There is no support for the VWAP calculation to be based on HLC/3. With the Volume by Price VWAP, the VWAP is calculated from the underlying tick-by-tick data (or whatever increment you have your data stored).

The "Volume Weighted Average Price" study can be defined to use the HLC/3 data rather than the Last. This is controlled through the "Input Data" input for the study. Refer to the following:
Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Inputs
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2026-09-15 00:51:44]
joshtrader - Posts: 569
Would appreciate anyone advising me on how to set this simple thing on to HLC/3 ???

Why would you want to set it to a much less accurate calculation method than using the most granular data possible?
[2026-09-15 08:20:01]
User135243 - Posts: 328
I guess she saw this on TradingView, which of course is nonsense :) and has nothing to do with the real calculation of VWAP

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account