Support Board
Date/Time: Mon, 14 Sep 2026 22:46:27 +0000
VWAP - Is it possible to configure it to HLC/3?
View Count: 36
| [2026-09-14 18:45:56] |
| User339024 - Posts: 9 |
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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: 47889 |
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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 |
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