Support Board
Date/Time: Sun, 11 May 2025 01:34:49 +0000
Why do i have 2 completely different vwap readings on the exact same chart?
View Count: 1058
| [2015-03-28 23:42:18] |
| User48557 - Posts: 138 |
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I noticed that my VWAP on my ES chart in one of my chart books is different with another. This is a big problem because the settings are identical! I saved the VWAP settings in one of the charts, then i duplicated it to the next chart and the value is not the same. -As a side test i duplicated chart 3 and 4 and gave them new vwaps . They are still printing different vwaps. -Another test i did is open a brand new chart with the same settings. My vwap reading was identical to chart 4 So what reading am i getting with chart 3? This irritates me because i was obliviously trading off chart 3 ! Date Time Of Last Edit: 2015-03-28 23:44:14
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 chart 3 settings.GIF / V - Attached On 2015-03-28 23:32:52 UTC - Size: 222.84 KB - 376 views chart 4 settings.GIF / V - Attached On 2015-03-28 23:33:00 UTC - Size: 221.28 KB - 362 views charts..GIF / V - Attached On 2015-03-28 23:33:16 UTC - Size: 60.76 KB - 378 views chart 3.GIF / V - Attached On 2015-03-28 23:33:32 UTC - Size: 190.74 KB - 358 views chart 4.GIF / V - Attached On 2015-03-28 23:33:45 UTC - Size: 180.72 KB - 330 views |
| [2015-03-28 23:50:04] |
| User48557 - Posts: 138 |
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Ok. So i realized that chartbook 3 is set at ( Continuous Futures Contract - Volume Based Rollover, Back Adjusted ) I guess my question is. Does this setting make the vwap's mathematical calculation invalid? How can we get a accurate yearly vwap reading? Date Time Of Last Edit: 2015-03-29 14:49:31
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| [2015-03-30 07:27:37] |
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I guess my question is. Does this setting make the vwap's mathematical calculation invalid? How can we get a accurate yearly vwap reading? In our opinion back adjusting will give you invalid values. So do not use one of the back adjustment options for the Continuous Futures Contract chart setting. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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