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Direct MessagesDate/Time: Sun, 05 May 2024 11:10:33 +0000
[User Discussion] - VWAP incorrect on when including evening session
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| [2015-08-21 07:11:53] |
| FedeM - Posts: 13 |
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In order to be able to remove or add premarket+afterhours to my charts quickly by pressing CTRL+G, my trading hours are configured this way: Session times 09:30-15:59:59 Evening session 16:00-09:29:59 Now the problem is that VWAP isn't calculated correctly with this setup (when evening session is displayed), since it should only include data from 4am that same day, but it incorrectly considers the prior day's afterhours to be in the same session as the premarket. Is there any way of correcting this VWAP calculation? Do you have intention of adding a separate configuration of premarket hours? In my opinion this is absolutely necessary. Thank you. |
| [2015-08-31 00:21:38] |
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This was not previously answered because this is a feature request and there are no plans to add this. However, after reading it again, have a look at this help topic for a possible solution to this: http://www.sierrachart.com/index.php?page=doc/helpdetails28.html#OverlayStudyDiffSessionTimes 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 Date Time Of Last Edit: 2015-08-31 00:22:12
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