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Date/Time: Sat, 19 Sep 2020 09:15:29 +0000



24h VWAP (Volume Weighted Average Price)

[2015-09-04 15:17:23]
User91363 - Posts: 13 | Ending Date: 2020-02-10 [Expired]
Hi!

Want to have the 24h VWAP as a continuous line in my 5 min price chart. What should I do?

Thanks, Gustavo
[2015-09-04 18:24:55]
Sierra Chart Engineering - Posts: 89738 | Ending Date: 2021-04-05
Do you want it to reset at the start of each day?
Sierra Chart Support - Engineering Level

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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-09-04 20:00:11]
User91363 - Posts: 13 | Ending Date: 2020-02-10 [Expired]
I want it to be a smooth / continuos line around the clock (24h), no breaks from one day to another
[2015-09-05 06:59:14]
Sierra Chart Engineering - Posts: 89738 | Ending Date: 2021-04-05
You need to use this study:
http://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s352 (Volume Weighted Average Price-Rolling)


Let us know if anything in the documentation is not clear.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2015-09-08 16:03:18]
User91363 - Posts: 13 | Ending Date: 2020-02-10 [Expired]
Good afternoon!

I am getting the RTH (Regular Trading Hours - NY session) VWAP, not the 24h VWAP. I am setting it to days, 1 period, Yes for underlying data. Any suggestion?

Thanks, Gustavo
[2015-09-08 17:19:12]
Sierra Chart Engineering - Posts: 89738 | Ending Date: 2021-04-05
You must set the Session Times in the chart to include the full 24 hours of trading. Here is the documentation for that:
https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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