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Just looking for regular VWAP?

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[2016-01-18 05:08:52] #1 [Go To First Post]
User455772 - Posts: 22
Is there an indicator in Sierra Charts that shows VWAP (Volume Weighted Average Price) just like Freestockcharts.com or other providers of VWAP study in there charts? All the vwap options I can find are different in Sierra...Just looking for a single line that is the same on all time frames. Please view photo for reference


Screen Shot 01-17-16 at 11.06 PM.PNG / V - Attached On 2016-01-18 05:08:37 UTC - Size: 93.83 KB - 910 views

[2016-01-18 05:55:25] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We need more details. For how long of a time frame do you want the Volume Weighted Average Price calculated over? And this study is only going to be accurate when used on Intraday charts. 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: 2016-01-18 05:55:41

[2016-01-18 05:59:33] #3 [Go To First Post]
User455772 - Posts: 22
I don't know what the calculation is that they use. I just know that the value remains the same on every timeframe intraday. They do not disclose the formula they use, but I know that its the standard on most charting platforms, including think or swim, freestockcharts, tradingview, etc. As far as I know it's the main vwap calculation that almost every charting platform or website I have ever used has. I know you guys will have it, just have to find it...

[2016-01-18 07:48:48] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
With the Volume Weighted Average Price study set the following inputs: Time Period Type: Days Time Period Length: 1 Base on Underlying Data: Yes It is required that the chart be an Intraday chart only for accuracy and consistency. 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

[2016-01-20 18:04:15] #5 [Go To First Post]
User455772 - Posts: 22
That still doesn't give me the right calculation for vwap. there has to be a line based VWAP. Did you look at the freestockcharts example? It should look just like that...

[2016-01-20 19:06:52] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Tell us how all of the Input Settings are set for the Volume Weighted Average Price study on the chart. Use the Sierra Chart Historical Data Service for data : Sierra Chart Historical Data Service Make sure there is a tick by tick data configuration: https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php Re-download the data in the chart with Edit >>Delete All Data and Download. Provide an image of the chart, by following these instructions: http://www.sierrachart.com/index.php?l=PostingInformation.php#Image Also it does not matter with what you see with another service. That is irrelevant. We will only provide you instructions on how to get an accurate calculation based upon the settings that you require and once we are certain that you have done all of the proper steps, then we will confirm whether what you see is accurate or not. 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: 2016-01-20 19:09:01

[2016-01-20 19:37:44] #7 [Go To First Post]
User455772 - Posts: 22
Ok I think that worked. So the IB data is the problem here basically on everything. Can you use Sierra chart's realtime data and use IB for trading, I am guessing you can... I have a really hard time navigating the help files, etc on the website as everything just looks like a wall of text, please point me in the direction. thanks

[2016-01-20 19:53:01] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Can you use Sierra chart's realtime data and use IB for trading, I am guessing you can... Yes you can. I have a really hard time navigating the help files, etc on the website as everything just looks like a wall of text, please point me in the direction. thanks Yes there is a lot of documentation because we get so many questions as you can see on the Support Board. We do try to add images of the relevant parts of the software as much as possible. Here are the instructions to follow to use the Sierra Chart Exchange Data Feed for real-time data and have that integrated when using Interactive Brokers: Sierra Chart Exchange Data Feed: Setup Instructions 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

[2018-04-09 16:17:15] #9 [Go To First Post]
Programming_autotrading_phonesup - Posts: 59
I have an similar issue where vwap does not seem to match. I also use data from IB (interactive brokers). Can you elaborate how far off the vwap was when using IB data? Mine seems way off... And I can't imagine the difference can be that big by using consolidated data provided by IB, instead of using 1 tick data. What would be the correct settings in Sierra Chart for 'standard' vwap for a regular trading hours, “Pit session” (9:00 - 14:29:59) and for Extended trading hours, also refers to full 23 hour “Globex” session?

[2018-04-09 18:43:39] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Your first question is not within the scope of our support. We are not understanding the second question. It sounds like you want different Volume Weighted Average Price studies for each of these different time periods? For this you would need a separate chart. Refer to: Study/Price Overlay Study: Overlaying a Study on Another Chart that Uses Different Session Times And set the Session Times as required in those charts: Chart Session Times 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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