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Direct MessagesDate/Time: Sun, 05 May 2024 06:06:17 +0000
Rolling VWAP
View Count: 3674
| [2016-02-09 10:52:26] |
| User78442 - Posts: 260 |
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I've been having issues with data - I think they are resolved but one of my studies - Rolling VWAP keeps resetting now at day start (00:00). Recent Log and chart enc. (log removed) Date Time Of Last Edit: 2016-02-09 19:00:47
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 EURUSD-09.02.15.JPG / V - Attached On 2016-02-09 10:52:04 UTC - Size: 135.16 KB - 540 views |
| [2016-02-09 19:02:01] |
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Set the Session Times for the chart as you require: https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php If you are using the built-in Sierra Chart Volume Weighted Average Price study, then it will use the Start Time from the 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 |
| [2016-02-10 04:44:31] |
| User78442 - Posts: 260 |
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I am using the "Volume Weighted Average Price - Rolling" - The session times are set correctly - This only stopped working when SC had issues with the symbol data structure - this was sorted when I rolled forward to 1366. It was working before I 'upgraded' to 1366 - Please advise |
| [2016-02-10 04:46:10] |
| User78442 - Posts: 260 |
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To clarify - the data is now working, both intraday & historic but the Rolling VWAP is not
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| [2016-02-10 11:33:07] |
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What are the Input Settings for the study? And provide an image of the chart by following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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 |
| [2016-02-10 17:37:56] |
| User78442 - Posts: 260 |
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Screenshot & Settings enc. start date is 30.12.1899
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| EURUSD_10.02.JPG / V - Attached On 2016-02-10 17:34:54 UTC - Size: 137.32 KB - 515 views Rolling VWAP Settings.JPG / V - Attached On 2016-02-10 17:36:38 UTC - Size: 93.29 KB - 515 views |
| [2016-02-10 21:03:39] |
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We will be looking into this.
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 |
| [2016-02-10 21:19:16] |
| Al SC Developer - Posts: 434 |
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This is operating correctly. When using a Time Period Type of Days, trading days are used to determine the rolling periods. The start of a trading day is determined from the session times, and yours is likely 00:00:00. A Time Period Length of 1-day is not very interesting as there is nothing to roll over, since the period is always a single day. Were you trying to achieve a 24-hour rolling period (vs 1 trading day)? In the next version, we have added "Minutes" to Time Period Type. For rolling 24-hour period use 1440 minutes. Date Time Of Last Edit: 2016-02-10 22:14:02
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| [2016-02-11 04:38:51] |
| User78442 - Posts: 260 |
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I don't understand - This was working OK before I had SC data issues - Rolling means look back 1 day (same time previous day and calculate not calculate at start of day (this is the standard VWAP study). As per your response a 1-day rolling period = 24-h = 1440 minutes - please advise
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| [2016-02-11 04:44:50] |
| Al SC Developer - Posts: 434 |
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This was recently changed to be consistent across different studies. Days implies trading days. As mentioned, in the next version you will be able to use minutes to achieve this.
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| [2016-02-11 05:18:45] |
| User78442 - Posts: 260 |
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Why change this? can you please send me the previous version as it worked as described i.e. not resetting every x number of days but a continuous rollingperiod.
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| [2016-02-11 05:27:23] |
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Excellent example when we try to satisfy one user, we get another user upset. We cannot win. So we end up going going through an awful lot of work to satisfy one user and have to go through even more work to satisfy another user, and write up all the documentation and answer all of the related support. It only goes to show why sometimes we are abrupt on this board and say no we are not going to add features requested. 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: 2016-02-11 05:27:52
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| [2016-02-11 07:02:01] |
| User78442 - Posts: 260 |
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OK I understand. I have worked in SW development so appreciate your dilemma. Can you send me through the study code for the previous version. I can add as a custom study.
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| [2016-02-11 08:08:07] |
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We will implement the functionality that you require. We will make it an option. 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 |
| [2016-02-11 09:01:33] |
| User78442 - Posts: 260 |
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Thanks I really appreciate your flexibility. Could you mail me when it's included in a new release as I don't regularly upgrade to new versions?
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| [2016-02-26 13:39:11] |
| User22396 - Posts: 191 |
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noticed you mentioned adding the old version functionality...i know you are busy but could you attach the .cpp of the old study so could use as a custom? or just have a second rolling vwap called 'old version' or something like that thanks |
| [2016-02-26 19:33:20] |
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Refer to: rolling vwap issue? 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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