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Date/Time: Tue, 30 Apr 2024 03:35:31 +0000



vwap

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[2019-01-14 18:20:37]
number42 - Posts: 3
Trialling software

Struggling to get vwap to correlate with vwap setting from ib chart.

Screenshot gives sc vwap red line, the blue dash is where ib vwap was at that time, 5 minute chart 1745 gmt, sc showing vwap 20.03 ib showing 20.28

study settings
input data = last
base on underlying =yes
time period type = days trading days
time period length =1
number day to calculate =10
Std. Deviation band calculated = standard deviation


http://www.sierrachart.com/image.php?Image=1547488473853.png

Where am I going wrong?

Thanks
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[2019-01-16 15:55:40]
Xfanman1 - Posts: 320
Check to see if your Start times in SC are the same as for IB. For example, if one is starting at Midnight and the other 9:30am you'll have different numbers and they'll get closer to one another as the day progresses.

--
Scott
[2019-01-19 16:30:15]
number42 - Posts: 3
http://www.sierrachart.com/image.php?Image=1547914833825.png


Here is another example and not all charts do this!
Data was from sc not ib but appears the same from about 15:20 uk time vwap flattens

This may reset a day later perhaps as vwap is what it should be for previous days, but not much good for day trading


42
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imageUploadImage.png / V - Attached On 2019-01-19 16:22:10 UTC - Size: 34.31 KB - 260 views

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