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Direct MessagesDate/Time: Sat, 27 Apr 2024 07:05:46 +0000
VWAP
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| [2019-01-29 19:16:05] |
| User28682 - Posts: 233 |
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How can one find the VWAP for the first hour of regular trade? I used: 1.Calculate the Average Price for the period. [(High + Low + Close)/3)] 2.Multiply the Average Price by the period Volume (AveragePrice x Volume) 3.(Average Price x Volume) / Cumulative(Volume) Was wondering if this is possible to see on a graph for just the 1st hour. Date Time Of Last Edit: 2019-01-29 20:30:01
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| [2019-01-30 19:20:27] |
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Use this study: Volume Weighted Average Price (VWAP) with Standard Deviation Lines Set the time period Inputs of the study to 1 Day. And then adjust the Session Times to consist only of the regular trading hours: Chart Session Times Of course the study is going to display data at each chart bar, but you just look at the value at the end of the first hour. 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: 2019-01-30 19:22:22
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