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Direct MessagesDate/Time: Mon, 06 May 2024 15:14:59 +0000
[User Discussion] - VWAP value
View Count: 2265
| [2020-02-27 11:00:07] |
| Chap - Posts: 39 |
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Hi. Im using ECIVwap, to calculate VWAP for CL futures yearly and quarterly. but apparently the value is wrong (around 52), I have check the same VWAP value in Ninjatrder 8 and tradingview and the value is arround 54. Can you help to try to identify the problem. i using Data from sierra charts (Denali Exchange Data Feed) trading evaluator. Thanks for your time and help. I attached a print screen. |
 ECI VWAP.jpg / V - Attached On 2020-02-27 10:59:13 UTC - Size: 229.23 KB - 670 views |
| [2020-02-27 18:57:37] |
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That is a user contributed study. We recommend using the built-in Volume Weighted Average Price study: Volume Weighted Average Price (VWAP) with Standard Deviation Lines 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 |
| [2020-02-27 19:14:13] |
| Chap - Posts: 39 |
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Hi. Thanks for your answer. I tried as well with the studies you mentioned, and the result was same as ECI VWAP. I think the problem could be in the data. Have you calculated what Es the actual yearly VWAP for CL futures?. I appreciated your help to solve the problem Thanks for your help. |
| [2020-02-28 01:14:29] |
| Chap - Posts: 39 |
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Hi. I check tonight, and the difference for VWAP value is for Quarterly and yearly. Daily, weekly and monthly the VWAP value is same for Sierracharts and ninjatrader, for Quarterly and yearly ninjatrader and tradingview are quite similar, but VWAP value for sierra charts is diferent, aproximately 3 USD diference. I attached the charts and you can see what im telling you. I think the problem is relate with yearly chart, data. I apreciatte your help. Thanks |
| tradingviw vwap yearly CL futures.jpg / V - Attached On 2020-02-28 01:12:41 UTC - Size: 267.87 KB - 398 views Vwap yearly NT 8 Cl futures.jpg / V - Attached On 2020-02-28 01:12:53 UTC - Size: 81.58 KB - 532 views vwap Yearly Sierra Charts CL Futures.jpg / V - Attached On 2020-02-28 01:13:03 UTC - Size: 200.85 KB - 336 views |
| [2020-02-29 19:58:02] |
| Chap - Posts: 39 |
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I solve already the problem, continuos contract was none, I changed ti and the problem was solve
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