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Date/Time: Tue, 30 Apr 2024 02:58:37 +0000



Is there a way to finally have a VWAP in SC that is correct?

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[2020-07-16 11:41:48]
YSS - Posts: 105
I'm now trying for a while to get a correct VWAP on Sierracharts, without success.

I have read many of the user complaints and try all the suggested fixes without result, in attach you can see a correct VWAP on ES from another chart package and the one from Sierracharts

I have set tick data and use IQFeed which is correct feed, then I have set the indicator to `Base on underlying data` and i have several times tried to recalculate the data on the chart, all without success.

Why can't I have a correct VWAP on Sierracharts?

Thanks
imagecorrectvwapontradvoate.PNG / V - Attached On 2020-07-16 11:41:02 UTC - Size: 93.13 KB - 336 views
imageincorrectvwapsierracharts.PNG / V - Attached On 2020-07-16 11:41:07 UTC - Size: 53.2 KB - 331 views
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[2020-07-16 11:59:28]
Sierra Chart Engineering - Posts: 104368
We are definitely not aware at all of any problem with the Volume Weighted Average Price calculations within Sierra Chart and we are 100% certain there is no problem.

We have never heard this.

So our only conclusion, is the other one is wrong. We are not going to spend further time on this. We are hundred percent certain there just is not a problem. If there is any issue it must have something to do with things like the Session Time settings or perhaps there is not tick by tick data.

Set Sierra Chart to a Tick by Tick Data Configuration. Follow the instructions here to do this:
Tick by Tick Data Configuration


There is **no** problem and we will spend no further time on this. It is pointless to post further about there being some internal incorrect calculation.

The last time someone pointed out a similar issue which involved the point of control calculation for the Volume by Price study we were simply proven right and every other program was wrong.
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: 2020-07-16 12:23:37

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