Support Board
Date/Time: Wed, 02 Jul 2025 05:11:51 +0000
Discrepancy between VWAP
View Count: 629
| [2021-03-23 13:21:36] |
| User837393 - Posts: 145 |
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Hello, Why do I see see decrepency between VWAP (Rolling) in 1 min vs VWAP (Rolling) 2.00 Range ? Settings and inputs are the same ... Best regards, |
| [2021-03-23 13:28:04] |
| User837393 - Posts: 145 |
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Solved... I had settngs wrong... one was in deviation mode and the other one in variance.
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| [2021-03-23 13:37:08] |
| User837393 - Posts: 145 |
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Sorry I spoke too fast. The issue is still there ... there is a point of difference between VWAPS. http://www.sierrachart.com/image.php?Image=1616506720662.png Vs http://www.sierrachart.com/image.php?Image=1616506743384.png Date Time Of Last Edit: 2021-03-23 13:39:10
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| [2021-03-23 15:01:32] |
| John - SC Support - Posts: 40702 |
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Refer to the following: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Differences Between VWAP and Standard Deviation Lines On Different Timeframe Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-23 15:20:35] |
| User837393 - Posts: 145 |
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Unfortunately there still ia a discrepancy. Global trade settings is set to : 1 Tick Base on Underlying data is set to : Yes |
| [2021-03-23 15:26:03] |
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Yes that is expected. And the documentation linked at post #4 has been updated.
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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