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Date/Time: Fri, 03 Feb 2023 23:58:21 +0000



RTH VWAP

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[2022-04-28 16:49:29]
User148596 - Posts: 185
Hi, I'm trying to get an RTH VWAP on my chart. I've read through all of the documentation on both the VWAP and rolling VWAP studies. Can you please help me to understand better which study I should use for RTH (regular trading hours) VWAP and what the settings for that study should be? Right now the only way I have figured out how to do it is with the VWAP study but I have to manually set the start date everyday instead of it automatically starting at the US cash open and stopping at the US cash close.

Thanks for your help and my apologies for not being able to figure this out.
[2022-04-28 17:26:49]
John - SC Support - Posts: 21946
For what you want to do, you need to use the Volume Weighted Average Price study, not the rolling one.

Since you are wanting the VWAP for just the Regular Trading Hours, you would need to have a chart of just the RTH and apply the VWAP study to that chart. Then when you set the period to 1 Day, you will get the VWAP resetting at the start of each RTH trading day.

Refer to the information here regarding this study:
Volume Weighted Average Price (VWAP) with Standard Deviation Lines
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-28 17:59:34]
User148596 - Posts: 185
Thank you, however I need it on a chart that also has the overnight session on it as well. I know I can get the VWAP from the VBP study for the RTH session but that doesn't offer standard deviations of VWAP like the VWAP study does. If this is not possible would it be too costly to add that standard deviation functionality to the VWAP study in the VBP study?

Thanks again for your help.
Date Time Of Last Edit: 2022-04-28 20:10:54
[2022-04-28 20:29:11]
John - SC Support - Posts: 21946
You just need to use the Study/Price Overlay to get it onto the other chart. Refer to the following:
Study/Price Overlay Study
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-11-22 22:01:33]
User121314 - Posts: 1
Hello,
trying to do the same thing as the "User148596 " is asking here.
i have a source chart as 15mins RTH chart (from 9.30AM to 4PM ET).
and the destination chart is 5mins FP/number-bar chart.

when i super-impose the source RTH VWAP from 15min chart to a 5min Chart, i do NOT get the granularity of the data as per the destination chart time-frame
the question is there a way that we can get the indicator and session time from the source chart, but calculate the actual data based on the data from destination chart
the reason i ask this question is i have multiple chart for different time-frame, like 1min, 5min, 15min and 30mins, which i wanted to use this data, hence calculating the data based on the destination chart's time-frame is very important


please see attached.
Pink line is the RTH VWAP on the 5min chart itself (which i need to change the data/time everyday.
Red line is the RTH VWAP from the 15min chart itself

https://www.sierrachart.com/image.php?Image=1669154323412.png
[2022-11-22 22:45:21]
John - SC Support - Posts: 21946
The only way to do what you are wanting is to create another chart that has the same time frame as the destination chart, but with the different Session Times. Then overlay the VWAP from that chart to the Full Session 5 minute chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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