Support Board

Date/Time: Wed, 17 Dec 2025 05:24:53 +0000

VWAP Variance source code

[2024-05-31 18:54:52] #1 [Go To First Post]
User993067 - Posts: 190
Is the source code for rolling VWAP available?...I would like to see how you are calculating variance, std dev.. thx

[2024-05-31 20:00:41] #2 [Go To First Post]
John - SC Support - Posts: 43500
The code is in the Studies3.cpp file located in the ACS_Source folder under your main Sierra Chart installation folder. 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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