Support Board
Date/Time: Tue, 06 May 2025 13:46:04 +0000
VWAP showing in different position on VWAP chart and Footprint
View Count: 324
[2024-12-20 13:55:34] |
bobstone249 - Posts: 35 |
Hi, I have a 20+ tick difference on these 2 charts for the position of VWAP. I've obviously got a setting wrong somewhere, can anyone help please? Many thanks Rob |
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[2024-12-20 14:24:02] |
Sébastien - Posts: 64 |
Hello, I think VWAP is bar period depedent. On one side you have 1250 volume bar, on the other you have renko 6T. I thnk the 20T difference comes from there. Try putting both of your charts with the same bar period and see if it changes anything. |
[2024-12-20 16:23:46] |
John - SC Support - Posts: 39675 |
On the VWAP study there is an Input for "Base on Underlying Data". If this is set to "No" then the Bar Period will have an impact on the VWAP. If this is set to "Yes", then you will get the same results regardless of the bar period. 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 |
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