Support Board
Date/Time: Sun, 22 Dec 2024 14:23:52 +0000
How to show weighted average VAP
View Count: 918
| [2015-04-21 14:59:26] |
| User24187 - Posts: 54 |
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For a given time period, if the volume that occurred at each price level is exactly the same, the weighted avg price will be at 50%. However, if more of the volume occurred towards the extremes, the average will move either up or down. Is there a way to show the weighted average Price, given the volume distribution? Date Time Of Last Edit: 2015-04-21 15:00:33
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| [2015-04-21 18:46:53] |
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We are not fully understanding what you are describing. But there is the Volume Weighted Average Price study: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s108 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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