Support Board
Date/Time: Sat, 28 Dec 2024 04:57:15 +0000
VbP VWAP calculation
View Count: 1089
| [2015-12-30 14:35:06] |
| User50927 - Posts: 91 |
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What should I set the VWAP study (rolling or not) to in order to replicate the VWAP line drawn by the VbP study? Obviously this question presumes that the VWAP is calculated using the same formula in both studies. But if I'm wrong about that, can you please tell me the what difference(s) is/are? Thank you.
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| [2015-12-30 18:53:38] |
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For the Volume by Price study, what do you have the Volume Graph Period Type set to? The calculation formula is the same. 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 |
| [2015-12-31 00:59:27] |
| User50927 - Posts: 91 |
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It is set to "One Period at End of Fixed Time Length" for 3 days.
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| [2015-12-31 01:20:36] |
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Therefore, you cannot do the same thing with the Volume Weighted Average Price study.
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 |
| [2015-12-31 01:37:05] |
| User50927 - Posts: 91 |
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I don't understand. The VWAP study gives me the option to use days instead of bars and to set the period length to 3. Therefore, if the formula for the VWAP calculation is the same for both the VbP study and the VWAP study, then why wouldn't it work?
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| [2015-12-31 03:16:08] |
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The formula is the same but the Volume Graph Period Type of "One Period at End of Fixed Time Length" is not supported in the Volume Weighted Average Price study.
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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