Support Board
Date/Time: Wed, 15 Jan 2025 09:20:18 +0000
VWAP Rolling- Std Calculation
View Count: 933
| [2017-06-04 02:46:00] |
| Neo - Posts: 198 |
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VWAP + Dev bands should follow the blue lines. VWAP does, however, +1/-1 Dev bands are skewed out passed any previous price point from the current and previous day. How is this possible?
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Attachment Deleted.  rolling vwap.png / V - Attached On 2017-06-04 02:45:04 UTC - Size: 136.71 KB - 290 views |
| [2017-06-06 03:15:51] |
| Neo - Posts: 198 |
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Has this been looked at?
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| [2017-06-06 04:04:12] |
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We want to do some testing to verify the reset index. Once that is verified, we are than certain the calculation is correct. We have not yet done that.
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 |
| [2017-06-06 08:46:01] |
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We figured out what the problem is. These rolling calculations are actually very complicated.
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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