Support Board
Date/Time: Fri, 24 Jan 2025 17:39:14 +0000
vwap
View Count: 1112
| [2019-01-14 18:20:37] |
| number42 - Posts: 3 |
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Trialling software Struggling to get vwap to correlate with vwap setting from ib chart. Screenshot gives sc vwap red line, the blue dash is where ib vwap was at that time, 5 minute chart 1745 gmt, sc showing vwap 20.03 ib showing 20.28 study settings input data = last base on underlying =yes time period type = days trading days time period length =1 number day to calculate =10 Std. Deviation band calculated = standard deviation http://www.sierrachart.com/image.php?Image=1547488473853.png Where am I going wrong? Thanks |
Attachment Deleted.  settings.jpg / V - Attached On 2019-01-14 18:01:49 UTC - Size: 197.12 KB - 319 views |
| [2019-01-16 15:55:40] |
| Xfanman1 - Posts: 320 |
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Check to see if your Start times in SC are the same as for IB. For example, if one is starting at Midnight and the other 9:30am you'll have different numbers and they'll get closer to one another as the day progresses. -- Scott |
| [2019-01-19 16:30:15] |
| number42 - Posts: 3 |
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http://www.sierrachart.com/image.php?Image=1547914833825.png Here is another example and not all charts do this! Data was from sc not ib but appears the same from about 15:20 uk time vwap flattens This may reset a day later perhaps as vwap is what it should be for previous days, but not much good for day trading 42 |
Attachment Deleted. UploadImage.png / V - Attached On 2019-01-19 16:22:10 UTC - Size: 34.31 KB - 277 views |
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