Support Board
Date/Time: Sun, 02 Feb 2025 12:42:32 +0000
Volume By Price - vwap strange behaviour
View Count: 885
| [2019-09-02 17:36:34] |
| User343901 - Posts: 66 |
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Hi support I'm having trouble with the output of the vwap line from the volume by price study when the volume graph period type is set to One Period at End of Fixed Time. Strangely the problem only seems to be present when the symbol is one of the indices - ES, MES, NQ etc. I couldn't replicate the issue on 6B, CL or GC. My intention is to have a vwap starting from the previous day rth open through to the latest bar. The screenshot attached shows ES on top with the origin coming from the evening start time rather than the rth session start. CL is shown underneath (exact same settings, chart is a copy with only the symbol changed) and the vwap line is correctly drawn from the session start time. Screen shot of the volume by price settings is also attached. I ran the ES chart on replay of last week and depending on the day the origin was jumping about all over the place. Can you please advise if I there is a setting out of place or if there is something else going on? Many thanks Date Time Of Last Edit: 2019-09-02 18:04:03
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 Volume By Price vwap.jpg / V - Attached On 2019-09-02 17:35:39 UTC - Size: 99.57 KB - 276 views Volume By Price vwap settings.jpg / V - Attached On 2019-09-02 17:35:47 UTC - Size: 140.37 KB - 303 views |
| [2019-09-03 04:12:42] |
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You are using an unsupported configuration.
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 |
| [2019-09-03 07:40:59] |
| User343901 - Posts: 66 |
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What is the unsupported bit? I would really like to get this working or find a work around. The Volume Weighted Average Price - Rolling study should be able to do a similar job but the settings below don't appear to work: Time Period Type: Days - Trading Days According to the help files this should start the line from Session >> Start Time but it is starting from Evening Start. There is no change in how the line draws between that setting and Days - 24 hour period Exclude Weekends In Date Look Back: Yes This setting doesn't seem to work. There is no change in how the line draws when the number of days spans a weekend. FYI The source code for Volume Weighted Average Price - Rolling has errors as below and won't build for me. There is also debug code in various places. error: 'GetIndexForStartofDayPeriodForDaysBack' was not declared in this scope I assume this relates to the issues I described above. Date Time Of Last Edit: 2019-09-03 08:31:38
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| [2019-09-06 15:41:10] |
| User343901 - Posts: 66 |
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Bump Can you give any help with this? |
| [2019-09-06 16:01:51] |
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When we are able to. This is an advanced request. It may be many days before we can get to this. Provide the chart with the study configuration that is not working as you require and we will look: Support Board Posting Information: Providing Chartbook with Only a Single Chart Allow at least 2 weeks. 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 Date Time Of Last Edit: 2019-09-09 17:06:39
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| [2019-09-06 18:21:22] |
| User343901 - Posts: 66 |
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Many thanks that's understood. Chart book attached. |
Private File |
| [2019-09-09 17:10:15] |
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This is just not supported and it is just not within the scope of our support and this case is closed. We are fully declining all further support in this thread.
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 Date Time Of Last Edit: 2019-09-09 17:10:37
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