Support Board
Date/Time: Mon, 10 Mar 2025 10:30:51 +0000
Vwap doesn't plot after 15:30
View Count: 597
| [2022-03-19 22:25:23] |
| Technical - Posts: 158 |
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I set up a generic chart with a default vwap. The Session time is 00:00:00 to 23:59:59, which I assume is a 24 hour day. For some reason, vwap doesn't pot from 15:30 until midnight. I can't figure it out - please see enclosed picture. |
| [2022-03-20 12:20:14] |
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Does not really make much sense. What is the exact name of the study, and is this a Sierra Chart built in study or a custom study? We recommend checking all of the study Inputs and referring to the relevant documentation: Volume Weighted Average Price (VWAP) - Rolling with Standard Deviation Lines 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 |
| [2022-03-20 13:55:44] |
| Technical - Posts: 158 |
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It is the generic VWAP configured with default settings. It is not rolling, just the vanilla VWAP. I created a fresh chart, and added one study, Sierra's built-in VWAP. |
 VWAP Plot 2022-03-19 17_11_49-Sierra Chart #2 2364 Vix focus.png / V - Attached On 2022-03-20 13:54:43 UTC - Size: 223.41 KB - 145 views |
| [2022-03-20 21:06:27] |
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We are fairly sure the reason for this, is the lower volume in the evening session. So the prices in the evening session have little/non-perceivable impact upon the volume weighted average price from the period before.
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: 2022-03-20 22:04:02
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| [2022-03-21 12:54:20] |
| Technical - Posts: 158 |
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I checked other platforms to which I have access, and their default VWAP indicator does appear to have sufficient volume to show movement during overnight hours. See enclosed:
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| Trade2022-03-21 07_47_13-ES1! .png / V - Attached On 2022-03-21 12:50:57 UTC - Size: 206.41 KB - 131 views TOS 2022-03-21 07_41_27-Paper@thinkorswim [build 1973].png / V - Attached On 2022-03-21 12:52:04 UTC - Size: 89.36 KB - 123 views Attachment Deleted. |
| [2022-03-21 13:33:46] |
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We stand by the calculation and the explanation we gave really would be the explanation for this. One way to validate this is to look at the mathematical formulas we provide: Volume Weighted Average Price (VWAP) with Standard Deviation Lines And then add the Numbers Bars study to the chart, and manually do the calculations: Numbers Bars To make this easier you can set the chart bars to something like 360 minutes per bar. 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: 2022-03-21 13:34:08
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