Support Board
Date/Time: Sat, 15 Mar 2025 23:02:30 +0000
Vwap settings
View Count: 822
| [2022-06-09 16:32:34] |
| User701028 - Posts: 6 |
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Hello 1st option I wanted to know if it is possible to make a VWAP based on a certain number of contracts. Like for exemple a VWAP based on the last 100 000 contracts traded in continuous time wich mean it would always analyse the last 100k volume traded and never close just actualise it self every time there is a transaction. i want it to display 100k contracts and the last contract traded has to always be the 1st contract of those 100k contracts. Is it possible ? 2nd option : lets say i want a 3hours VWAP but i dont want a VWAP who open and close every 3 hours i want a VWAP dat will always analyse the last 3 hours of data and give me the VWAP of the last three hours i dont want it to close. I want it to stay open every time and display a 3 hours vwap in continuous time. Ill try to explain a bit more with an exemple: lets say its 4pm, so i want a 3 hours Vwap wich means data from 1pm to 4pm but when time will be 4:01pm then it as to display data from 1:01pm to 4:01pm, i want the open to follow the actual time and always calculate vwap for "x" time in this exemple or "x" volume in the 1st option. Please let me know if this is possible or if you need more details etc Thanks you guys great plateforme apreciate working on it |
| [2022-06-09 18:09:22] |
| John - SC Support - Posts: 38678 |
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You can do this using the Volume by Price study and just use the VWAP within it. You can setup one study based on volume and another based on 180 minutes (3 hours). Refer to the information here: Volume By Price Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-07-25 14:47:19] |
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To do what you want for Option 1 you would have to set the chart bars to be based upon a Volume per Bar of 100,000. Refer to: Changing Chart Bars Period 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: 2022-07-25 14:48:20
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