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Date/Time: Mon, 25 Nov 2024 22:38:42 +0000



Session VWAP using Chart Overlay.

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[2024-01-29 07:08:50]
User666015 - Posts: 49
Hi,

On the ES/NQ I am trying to get a VWAP just for the NY session, this was easy in my previous software but I cannot get it right with Sierra Chart.

So I made a chart with session time 14:30 - 20:59:59 to be used for the VWAP line, this works fine. Then I overlaid the VWAP onto my 5 min chart, it looks ok but has a trailing line after the NY session.

I have tried setting the Overlay Study setting 'Fill Blanks With Last Value to No - but this doesn't seem to help - I only want the NY VWAP to show during the NY times on the other charts where I'm overlaying to.

I hope this all makes some sense, I have attached a couple of screenshots for reference, any help much appreciated.

Thanks,
Bill
image2024-01-29 06_50_51-Sierra Chart 2586 BillSierra-v1 Trading .png / V - Attached On 2024-01-29 07:08:39 UTC - Size: 38.92 KB - 86 views
[2024-01-29 18:16:52]
John - SC Support - Posts: 36284
In the "Study/Price Overlay" study set the Input for "Fill Blanks with Last Value" to "No".
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-29 18:23:29]
User666015 - Posts: 49
Thanks John,

That 'sort of' works - if the previous session is not in view it looks great, but if you are zoomed out and can see the session before then the line links up again, please see screenshots:

(it's the orange VWAP line)

Zoomed in working fine: https://www.sierrachart.com/image.php?Image=1706552523710.png
Zoomed out and they link up again: https://www.sierrachart.com/image.php?Image=1706552587877.png


Thanks for all your help for a newbie John!

Bill
[2024-01-29 19:42:40]
John - SC Support - Posts: 36284
Please get us the chartbook that has those two charts in it so we can take a look, as something is not setup as we are expecting. Refer to the following for how to get us your chartbook:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-29 19:50:57]
User666015 - Posts: 49
Thanks John,

The chart named 'NY Overlay' has the VWAP, and the chart I referenced in the above screenshots is 'MTF Chart'

Cheers,
Bill
Private File
[2024-01-29 21:39:45]
John - SC Support - Posts: 36284
Change the Input on the Study/Price Overlay for "Bar Time Matching Method" to "Containing Match". By having this as "Nearest Match" it was trying to fit data outside of the region for which the data exists. Refer to the following:
Study/Price Overlay Study: Bar Time Matching Method
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-02-04 18:08:31]
jmftattoo - Posts: 94
That 'sort of' works - if the previous session is not in view it looks great, but if you are zoomed out and can see the session before then the line links up again, please see screenshots:

You're using a line plot for vwap, it will want to connect no matter what you do. Use "Dash" or "Point" subgraph plot for vwap and they will stop connecting.

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