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Date/Time: Sun, 24 Nov 2024 08:47:48 +0000



SELL / BUY ANCHORED VWAP

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[2024-06-20 13:48:32]
User490082 - Posts: 3
Hello SC community,

I would like to use a average BUY / SELL volume since a specific market L / H. I use the A. VWAP quite frequently but I would like the idea and usage of a exclusively SELL or BUY VWAP and not the total volume VWAP. Basically cumulative BUY or SELL volume since a specific point. Can this be done with the volume by price study?

Regards,

Ben
[2024-06-20 14:59:34]
John - SC Support - Posts: 36238
The Volume by Price study does not do this - the VWAP is always calculated with the Total Volume.

The "Volume Weighted Average Price" study does have the option to be based on Total Volume, Bid Volume, or Ask Volume. Refer to the following:
Volume Weighted Average Price (VWAP) with Standard Deviation Lines
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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