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Date/Time: Thu, 19 Sep 2024 01:32:07 +0000



Post From: VWAP Rolling not updating

[2017-05-01 23:52:08]
psavi73 - Posts: 39
The VWAP Rolling doesn't update its value at every new bar.

http://www.sierrachart.com/image.php?Image=1493682015110.png

Is there something wrong in my configuration?

This is the configuration:
Input Data: Last
Base On Underlying Data: Yes
Time Period Type: Days - Trading Days
Time Period Lenght: 7
Number of Days to Calculate: 7
Exclude Weekends in Date Look Back: No
Minimum Required Time Period as Percent for Skip Days: 25
Std. Deviation Band Calculation Method: VWAP Variance
Band 1: 1
Band 2: 2
Band 3: 3
Band 4: 4

Could you please also explain the parameter "Minimum Required Time Period as Percent for Skip Days" as I wasn't able to find any explenation about it?

Regards.
Pierpaolo