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Date/Time: Thu, 19 Sep 2024 01:50:50 +0000

Post From: VWAP Rolling not updating

[2017-05-04 09:01:39] Link To Thread - Link To Post [Go To First Post]
psavi73 - Posts: 39
Before proceeding with this issue, I'd like to make a digression on rollover studies in general: it calculates a function (VWAP in this case) over a fixed period that it shifts during the time. As it has been implemented by Sierra Chart, this can be done in several ways (dayly, 24 h, minutes, bars), but the sense of the function is that it shifts the whole fixed period every day/hour/minute/bar. So when you have established the period, you need just this input in the function, i.e other inputs (like "Number of Days to Calculate") are not meaningfull and misleading. In fact if I need a time period of 3 days and I set "Time Period Lenght"=3 and "Number of Days to Calculate"=13, the plotted function is: http://www.sierrachart.com/image.php?Image=1493888478200.png In this case the "rollover" is applied at the begining of the time period and not at the end as it should be in a rollover function, so it makes no sense. All the above to say that the "Number of Days to Calculate" input should be eliminated because in a real rollover function this input should equal to "Time Period Lenght" (i.e. "Time Period Lenght"="Number of Days to Calculate"), so it's not necessary and furthermore if you set it with a value different from "Time Period Lenght" the plotted function it's not a rollover function.