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Date/Time: Tue, 14 Jan 2025 12:49:24 +0000



Post From: VWAP Rolling not updating correctly (vers 1553)

[2017-05-05 13:03:24]
psavi73 - Posts: 39
Version:1553
Time Zone: London

Input of VWAP rolling function:
Input Data: Last
Base On Underlying Data: Yes
Time Period Type: Days - Trading Days (with Days - 24 Hour period the result is the same)
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
Standard Deviation Bands are ignored, i.e. only VWAP is plotted.

The new values of the VWAP seems to be not present in the graph:
http://www.sierrachart.com/image.php?Image=149398843818.png

But if the verticale scale is increased, we can see that the new values are created around 1555 instead of 2384:
http://www.sierrachart.com/image.php?Image=1493988468835.png

When I'm trading/working, I have to refresh regurarly the function (I enter in the study settings and I do "Apply" and then "OK", so when I come back to the graph the function restarts) in order to overcome this problem.