Support Board
Date/Time: Sun, 19 Jan 2025 00:16:30 +0000
Post From: 3 Day rolling VWAP
| [2018-02-26 22:17:26] |
| Moogroo - Posts: 4 |
|
Hello, First of all allow me to thank you for an excellent platform, I have thoroughly enjoyed my introduction to Sierra Chart. I am trying to create a 3 day rolling VWAP, but I am struggling to have this correctly calculate when we enter a new trading week. It always seems to start from Sunday or the Monday as the market opens for a new week. I am using Sierra Chart version 1693, and I have my settings, as seen in the attachment, with: Input Data: Last Base On Underlying Data: Yes Time Period Type: Days - Trading Days Time Period Length: 3 Number of Days to Calculate: 3 Exclude Weekends In Date Look Back: Yes Minimum Required Time Period as Percent for Skip Days: 0 I have all weekend data set to load in my chart settings, but I cannot seem to have it working correctly whether I load weekend data or not. I certainly don't want to waste your time with trivial questions, but I have been trying to get this working for a few days, to no avail. Is there something I am glaringly missing? Many Thanks for your help, |
 rolling vwap settings.PNG / V - Attached On 2018-02-26 21:04:40 UTC - Size: 91.4 KB - 542 views rolling vwap chart settings.PNG / V - Attached On 2018-02-26 21:04:48 UTC - Size: 99.3 KB - 415 views Attachment Deleted. UploadImage.png / V - Attached On 2018-02-26 21:40:45 UTC - Size: 92.4 KB - 395 views |