Support Board
Date/Time: Sat, 01 Feb 2025 13:01:10 +0000
Post From: Volume weighted average price study is not always calculating correctly
| [2019-07-07 23:28:42] |
| Neo - Posts: 198 |
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The volume weighted average price study is not calculating the correct VWAP values on XBTUSD-BMEX when based on *underlying data*. It's accurate at certain points, but then something is skewing the data. As you see in the image below, a 1-year VWAP outputs widely negative values for some of the deviation bands caused by an erratic change in the VWAP http://www.sierrachart.com/image.php?Image=1562541569894.png For reference, the user-contributed study *ECIVwap* shows the correct values. http://www.sierrachart.com/image.php?Image=1562541899685.png What is the explanation for this? Thanks Date Time Of Last Edit: 2019-07-07 23:33:46
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