Support Board
Date/Time: Fri, 07 Mar 2025 21:45:18 +0000
Post From: VWAP Study calculation error or mislabeling?
| [2019-07-30 06:02:29] |
| User50927 - Posts: 91 |
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I ran a comparison between the SD bands generated with your VWAP study vs. the user-contributed ECIVwapV1.4 study and they didn't match. Turns out that what they labeled as "stddev" in their study corresponds to the output for your variance in the VWAP study. Now I plan to use your study because I trust the source, but I first need to rule out the possibility that someone in your company didn't switch the labels in the "Settings and Inputs" window by accident. So when you get a chance, can you please double check that part of the code to make sure that the SD in your VWAP study corresponds to the actual SD instead of the variance? Thanks.
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