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Date/Time: Mon, 24 Feb 2025 15:45:50 +0000



Post From: Missing Data on GBP

[2021-03-12 14:44:26]
John - SC Support - Posts: 38117
What you are seeing is normal due to how VWAP is calculated and that you have it set to calculate on a one day period. Since you have many days in which there is a single bar for the day, there is no way for the Variance of the VWAP to be calculated (it needs more than one data point).

You can do a few different things. One option is to set the Input for Use Underlying Data to Yes. This will give more data points on a per day basis which will then give you some Variance lines. Or you can use a different option for Std. Deviation Band Calculation.

Refer to the information for the study here:
Volume Weighted Average Price (VWAP) with Standard Deviation Lines
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