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Post From: Settlement price

[2021-10-08 12:50:42] Link To Thread - Link To Post [Go To First Post]
Sawtooth - Posts: 4093
the official settle price does not seem to be the exact close of daily bar... The Settlement price is the close of the Historical Daily bar, not the close of an Intraday 1-0-0 daily bar. To get the Settlement price from an Historical Daily bar to an Intraday chart, use the Study/Price Overlay study on the Intraday chart, referencing Daily OHLC study on the Historical Daily chart. how can I show the VWAP value of yesterday at close time? To get yesterday's VWAP value at the close from an Historical Daily chart to an Intraday chart: - Add another instance of the VWAP study to the Historical Daily chart --- Hide the study --- On the Subgraphs tab, set the Displacement to 1 for every SG# you want to overlay on the Intraday chart. - Add the Study/Price Overlay study on the Intraday chart: --- Reference the hidden VWAP study on the Historical Daily chart. --- Set the 'Bar Time Matching Method' to 'Containing Match' To extend the VWAP value at the close time on an Intraday chart into the following day, here's one way: https://www.sawtoothtrade.com/free-stuff-10.html It could also be done with the Spreadsheet Formula study, extending only the VWAP, using a formula like this in its Formula field: =IF(AND(MROUND(BARTIME[-1],1/86400000)<TIMEVALUE("16:14:00"),MROUND(BARTIME,1/86400000)>=TIMEVALUE("16:15:00")),ID2.SG1[-1],ID1.SG1[-1]) where the close time is 16:15, the VWAP study is ID2, and the Spreadsheet Formula study is ID1. This example is intended for a time-based chart where there is a bar timestamped at 16:15:00.