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Date/Time: Mon, 25 Nov 2024 09:39:00 +0000



Post From: RTH VWAP

[2022-04-28 17:26:49]
John - SC Support - Posts: 36238
For what you want to do, you need to use the Volume Weighted Average Price study, not the rolling one.

Since you are wanting the VWAP for just the Regular Trading Hours, you would need to have a chart of just the RTH and apply the VWAP study to that chart. Then when you set the period to 1 Day, you will get the VWAP resetting at the start of each RTH trading day.

Refer to the information here regarding this study:
Volume Weighted Average Price (VWAP) with Standard Deviation Lines
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing