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Date/Time: Wed, 27 Nov 2024 06:35:25 +0000



Post From: VWAP Difference

[2014-05-07 19:35:34]
Sierra Chart Engineering - Posts: 104368
On the ES futures, comparing between 1 Number of Trades Per Bar and 1 minute, we see a difference of .02 for the Volume Weighted-average Price for the trading day.

This is very tiny. So the calculations are virtually the same.

At higher time frames per bar, there are no differences comparing between different time frames.

We do not know exactly what you are seeing, the exact settings of the study and exactly what you are doing, so we cannot comment specifically on your questions because they are too vague. It is completely impossible for us to help you with a small amount of information given. We would have to get a simple Chartbook from you and test it and we will not do that because we do not see any problems with this study.

And we will not help with differences you see when overlaying this study on another chart. There should not be a problem with this. But we do not know exactly what you are doing, the settings and why you think there is a difference

Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-05-07 19:38:51