Support Board
Date/Time: Thu, 28 Nov 2024 21:35:04 +0000
Post From: VWAP and Rolling VWAP
| [2023-04-04 21:18:51] |
| John - SC Support - Posts: 36350 |
|
The Inputs you are changing are different between the studies. In the VWAP, the Input you are changing to use the Bid/Ask Volume is Volume Type to Use, which defines whether you are using Total Volume, Bid Volume, or Ask Volume for the volume part of the calculation. Whereas the VWAP-Rolling does not have this Input, so you are changing the Input Data, which defines where the Price information comes from, which for the Bid and Ask is going to be the same price for any particular bar. We will see if we can quickly change the VWAP-Rolling to have the same Input option. We will let you know in this post if we can or can not take care of it right away. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |