Support Board
Date/Time: Tue, 26 Nov 2024 17:16:00 +0000
Post From: calculation of vwap
| [2023-11-06 15:52:26] |
| John - SC Support - Posts: 36300 |
|
You do not need to use an actual 1 Tick chart, you just need to ensure that your data is stored in 1 tick increments. In other words, make sure the setting for "Global Settings >> Data/Trade Service Settings >> Common Settings >> Intraday Data Storage Time Unit" is set to "1 tick". Refer to the following: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) Also, if you are using the "Volume Weighted Average Price" study itself, you will want to set the Input for "Base on Underlying Data" to "Yes". Refer to the following: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Inputs If you are using the Volume by Price study, then just make sure you set the Input for "Ticks per Volume Bar" to "1". Refer to the following: Volume By Price Study: Ticks Per Volume Bar You will then get the VWAP that you are wanting regardless of the Bar Period of the chart. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |