Support Board
Date/Time: Mon, 25 Nov 2024 15:13:38 +0000
Post From: Anchored VWAP + bands
[2024-02-28 20:16:15] |
John - SC Support - Posts: 36244 |
The first thing to be aware of is that the "Mean Price +/- Std. Dev." is not the VWAP +/- Std. Dev. The Mean price is calculated separately and can be viewed in the Chart Values for Tools window - as the "Trade Weighted Mean Price". In general, the answer to the question of how to get a 3 * Std. Dev. is to take the difference between the "Mean Price + Std Dev" and the "Mean Price + 2 * Std Dev" and then add difference to the "Mean Price + 2 * Std Dev" to get the "Mean Price + 3 * Std Dev" (and the opposite for finding the "Mean Price - 3 * Std Dev"). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |