Support Board
Date/Time: Fri, 22 Nov 2024 21:40:08 +0000
Post From: Previous session's VWAP
| [2024-09-30 13:39:23] |
| John - SC Support - Posts: 36238 |
|
We are not fully understanding what you want to do. If you are wanting to display the previous sessions VWAP on the current sessions bars, then the simplest way to do this is to use the "Displacement" option for the subgraph and set it to be the number of bars that make up the session for your chart. For instance, for 1 hour bars for an instrument traded on the CME Group (which has 23 hours in a trading day) you would set the displacement to be '23'. You just have to be careful with the above, as if you using it with a not very liquid instrument, you may want to turn on the option for "Include Columns with No Data". Otherwise, you would need to use the Spreadsheet Study and check the times and then look back by 1 day. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |