Support Board
Date/Time: Sun, 24 Nov 2024 03:22:02 +0000
Post From: Volume x Delta on footprint chart
| [2024-11-15 15:52:15] |
| John - SC Support - Posts: 36238 |
|
Can you pls confirm if the VWAP & VWAP(Rolling) is based on Tick/Transactions Or discreet Last/OHLC etc candle numbers ?
It depends on the setting for "Base on Underlying Data". If this is set to "No", then the study uses the Last price for each bar along with the bar Volume. If this is set to "Yes", then it is using the per tick information. When this option is set to "Yes", then you will get the exact same VWAP between the Volume Weighted Average Price and the Volume by Price study, as long as the periods are set to be the same. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |