Support Board
Date/Time: Fri, 14 Mar 2025 16:03:18 +0000
Post From: Performance Issue with ECIVwapAnchorV1.5
| [2025-02-05 12:16:19] |
| MarkusK - Posts: 104 |
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I want to backtest a trading strategy that uses an anchored VWAP. For this, I created a 1 minute chart (symbol NQ) and set the number of days to load in the data limiting to 365 days. I added the custom study "ECIVwapAnchorV1.5". This study works flawlessly when I place it on recent bars, like from yesterday or last week. Usually, when I place the AVWAP on a bar, it shows up almost instantly, within a second or so. However, when I scroll back the chart further (e.g. to February 2024, so almost 1 year) and add the anchored VWAP study to any bar, it takes almost 4 minutes until the VWAP is placed and finally shown on the chart. In the meantime (I assume while the AVWAP study is calculating) Sierra Chart is completely unresponsive. All charts and windows are completely frozen and I can't do anything, not even scrolling in another chart. This is a big issue for me right now because it makes any backtesting that involves the anchored VWAP impossible. Is there anything I can do about this? |