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Date/Time: Sun, 29 Dec 2024 15:35:23 +0000



Post From: VWAP- Rolling & Volume by price

[2016-05-06 05:42:33]
Sierra Chart Engineering - Posts: 104368
We want to follow up with this again. One thing we can do is support a single period based upon days at the end of the chart of the specified Time Length and have it automatically skip days that do not exist.

The rolling VWAP study has the input to "exclude weekends in date look back", however, it's not coded to factor in Holidays, eg Good Friday, March 25, so weekends with an extra day will falsify the study.

We also need to update VWAP-Rolling study to automatically skip periods where there is no data, by using a percentage.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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Date Time Of Last Edit: 2016-05-06 05:43:02