Support Board
Date/Time: Fri, 27 Dec 2024 18:40:21 +0000
rolling vwap issue?
View Count: 3169
[2016-01-10 15:50:17] |
User22396 - Posts: 191 |
does the rolling vwap study exclude periods of no trading? i.e. holidays the output of the study around the xmas and new years holidays seems to be calculating incorrectly and including the dec25 and jan1 calendar days into the calculations. thanks Date Time Of Last Edit: 2016-01-10 15:50:46
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[2016-01-10 16:23:52] |
User22396 - Posts: 191 |
note the jump in the pink line on the 27th of december pink line is built in vwap-rolling study blue line is ECIVwapChannel in user contributed studies |
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[2016-01-10 21:10:56] |
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the output of the study around the xmas and new years holidays seems to be calculating incorrectly and including the dec25 and jan1 calendar days into the calculations. 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: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-01-10 21:11:17
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[2016-02-26 13:36:22] |
User22396 - Posts: 191 |
I see in the post below you changed the rolling vwap methodology but now it is not a continuous rolling? not sure of the logic behind using that method, rolling to me would imply a continuous value like a moving average dropping old and adding new etc...can I get the code for the previous version so can still use? thanks Rolling VWAP |
[2016-02-26 19:32:28] |
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Update to the latest version of Sierra Chart: https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate And refer to the documentation here for how to do what you want: https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s352 Time Period Length: Sets the quantity to be used with Time Period Type. For example, for a period of 1 Day, set this to 1 and set Time Period Type to Days. For a rolling 24 hour period that is rolling bar by bar versus entire days, set this to 1440 and set Time Period Type to Minutes.
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: Sierra Chart Teton Futures Order Routing |
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