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Date/Time: Sun, 29 Dec 2024 15:52:56 +0000



VWAP Problem with new release

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[2016-03-14 17:56:38]
User609105 - Posts: 28
I use the CFD data package 5.

After installing update today. VWAP is no longer constant - it recalculates from the beginning of any 24 hr period to the end. And then restarts etc......

Is there a fix?

If there is not, or you are unaware of the issue, if I wnet to <HELP?, install previous version - just to be clear - would that reinstall the version prior to today's update?
[2016-03-14 18:28:25]
Sierra Chart Engineering - Posts: 104368
What is the exact name of the study you are using?

And what are the Input settings with that study?

You have the ability to install any prior version that you want. You have to control what version to install.
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
[2016-03-14 18:32:39]
User609105 - Posts: 28
VWAP (rolling).

These are the settings - although I have not changed them from when it worked fine.

http://screencast.com/t/S3i6Wg9WYJ
[2016-03-14 18:36:05]
User609105 - Posts: 28
When I select the downgrade option this web page pops up:

http://www.sierrachart.com/index.php?CAID=&file=doc/download.php#Downgrading

What do I need to do to downgrade to prior version?
[2016-03-14 18:53:49]
Sierra Chart Engineering - Posts: 104368
From the documentation:

For a rolling 24 hour period that is rolling bar by bar versus entire days, set Time Period Length 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
Date Time Of Last Edit: 2016-03-14 18:54:09
[2016-03-14 19:04:35]
User609105 - Posts: 28
This does work for a week period, but still leads to a break between weeks. Is there a way to make VWAP rolling continuous?

And if not, could you clarify how to downgrade to last week's version?
[2016-03-14 20:41:23]
User609105 - Posts: 28
OK.

I have worked out how to download a previous version to try to resolve the VWAP issue.

Last week's version though still has the same error.

Is there a way to see which version I had last installed so I could re-install the version that worked?

Or failing that, can you recommend a version that had the least major updates / updates likely to have effected VWAP?
[2016-03-14 21:01:02]
Sierra Chart Engineering - Posts: 104368
We need to understand what the problem is and resolve it.

This is not totally clear for us:
This does work for a week period, but still leads to a break between weeks. Is there a way to make VWAP rolling continuous?

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
[2016-03-14 21:24:24]
User609105 - Posts: 28
So, WVAP breaks between the beginning and end of weeks, as can be seen here:

http://screencast.com/t/OpWkdfKDu

Your `1440' fix as above does create am average line, but I use heiken-ashi crossed w/renko bars, so the bar formation is not time dependent: the VWAP with the 1440 period minutes settings is not reflecting VWAP therefore as the chart is configured.

The original settings as above on the original version worked fine.

I am (more than) happy to go back to the version I had if there is not a simple solution - if I knew what that was.
[2016-03-14 21:54:26]
User609105 - Posts: 28
Appreciate any work you have done to resolve this your end, but it is getting quite late in Europe and I would like to have this set-up so it works properly for me to trade Europe AM.

Could you let me know which was the last version of SC that the system would have prompted me to download? As that worked, I can re-download that version
[2016-03-15 04:24:16]
Sierra Chart Engineering - Posts: 104368
We are still looking at the changes to the study.

You can go back to version 1366:
https://www.sierrachart.com/downloads/1366SierraChartSetupNoCLR.exe

This should be before the recent changes.
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
[2016-03-15 20:44:23]
Al SC Developer - Posts: 434
In the next version, we have changed the period type options to include "Days - Trading Days" and "Days - 24 Hour Periods". The trading days option is the equivalent of the current "Days" option. The 24 hour period option is equivalent to the old version of study, but you still need to select if you want to exclude weekends. To match the old version of the study, the exclude weekends option should be set to yes, which will remove the breaks you are seeing.
[2016-03-18 11:00:32]
User609105 - Posts: 28
Thanks for feedback. I did go back and install a random older version anyways (1362).

I think I toggled with the weekend option when I was trying to resolve. I will re-upgrade and check/wait for next update.
[2016-05-04 09:17:37]
User609105 - Posts: 28
I have upgraded to the most version today and refer to post #12.

I cannot locate the "Days-Trading Days" and "Days - 24 hour periods" options.

And is 'exclude weekend options should be set to yes' the same as`Do not load weekend data' on the main settings screen?
[2016-05-04 17:03:53]
Sierra Chart Engineering - Posts: 104368
Refer to the documentation for these Inputs for the study:
https://www.sierrachart.com/index.php?page=doc/doc_TechnicalStudiesReference.html#s108_Inputs
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
[2016-05-13 15:12:46]
User609105 - Posts: 28
Got it - thanks

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