Support Board
Date/Time: Wed, 08 Jan 2025 17:44:39 +0000
VWAP Std. Deviation
View Count: 1288
| [2016-07-14 19:41:42] |
| Johnny - Posts: 99 |
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Hello, I have noticed that the VWAP Std. Deviation for certain bars is zero. Are the calculations correct?
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| [2016-07-14 21:15:20] |
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Post an image of the chart showing this and let us know what the Study Settings are so we can duplicate it. Provide an image of the chart, by following these instructions: http://www.sierrachart.com/index.php?l=PostingInformation.php#Image 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 |
| [2016-07-14 23:20:07] |
| Johnny - Posts: 99 |
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Settings Input Data: Last Base On Underlying Data: Yes Time Period Type: Bars Time Period Length: 1 Use Fixed Offset Instead Of Std. Deviation: No Band 1 Std. Deviation Multiplier: 0.5 Subgraphs Set the Draw Style of Top Band 1 and Bottom Band 1 to Dash. http://www.sierrachart.com/image.php?Image=1468537990802.png As you can see in the image there are some bars where the Top Band coincides with the Bottom Band. |
| [2016-07-15 06:36:32] |
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There is little doubt that what you are seeing is correct. The typical standard deviation formula will result in the bands being 0 when they are based on a single bar only. Mathematically explain in detail for a single bar why there is a problem with what you see based upon the calculation method. We are not going to undertake the costly and time-consuming effort to look into this unless we are convinced there is some issue we need to resolve and we are not convinced of that. The source code for the study is available and you can look at how this study is calculated. 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: 2016-07-15 06:38:40
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