Support Board
Date/Time: Sun, 12 Jan 2025 09:43:51 +0000
VWAP study vs VWAP function
View Count: 2163
| [2017-02-12 23:38:36] |
| AcquaLife - Posts: 33 |
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I noticed you have two VWAP functions. I want that function to use in my custom study. I see you have sc.VolumeWeightedMovingAverage(sc.BaseData[SC_LAST], sc.BaseData[SC_VOLUME], sc.Subgraph[0], 10); However, this VWAP doesn't line up with the VWAP-Rolling. Basically on the rolling study i set the parameter to minutes and do 720 for length. In the function above, there is no place to put minutes, days, weeks,ect so i thought the length was just whatever the bar length on the chart which the study was upload on. i.e if it is on a 15min chart length of 1 is 15min. How can i get the function above to look exactly like the VWAP-Rolling when i set the VWAP-Rolling study to minutes and length to 720? I tried to do 15min per one unit of length so 720/15 = 48. Thinking that would give my 48 units of length that are 15min each which would be 720min just like the rolling VWAP. Anyways that didn't work. Worst case i could just overlay this study onto another chart and then reference it as if it was a simple moving average? Thanks |
| [2017-02-13 09:56:15] |
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That is a different function. You just need to reference the Volume Weighted Average Price studies already on the chart using the method described here: ACSIL Programming Concepts: Using or Referencing Study/Indicator Data in an ACSIL Function 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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