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Direct MessagesDate/Time: Sun, 08 Sep 2024 01:56:39 +0000
VWAP Rolling not updating
View Count: 1468
| [2017-05-04 17:16:16] |
| psavi73 - Posts: 39 |
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I'm sorry, but I think I'm not misunderstandin anything. I've read carefully the documentation and I know really well what is a rollover function. I've just installed version 1552, and now the "Number of days to calculate" has to be => 13 when "Time period lenght"=7, so now we are not able to have a weekly/7 days rollover of the VWAP; this makes no sense. Now the plotted function in not a weekly rollover but a function without any sense. http://www.sierrachart.com/image.php?Image=1493918162559.png What is this function in your opinion? How can we have a weekly rollover? |
| [2017-05-04 17:57:48] |
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I'm sorry, but I think I'm not misunderstandin anything.
I've just installed version 1552, and now the "Number of days to calculate" has to be => 13 when "Time period lenght"=7, so now we are not able to have a weekly/7 days rollover of the VWAP; this makes no sense. You have expressly acknowledged that you do have a misunderstanding. The VWAP in the chart you provided a screenshot of, is a 7 day calculation at each chart bar. In the next release, we will allow the Number of Days to Calculate to be set the same as the Time Period Length, but that does not matter in this case. 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: 2017-05-04 17:58:36
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| [2017-05-04 18:20:32] |
| psavi73 - Posts: 39 |
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The plotted function is not a rollover function because in a rollover function the calculation follows the end of the specified dataset as new data come in. I'm sorry, I don't want and I don't like to polemize, but what is plotted now is wrong. |
| [2017-05-04 18:25:57] |
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Therefore, for the type of appearance you are looking for, you will want to set the Time Period Type input to: Days - 24 Hour Period. This is what we said previously. What you are seeing is definitely not wrong, but probably not what you want. Every time a new day begins, you can notice an obvious shift in the VWAP value because the day that was previously being used in the calculation is no longer. It is not a bar to bar rollover, but a day to day rollover. 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 |
| [2017-05-04 18:30:47] |
| psavi73 - Posts: 39 |
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And I've already replied in post #18 that "Time Period Type" = Days - 24 Hour Period the function is plotted and shifted bar by bar and this is really CPU intensive.
Date Time Of Last Edit: 2017-05-04 18:31:33
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| [2017-05-04 18:35:19] |
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It is not any more CPU intensive than the other Time Period Type. We verified this. The CPU time is actually slightly less.
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 |
| [2017-05-04 18:39:38] |
| psavi73 - Posts: 39 |
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Anyway the result is the same: http://www.sierrachart.com/image.php?Image=1493923057708.png The new points of VWAP are plotted around 1504 instead of 2484. The version is 1551. Date Time Of Last Edit: 2017-05-04 18:40:16
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| [2017-05-04 18:45:57] |
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Explain why you went back to version 1551? The current issue you are having is resolved in 1552. You are only creating more problems. You are only wasting our highly valuable time, telling us about an issue in an older version that we already fixed and that you already know has been fixed. We are also going to work on making the VWAP calculations more efficient. At this point we are declining further support on this thread. 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: 2017-05-04 18:52:06
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| [2017-05-04 18:53:48] |
| psavi73 - Posts: 39 |
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Because I need a weekly rollover of VWAP and with version 1552 I'm obliged to use "Number of days to calculate" = 13 when "Time period lenght"=7 and the resulting plotted function is wrong (not rollover). Whith version 1551 the plotted function is right but the new points are plotted really far, but when I enter in the study setting and I do "Apply" and then "OK", when I come back to the graph the function restarts. Consider that, even if the new points are plotted far from where they should be, a weekly rolloever VWAP moves quite slowly so I can imagine where next points will be plotted on the graph. Date Time Of Last Edit: 2017-05-04 18:56:15
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