Support Board
Date/Time: Tue, 14 Jan 2025 11:39:33 +0000
Yearly VWAP different values on historical and intraday charts
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| [2017-05-14 12:43:25] |
| User995923 - Posts: 64 |
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Hello I am using the yearly VWAP indicator on a daily chart of the currency futures 6E (EUR/USD) (Continuous Date Rule Rollover, Back-adjusted). Up until now the chart data type was intraday. However due to performance issues I have been playing around with historical charts and I realised that the value of VWAP is different when I change the chart type from Intraday to Historical. So is there any problem? And if not which one is the correct one? If it is the intraday setting, can I apply it on a historical chart in order to make Sierra Chart more performance-efficient? VWAP Settings Input Data: Last Based on Underlying Data: Yes Time Period 1 Year Start Date: 00:00:00 STD Band Calculation Method: VWAP Variance Thanks Regards Andreas |
| [2017-05-14 17:22:18] |
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The Volume Weighted Average Price study on a Historical Daily chart will be less precise. If you find that acceptable, there is no problem doing that. 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: 2017-05-14 17:22:35
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