Support Board
Date/Time: Sat, 18 Jan 2025 19:41:05 +0000
3 Day rolling VWAP
View Count: 1794
| [2018-02-26 22:17:26] |
| Moogroo - Posts: 4 |
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Hello, First of all allow me to thank you for an excellent platform, I have thoroughly enjoyed my introduction to Sierra Chart. I am trying to create a 3 day rolling VWAP, but I am struggling to have this correctly calculate when we enter a new trading week. It always seems to start from Sunday or the Monday as the market opens for a new week. I am using Sierra Chart version 1693, and I have my settings, as seen in the attachment, with: Input Data: Last Base On Underlying Data: Yes Time Period Type: Days - Trading Days Time Period Length: 3 Number of Days to Calculate: 3 Exclude Weekends In Date Look Back: Yes Minimum Required Time Period as Percent for Skip Days: 0 I have all weekend data set to load in my chart settings, but I cannot seem to have it working correctly whether I load weekend data or not. I certainly don't want to waste your time with trivial questions, but I have been trying to get this working for a few days, to no avail. Is there something I am glaringly missing? Many Thanks for your help, |
 rolling vwap settings.PNG / V - Attached On 2018-02-26 21:04:40 UTC - Size: 91.4 KB - 541 views rolling vwap chart settings.PNG / V - Attached On 2018-02-26 21:04:48 UTC - Size: 99.3 KB - 414 views Attachment Deleted. UploadImage.png / V - Attached On 2018-02-26 21:40:45 UTC - Size: 92.4 KB - 395 views |
| [2018-02-27 01:53:26] |
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The solution is you need to increase the Number of Days to Calculate to at least 5. Preferably 7. Also update to the latest version of Sierra Chart: Software Download: Fast Update 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: 2018-02-27 01:53:34
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