Support Board
Date/Time: Sat, 01 Feb 2025 09:50:28 +0000
Volume weighted average price study is not always calculating correctly
View Count: 679
[2019-07-07 23:28:42] |
Neo - Posts: 198 |
The volume weighted average price study is not calculating the correct VWAP values on XBTUSD-BMEX when based on *underlying data*. It's accurate at certain points, but then something is skewing the data. As you see in the image below, a 1-year VWAP outputs widely negative values for some of the deviation bands caused by an erratic change in the VWAP http://www.sierrachart.com/image.php?Image=1562541569894.png For reference, the user-contributed study *ECIVwap* shows the correct values. http://www.sierrachart.com/image.php?Image=1562541899685.png What is the explanation for this? Thanks Date Time Of Last Edit: 2019-07-07 23:33:46
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[2019-07-09 05:34:49] |
Sierra Chart Engineering - Posts: 104368 |
We want you to update to the current version of Sierra Chart. This is what we see on the current version: http://www.sierrachart.com/image.php?Image=1562650437570.png Instructions: 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: 2019-07-09 05:35:01
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