Support Board
Date/Time: Tue, 04 Feb 2025 22:03:13 +0000
VWAP on tick-by-tick basis
View Count: 1213
| [2020-02-15 10:35:16] |
| User134516 - Posts: 1 |
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The most useful and widely spread definition of VWAP is based on calculations on every tick price and volume. In a such way VWAP doesn't depend on time period of your chart. And different traders can look exactly on the same VWAP value independent on platform or time period. That is one of the reasons why this parameter is so important. Is it possible to calculate VWAP in that way in SC? Or may be there is possibility to import VWAP value from market data source? |
| [2020-02-16 06:45:16] |
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Yes this is fully supported. Refer to the Base on Underlying Data Input for the study here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Inputs 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: 2020-02-16 06:45:41
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