Support Board
Date/Time: Sun, 16 Mar 2025 16:59:31 +0000
Automatically Reseting VWAP to RTH on 24 Hour Chart
View Count: 1195
| [2021-03-09 00:02:34] |
| drywater0 - Posts: 85 |
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Currently use charts for 24 hour session because I want to see the overnight price action. On these charts, I display a VWAP calculation based solely on regular trading hours (RTH) of day session. I accomplish this by manually resetting the date in the "Start Date-Time" every morning on all my charts. Last time I checked in April 2015 (Resetting VWAP at beginning of Regular Session) there did not exist an automated solution. Has anything changed? If not, would you please consider adding this functionality to the VWAP study? For example, a drop down for regular trading hours or allow user to specify a daily start time that is independent of the date? Either solution would avoid having to manually reset the date on multiple charts each day. Many thanks in advance for your help. |
| [2021-03-09 15:44:19] |
| John - SC Support - Posts: 38678 |
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The Volume Weighted Average Price has settings that allow you to specify a time period (Days) or a Start Date-Time. If you just want Regular Trading Hours on a full day chart, then you would need to have a separate chart with just the RTH and overlay the VWAP on the full day chart. Refer to the information here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines And here: Study/Price Overlay Study For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-09 16:34:33] |
| drywater0 - Posts: 85 |
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Thanks for the quick response and highlighting this alternative route. I have a lot of charts open and run additional software beyond SC. Therefore, I was hoping for a native solution embedded in the study so as to preserve computer resources by avoiding more charts. Based on my post from 2015 it seemed other users were also interested in such a feature. I would greatly appreciate if SC would consider implementing a more direct solution. Many thanks in advance. |
| [2022-08-10 14:41:10] |
| sean3000 - Posts: 65 |
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+1 I am currently using the overlay method as suggested, but it means I now have three extra charts just for VWAP (ES, NQ, and CL). An out-of-the-box option to reset VWAP at session start or a user-specified time would be useful. |
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