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Date/Time: Sun, 16 Mar 2025 23:47:49 +0000



[User Discussion] - ECIVwap calculations.

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[2022-02-21 15:05:42]
Tomasz - Posts: 2
Hello.

I have question regarding one of custom studies, which is ECIVwapV1.5

It appears strange to me, but calculation for different bands depends on chart interval settings. I would understand this for current periode, but when it comes to prior periodes - this should be perfectly the same, since the periode is over (talking about band extensions). Do you know what is the reason for that? We are talking about up to 6-7 points (24-28 ticks) difference for ES on a monthly interval for example. VWAP is being calculated correctly, but the problem is with bands.

I am using continuous data, with volume based rollovers. I have also checked the box for new bar at session start. I am also on current version of Sierra (2361).

Hope you can give me some insights on what could be the reason for that issue.

Regards,
Tomasz.
[2022-08-25 12:04:48]
joew - Posts: 83
I am trying to find this study. Where did you find it?

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