Support Board
Date/Time: Sun, 16 Mar 2025 21:26:20 +0000
[User Discussion] - ECIVwap calculations.
View Count: 984
[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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