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Date/Time: Mon, 25 Nov 2024 22:28:28 +0000



VWAP rolling not showing on write bar study data to file

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[2022-04-20 09:56:02]
User719310 - Posts: 23
Hi,

the vwap rolling study is not showing any data in the write bar and study data to file for the symbol 6e, it does for symbol 6b, the vwap not rolling seems to work.

Also color bar based on alert condition does not show a column in the write bar study data to file, how can I get it to do so?

Thank you
[2022-04-20 15:50:48]
John - SC Support - Posts: 36284
We are not able reproduce any issue related to the Write Bar and Study Data to File for the VWAP - Rolling study. The only issue was a timing one, where the column is listed, but the data was all zeros, just due to how we dealt with changing symbols to 6E. But once we removed the file and recalculated the data, the information in the file was correct.

With regards to the Color Bar Based on Alert Condition, getting it to write out to the file will generally require turning on the Subgraph for Sum of Alerts, as the other entries do not necessarily contain any data of interest.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2022-04-20 16:37:24]
User719310 - Posts: 23
Yes, the column is listed for me but the data is all zeros, how do I correct this?

For the Color Bar Based on Alert Condition, I have moved changed Subgraph for Sum of Alert from ignore to a draw style, but still do not see a column associated with it, any output indicating whether the alert was present or not for the bar would be useful in the Write bar and study data to file.
[2022-04-20 17:24:26]
John - SC Support - Posts: 36284
Make sure the Write Bar and Study Data is at the bottom of the list of studies on the chart. This will help to ensure other studies are calculated first. Then select Chart >> Recalculate. You should have the items showing up in the file after you do this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-23 19:04:12]
DHTrading - Posts: 10
I have VWAP with SD on the chart. When I run Write Bar with Study the only thing that returns is this:

Date, Time, Open, High, Low, Last, Volume, # of Trades, OHLC Avg, HLC Avg, HL Avg, Bid Volume, Ask Volume, Vol POC, Vol Value Area High, Vol Value Area Low, Open, High, Low, Close
2023-12-25, 18:00:00.000000, 16964.50, 16970.75, 16964.50, 16970.75, 106, 84, 16967.63, 16968.67, 16967.63, 34, 72, 17050.00, 17067.25, 17007.00, 16964.50, 17111.25, 16964.50, 17084.25

I don't see anything indicating VWAP or deviations.

Thoughts?
Date Time Of Last Edit: 2024-01-23 19:04:50
[2024-01-23 21:26:24]
John - SC Support - Posts: 36284
We are not seeing any issues with this. Are you certain that you have both studies on the same chart?

Also, on the "Write Bar and Study Data to File" there are Inputs for "Include Hidden Studies" and "Include Hidden Subgraphs". Make sure these are set as you need depending on the state of the VWAP subgraph settings.

And note what we wrote in post #4 above.

The only other thing we can think of is that you may be using the "Volume by Price" study to display the VWAP. This will not work, you need to use the "Volume Weighted Average Price" study.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-23 22:51:00]
DHTrading - Posts: 10
Thank you for the quick response.

I closed the chartbook and started fresh. I only added VWAP first and Write Bar and Study Data second.

I paid attention to the points you have mentioned and the prior post.

The data remains the same as I posted previously, with or without the VWAP loaded.

I can post screenshots if you need.
[2024-01-23 23:10:32]
DHTrading - Posts: 10
Please disregard my prior post stating it isn't working. It is a PEBKAC error of Visual Studio Code

Analysis of the RAW text CSV has indicated that it IS in fact working correctly.

Date, Time, Open, High, Low, Last, Volume, # of Trades, OHLC Avg, HLC Avg, HL Avg, Bid Volume, Ask Volume, VWAP, Top Band 1, Bottom Band 1, Top Band 2, Bottom Band 2, Top Band 3, Bottom Band 3, Top Band 4, Bottom Band 4
2023-12-25, 18:00:00.000000, 16964.50, 16992.75, 16964.50, 16985.75, 225, 194, 16976.88, 16981.00, 16978.63, 106, 119, 16985.75, 16985.75, 16985.75, 16985.75, 16985.75, 16985.75, 16985.75, 16985.75, 16985.75

Apologies.

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