Support Board
Date/Time: Fri, 14 Mar 2025 19:09:24 +0000
VWAP different from other platforms
View Count: 464
| [2022-06-28 10:21:41] |
| User872151 - Posts: 19 |
|
Hi there, if I compare VWAP study from Sierra with VWAP from Tradingview and ToS, they are a bit different, the last two seem almost identical but I have no idea why Sierra VWAP just doesst match the others. Even with "base on underlying data" set to "yes" I have the same problem. Any help would be appreciated! |
| [2022-06-28 13:57:20] |
| John - SC Support - Posts: 38669 |
|
We stand behind our calculations. You will find all the information for how the VWAP is calculated in the documentation for the study. You will also find information on why it could be different. You will find the documentation here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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