Support Board
Date/Time: Mon, 21 Apr 2025 18:07:48 +0000
Difference in VWAP
View Count: 635
| [2023-02-10 17:09:10] |
| User357195 - Posts: 123 |
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Hello SC, Why does the volume weighted average price study for the CL contract show 79.36 on a 60 minute chart and 79.20 on a 5 minute chart? It is the same symbol and the exact same settings on the VWAP study. The only difference is one is on a 60 minute chart and one is on a 5 minute chart. Shouldn't that study return the same number regardless of the time frame as long as the start time is the same in the study settings? Sierra Charts are the best, in my opinion. |
| [2023-02-10 21:55:12] |
| John - SC Support - Posts: 39380 |
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Refer to the information here: Volume Weighted Average Price (VWAP) with Standard Deviation Lines: Differences Between VWAP and Standard Deviation Lines On Different Timeframe Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-10 23:43:44] |
| User357195 - Posts: 123 |
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That information fixed it. When I changed the setting from No to Yes for the Use underlying on the VWAP study, both timeframes are almost identical. Within 1 to 3 ticks, is what I am seeing now. You can close this support request. Problem solved. Date Time Of Last Edit: 2023-02-10 23:50:14
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