Support Board
Date/Time: Wed, 27 Nov 2024 15:57:18 +0000
Rolling VWAP discrepancy
View Count: 346
| [2023-07-28 07:51:49] |
| VolTrader73 - Posts: 136 |
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Hello. I previously posted some issues with Vwap and rolling vwap and you mentioned you would fix and rollout on the next version/build. I assume something was done and if so I appreciate this effort but, after using it for 2 weeks again, I still find some discrepancies within the vwap rolling. Attached are 2 screenshots. They are for the Bid side. Same config for the Ask side. On the chart a total of 4 rolling vwaps. 2 for ask 2 for Bid. The purple and dark blue are the bids (inputs shown for both in the attached screenshots). Same inputs for the 2 Asks which should show a cyan and yellow on the chart yet they are constantly the same value. So I see and have for calculations (out put to spreadsheet) only 3 values (2 identical for ask) while the 2 Bids are constantly not identical. I assume something is wrong. Also (second question) , I could not find within the descriptions what exactly are the "input data" and "volume type to use" and, in the case both reference some type of "volume" (like I have them setup) what is the difference. thank you Date Time Of Last Edit: 2023-07-28 07:56:18
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 rolling Vwap 1.jpg / V - Attached On 2023-07-28 07:51:17 UTC - Size: 152.95 KB - 93 views rolling Vwap 2.jpg / V - Attached On 2023-07-28 07:51:24 UTC - Size: 160.26 KB - 92 views |
| [2023-07-28 11:40:21] |
| Sierra_Chart Engineering - Posts: 17195 |
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There definitely are no problems with this study. More than likely there is a misunderstanding or you are looking for functionality that is not supported in the study. Where was this said: you mentioned you would fix and rollout on the next version/build.
Regarding what you are writing, this is not presented in a way in which we can help with. Additionally it does not make sense to be using Bid Volume for the Input Data. That sets the price input. We will make sure the documentation explains that. Use Last. Do not use anything else. So that is one problem. We will make sure the inputs are properly documented. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-07-28 13:16:26] |
| VolTrader73 - Posts: 136 |
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I appreciate your service and platform if I was otherwise understood. I mentioned the fixing and next version as per what I was told of regarding an issue I found in Vwap in my previous post. Thinking this might also be an issue. Ill go over the documentation once you add that information. Thank you |
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