Support Board
Date/Time: Mon, 25 Nov 2024 22:32:38 +0000
Calculate VWAP for today only
View Count: 347
| [2024-01-25 03:53:32] |
| AntoineOpala - Posts: 66 |
|
Hello, I would like to calculate/display the VWAP for the current day only. Having the VWAP show over the previous days' bars is clunky and unnecessary for me. I figured out I can set "Start Date-Time" to "2024-01-25" for example in the study settings. However, I would have to manually reset that date every new day. Is there a formula that essentially means "current day"? |
| [2024-01-25 16:04:47] |
| John - SC Support - Posts: 36284 |
|
The easiest solution is to use the "Volume By Price" study and set the following Inputs: - Draw Mode: POC, VAH, VAL, VWAP Lines Only - Ticks per Volume Bar: 1 - One Period at End of Fixed Time Length - Time Period for 'Fixed Time': Days - Time Period Length for 'Fixed Time': 1 Then in the Subgraphs tab set the subgraphs for the POC, VAH, and VAL to all be "Ignore". This will then give you the single VWAP line for a single day. -- A more complicated method would be to use the "Volume Weighted Average Price" study in combination with the "Spreadsheet Study" and create a condition based on the date and/or time to only display the data from a certain date/time. You can use the TODAY() function to get the current date and use that as part of the condition. 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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