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Date/Time: Mon, 25 Nov 2024 15:31:48 +0000

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Standard deviations of VWAP on RTH/ETH

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[2024-02-20 12:19:08] #1 [Go To First Post]
OriolCasas - Posts: 163
Hello, See if I am able to explain this and make it understandable, if you don't understand something just ask me again. - See picture attached, 1 and 2 with green and red are standard deviations of FSVWAP (Full session VWAP from 17:00 to 16:00) - 1 and 2 in white are the 1st standard deviations of VWAP from RTH (08:00 to 13:30h). I am using a study supgraph to extract that from another chart (Trigger RTH on the chartbook) with RTH times. The study is working properly on RTH, but after the RTH session ends it show a wrong calculation until the next RTH open. Is there any way I could add a line stop time or similar to this indicator so it does't show a wrong calculation on my charts? Thank you again


CL NOW.png / V - Attached On 2024-02-20 12:01:46 UTC - Size: 28.56 KB - 66 views CL24.Cht - Attached On 2024-02-20 12:01:57 UTC - Size: 63.38 KB - 232 views

[2024-02-20 16:53:40] #2 [Go To First Post]
John - SC Support - Posts: 36245
What is the incorrect value that is showing? Please give us an image (or explain in the given image) what is wrong, as we are not seeing anything in particular. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-21 11:15:04] #3 [Go To First Post]
OriolCasas - Posts: 163
See picture attached, dark line with red arrows is standar deviations of ETH, the dash vertical line in red is the RTH close. RTH deviations keep going until the next RTH open, instead of stoppin at the RTH close.


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[2024-02-21 16:55:03] #4 [Go To First Post]
John - SC Support - Posts: 36245
Please give us a chartbook that just has the necessary charts in it along with just the necessary studies to show us the issue. Remove everything else so we can just see the RTH VWAP and how it is displaying. Refer to the following for how to attach a file: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2024-02-21 17:34:28] #5 [Go To First Post]
OriolCasas - Posts: 163
Here's teh chartbook attached. Let me know if you need any other format or have any doubts


TestSierra.Cht - Attached On 2024-02-21 17:33:51 UTC - Size: 43.01 KB - 169 views

[2024-02-21 18:34:21] #6 [Go To First Post]
John - SC Support - Posts: 36245
In your "Study/Price Overlay" studies for the RTH VWAP, change the following: - Match Source Bars to Destination Bars: Yes - Fill Blanks with Last Value: No We also recommend setting the following (unless you have some specific reason for using "Nearest Match": - Bar Time Matching Method: Containing Match 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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