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Search: Posts Made By: Neo1
Forum: Sierra Chart February 7th, 2016, 03:24 AM
Replies: 91
Views: 35,034
Posted By Neo1
What exactly are you asking? SC has...

What exactly are you asking?

SC has "multiple day VWAP" built in.

If you want multiple day VWAP in NT then you will have to pay some Vendor or code your own.

SC > NT
Forum: Sierra Chart June 7th, 2015, 07:46 PM
Replies: 91
Views: 35,034
Posted By Neo1
This isn't really anything like people obsessing...

This isn't really anything like people obsessing over tick charts. There can instances where the developing bands on say a 15min chart are quite different to those on say a 5min/1min/1 tick- As per...
Forum: Sierra Chart June 7th, 2015, 05:47 PM
Replies: 91
Views: 35,034
Posted By Neo1
I see now, thanks. I just figured that the...

I see now, thanks. I just figured that the overlay would plot from the source like a line graph connecting the data points, but I can see how this wouldn't work now based on the timestamps.

So...
Forum: Sierra Chart June 7th, 2015, 01:37 AM
Replies: 91
Views: 35,034
Posted By Neo1
You mean an overlay will produce the same STD...

You mean an overlay will produce the same STD results across different times frames? It's an overlay based on a fixed study of X timeframe/ bars, the calc should be irrespective of different...
Forum: Sierra Chart June 6th, 2015, 05:18 PM
Replies: 91
Views: 35,034
Posted By Neo1
"The Standard Deviation Bands for the Volume...

"The Standard Deviation Bands for the Volume Weighted Average Price on different timeframe bars will be different. This is because the Standard Deviation is calculated over the chart bar values, and...
Forum: Sierra Chart June 6th, 2015, 05:14 PM
Replies: 91
Views: 35,034
Posted By Neo1
Yeah VWAP is the same on any time-frame providing...

Yeah VWAP is the same on any time-frame providing you select "based on underlying data". However the STD bands are calculated based on bar values, so when using "based on underling data" STD bands on...
Forum: Sierra Chart June 3rd, 2015, 07:16 PM
Replies: 91
Views: 35,034
Posted By Neo1
Using underlying data will make the VWAP equal to...

Using underlying data will make the VWAP equal to a 1 tick chart, however the bands still require a lower resolution since the STD computation is based on bars.

As fat tails has pointed you need...
Forum: Sierra Chart June 3rd, 2015, 01:46 PM
Replies: 91
Views: 35,034
Posted By Neo1
Cheers Fat tails. I just pointed out the...

Cheers Fat tails.

I just pointed out the above because I was comparing VWAP bands in SC vs NT vs TOS, and noticed that SC seemed to be more dependent on using a lower resolution( When looking at...
Forum: Sierra Chart June 2nd, 2015, 09:06 PM
Replies: 91
Views: 35,034
Posted By Neo1
If you compare STD bands from SC to NT( using Fat...

If you compare STD bands from SC to NT( using Fat tails shared indicators), there can be a significant difference when using bigger resolution/ larger time-frames. This is most apparent when looking...
Forum: Sierra Chart April 13th, 2015, 01:27 PM
Replies: 91
Views: 35,034
Posted By Neo1
The VWAP & STD's( from the volume weighted...

The VWAP & STD's( from the volume weighted average price study) look to be calculating correctly, and should match up with Fat Tails work.

However, it looks like the Rolling VWAP study is using...
Forum: Sierra Chart February 21st, 2015, 06:46 PM
Replies: 91
Views: 35,034
Posted By Neo1
FYI ...

FYI

https://nexusfi.com/attachment.php?attachmentid=175727
Forum: Sierra Chart February 21st, 2015, 06:43 PM
Replies: 91
Views: 35,034
Posted By Neo1
I did assume this as it sounded closest to the...

I did assume this as it sounded closest to the input method you were describing. However using the OHLC Avg appeared to skew the STD bands relative to yours.
Forum: Sierra Chart February 18th, 2015, 06:08 PM
Replies: 91
Views: 35,034
Posted By Neo1
I thought that might of been the case, the bands...

I thought that might of been the case, the bands I post were calculated using the last price:
https://nexusfi.com/attachment.php?attachmentid=175383
Forum: Sierra Chart February 18th, 2015, 05:14 PM
Replies: 91
Views: 35,034
Posted By Neo1
Here's some charts showing weekly VWAP. ...

Here's some charts showing weekly VWAP.

Build 1224 on the left & build 1233 on the right. As per the settings Mike posted.

The first couple of charts are from last week, as per the charts...
Forum: Sierra Chart February 18th, 2015, 03:54 PM
Replies: 91
Views: 35,034
Posted By Neo1
Before I post charts... I've just realized...

Before I post charts...

I've just realized that since upgrading to prerelease 1233, my VWAP bands no longer match up with the ones you posted, and look just like Mikes.

Reverting back to the...
Forum: Sierra Chart February 18th, 2015, 02:31 PM
Replies: 91
Views: 35,034
Posted By Neo1
My 1 week/ 1day VWAP bands in SC look virtually...

My 1 week/ 1day VWAP bands in SC look virtually identical to yours. So i don't think there's any major issue there with how SC have calculated the STD's.

However, my rolling VWAP bands do not...
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