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Sierra Chart VWAP Bands with StdDev
Updated December 28, 2011
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Sierra Chart VWAP Bands with StdDev
September 29th, 2011, 01:32 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,444 since Jun 2009
Thanks Given: 33,217
Thanks Received: 101,608
Hi,
I'm looking for VWAP with +1 and +2 standard deviation bands for Sierra Chart . I found a thread (thx Google) that suggests this study is built-in to SC, but I can't find the study anywhere.
https://www.sierrachart.com/supportboard/showthread.php?t=27627
If it has been renamed, I am not finding it. There is a Volume Weighted Average Price study, but no 'bands' for std dev to wrap around it.
Mike
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
September 29th, 2011, 01:52 AM
virginia
Experience: Intermediate
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f6, add custom study button, expand sierrachart custom study and example, look for w. I also see otherer wvaps
September 29th, 2011, 02:02 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
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cory
f6, add custom study button, expand
sierrachart custom study and example, look for w. I also see otherer wvaps
Sorry, but I'm not seeing anything for VWAP + StdDev bands. What am I missing?
This was F6 -> Add Custom Study -> Expand first one "Sierra Chart Custom Studies and Examples" (which really looks like the default list before pressing 'add custom study' anyway...
Mike
September 29th, 2011, 02:02 AM
Milan (I)
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Big Mike
You can check it here it's a dll study of Scottorama on vwap bands, if you wish we can compare them with mine NT if they match.
VWAP Bands - Sierra Chart
September 29th, 2011, 02:03 AM
Manta, Ecuador
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cory
f6, add custom study button, expand
sierrachart custom study and example, look for w. I also see otherer wvaps
I think I found it. It is under User Contributed Studies, not Sierra Chart Custom Studies.
thx
Mike
September 29th, 2011, 02:05 AM
Manta, Ecuador
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OK good. This appears to be stddev 1, 2,3 and will work nicely.
Thx
Mike
September 29th, 2011, 02:29 AM
Milan (I)
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Mike,
I don't know how is your study with SC but you need to be carefull with the session templates, your vwap and SD's seem to plot different than mine. Actually my vwap is 1.3581 +1SD 1.3618 +2SD 1.3654
September 29th, 2011, 02:34 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,444 since Jun 2009
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Thanks Received: 101,608
redratsal
Mike,
I don't know how is your study with SC but you need to be carefull with the session templates, your
vwap and SD's seem to plot different than mine. Actually my vwap is 1.3581 +1SD 1.3618 +2SD 1.3654
Thanks, I will check it. I am using a 24/7 session template in SC, but maybe it is using PC time to calculate instead of exchange time? Just a thought.
Mike
September 29th, 2011, 08:57 AM
virginia
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Big Mike
I think I found it. It is under User Contributed Studies, not
Sierra Chart Custom Studies.
thx
Mike
I just update to latest version, looks like they move the study to user folder to make it clear it is not created by SC.
September 29th, 2011, 07:48 PM
las vegas
Experience: Intermediate
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I modified it so you can select the specific start time you want to use. Seems to make more sense to me.
Attached Files
Elite Membership required to download: VwapBands2.dll
Elite Membership required to download: VwapBands2.cpp
Last Updated on December 27, 2011