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multiple day vwap?
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multiple day vwap?

  #81 (permalink)
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GentleTrader View Post
Is this already fixed by @SierraChart?

The last time I checked (a few months ago), no. Not unless you only use time series bars, which I do not.

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  #82 (permalink)
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The real question is simply, will @SierraChart add the ability for the standard deviation bands on VWAP to be calculated based on underlying data, so they are as accurate as possible?

Mike

We will see if this is technically possible.

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  #83 (permalink)
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at first glance it looks like @SierraChart built in rolling vwap study is not calculating correctly when there are weekday periods of no trading i.e. holidays

blue line is ECIVwapChannel study developed by @wwwingman located in user contributed studies
pink line is SC's built in vwap-rolling study

note the differences around the xmas & new year friday holidays...i would say the pink line looks wrong because of the jump on the 27th of december

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multiple day vwap?-rolling-vwap.png  
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  #84 (permalink)
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boze man View Post
at first glance it looks like @SierraChart built in rolling vwap study is not calculating correctly when there are weekday periods of no trading i.e. holidays

blue line is ECIVwapChannel study developed by @wwwingman located in user contributed studies
pink line is SC's built in vwap-rolling study

note the differences around the xmas & new year friday holidays...i would say the pink line looks wrong because of the jump on the 27th of december

You could be right there.

Have you posted this on the SC forum to see what the engineers say? They are normally quick to respond and fix programming errors.

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  #85 (permalink)
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https://www.sierrachart.com/SupportBoard.php?ThreadID=18333

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  #86 (permalink)
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Re: multiple day vwap

I use Ninjatrader 7 and I have searched all day in the Ninjatrader section for multiple day vwap indicator for Ninjatrader 7 and could not find it. I need multiple day vwap indicator for Ninjatrader 7. Does anyone here in the Sierra section have any idea? Thanks.


Last edited by master trader; February 7th, 2016 at 09:34 AM.
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  #87 (permalink)
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master trader View Post
I use Ninjatrader 7 and I have searched all day in the Ninjatrader session for multiple day vwap indicator for Ninjatrader 7 and could not find it. I need multiple day vwap indicator for Ninjatrader 7. Does anyone here in the Sierra session have any idea? Thanks.

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

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  #88 (permalink)
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Neo1 View Post
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

OK thanks for the info about sierra chart having the indicator built-in. I will keep looking for a Ninja implementation. I'm sure it is somewhere out there.

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  #89 (permalink)
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master trader View Post
OK thanks for the info about sierra chart having the indicator built-in. I will keep looking for a Ninja implementation. I'm sure it is somewhere out there.

This site has what you are looking for (for) Ninja:
http://lizardtrader.com/

The developer is also a member of FIO but is very discret. His alias is @Fat Tails, he speaks french, english, deutch, italian, spanish. In fact, that's the guy hidden under the google tanslate button.

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  #90 (permalink)
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trendisyourfriend View Post
This site has what you are looking for (for) Ninja:
http://lizardtrader.com/

The developer is also a member of FIO but is very discret. His alias is @Fat Tails, he speaks french, english, deutch, italian, spanish. In fact, that's the guy hidden under the google tanslate button.

Thanks for directing me to Fat Tails site. I know him of course, he is the guy with all the good indicators. I looked at his site and did not see multiple day VWAP though. Maybe he has not uploaded it to the site yet.

Thanks though.

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