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VWAP values in DOM
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VWAP values in DOM

  #1 (permalink)
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VWAP values in DOM

Having an issue with my VWAP and deviations in SC. I'm trying to match them to my NT and IRT made by fat tails. Can someone post their Values as of the close yesterday on the ES please. Thanks

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  #2 (permalink)
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VWAP in DOM

Do a search before open a new thread, anyway take a look here https://futures.io/sierra-chart/33719-add-vwap-volume-weighted-average-price-sierra-dom.html

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  #3 (permalink)
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LukeGeniol View Post
Do a search before open a new thread, anyway take a look here https://futures.io/sierra-chart/33719-add-vwap-volume-weighted-average-price-sierra-dom.html

I read that thread. I was just looking for hard values to confirm that my SC values were not correct. Thanks though

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  #4 (permalink)
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sixsmith07 View Post
Having an issue with my VWAP and deviations in SC. I'm trying to match them to my NT and IRT made by fat tails. Can someone post their Values as of the close yesterday on the ES please. Thanks

VWAP 2080.75
VWAP +2SD 2100.25
VWAP -2SD 2061.25

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  #5 (permalink)
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VWAP 2080.75
VWAP +2SD 2100.25
VWAP -2SD 2061.25

Mike

Just to clarify. Are those rth, or eth? I ask because my values are just slightly off

Thanks again.

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  #6 (permalink)
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sixsmith07 View Post
Just to clarify. Are those rth, or eth? I ask because my values are just slightly off

Thanks again.

Globex, session start 5pm central to session end 4:15pm central.

Mike

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  #7 (permalink)
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standard deviation

I tried on 4 platforms and the vwap is the same. the standard deviations are little different....

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  #8 (permalink)
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LukeGeniol View Post
I tried on 4 platforms and the vwap is the same. the standard deviations are little different....

It has been previously discussed that the VWAP SD's are likely wrong in Sierra, I think @SierraChart is aware of this.

Read post 26 forward here:

https://futures.io/sierra-chart/21924-multiple-day-vwap-volume-weighted-average-price-3.html#post473939

Mike

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  #9 (permalink)
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Big Mike View Post
It has been previously discussed that the VWAP SD's are likely wrong in Sierra, I think @SierraChart is aware of this.

Read post 26 forward here:

https://futures.io/sierra-chart/21924-multiple-day-vwap-volume-weighted-average-price-3.html#post473939

Mike

I meant that SDs are different in all 4 platforms.... Maybe I will do some other comparisons and maybe I will post some results.

Take your Pips, go out and Live.
Luke.
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  #10 (permalink)
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Here are my values using Rancho Dinero's tools:

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