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Getting VWAP to work?


Discussion in Sierra Chart

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Getting VWAP to work?

  #1 (permalink)
ycomp
Europe-ish
 
Posts: 177 since Sep 2013
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Hi, I'm trying out the SC built in VWAP study and I can't seem to get it to draw either the VWAP or the Std Deviation bands.

I'm trying to draw the bands on a 1M 6E chart.

I get the candles fine, just not the bands or VWAP line. There are a bunch of settings there so I don't know if I've configured it correctly.

Comparing to the a 1M 6E Chart on another platform, which draws the bands and vwap fine means that it is not that they are supposed to be somewhere offscreen since in the other platform I can see about the same amount of candles but all the bands and VWAP line as well.

would anyone have any idea what's going on?

hmm, I found them but they are way off it seems to me..

does anyone know how to configure them? so that the st deviations encompass most of the candles usually?

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  #2 (permalink)
tmorgan4
Denver, CO
 
Posts: 9 since Jan 2016
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Is it correct to assume you're just using the standard 'Volume Weighted Average Price' study?

It seems obvious but you do have volume data available, correct?

I've been using Sierra Chart for a couple months and finally getting the hang of it but it's definitely frustrating when a study doesn't plot and you have no idea why.

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  #3 (permalink)
ycomp
Europe-ish
 
Posts: 177 since Sep 2013
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yes it has volume, CQG demo.

It plots just it is not "covering the candles" like VWAP standard deviation bands usually do, but is way more below and not visible on the current page of candles - you have to scroll back to see it.

Almost like it is calculating the VWAP at some super huge time frame, not the time frame of the chart... that's just a guess. It is set for 1 Day but my understanding is that 1 Day just means it starts the VWAP session at the start of every day.

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  #4 (permalink)
tmorgan4
Denver, CO
 
Posts: 9 since Jan 2016
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I tried to send a PM but I don't have enough posts so it gets blocked.

If you happen to use TeamViewer or some other screen sharing app I'd be happy to take a look to try and figure out what's wrong.

You can email me at tmorgan434 (at) gmail.com if you'd like. I think I understand what you're saying. If you can't do a screenshare session then post some screenshots.

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  #5 (permalink)
 scalpiranha 
Stuttgart + Germany
 
Experience: Advanced
Platform: Sierra Chart
Trading: ES, CL
Posts: 29 since Oct 2016
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do you want it to look like this?


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  #6 (permalink)
ycomp
Europe-ish
 
Posts: 177 since Sep 2013
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yes, sure something like that.. what charting package is that?

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  #7 (permalink)
 scalpiranha 
Stuttgart + Germany
 
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this is sierra chart

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  #8 (permalink)
 scalpiranha 
Stuttgart + Germany
 
Experience: Advanced
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I used this



to create the look

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  #9 (permalink)
ycomp
Europe-ish
 
Posts: 177 since Sep 2013
Thanks Given: 12
Thanks Received: 58


scalpiranha View Post
I used this



to create the look

great... could you also post a screenshot of the settings and inputs page for the study?

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  #10 (permalink)
ycomp
Europe-ish
 
Posts: 177 since Sep 2013
Thanks Given: 12
Thanks Received: 58


ah I see the problem, in the link above it is a different indicator called ECIVwap that is in the elite section here or in the user studies in SC.

I was trying to configure the built in indicator that Sierra Chart has for Volume Weighted Average Price

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