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Posts Made By:
Big Mike
Forum:
Sierra Chart
October 24th, 2015, 02:58 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
The last time I checked (a few months ago), no. ...
The last time I checked (a few months ago), no. Not unless you only use time series bars, which I do not.
Mike
Forum:
Sierra Chart
June 7th, 2015, 07:47 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
The real question is simply, will SierraChart add...
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
Forum:
Sierra Chart
June 6th, 2015, 05:22 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
This contradicts what the SC programmer says (he...
This contradicts what the SC programmer says (he says it is already implemented). Maybe aslan can comment further.
Mike
Forum:
Sierra Chart
June 3rd, 2015, 05:25 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
I believe that is completely unnecessary. Just...
I believe that is completely unnecessary. Just select "use underlying data" and SC automatically does the rest. If I'm wrong someone please correct me.
Sent from my phone
Forum:
Sierra Chart
March 9th, 2015, 05:26 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
I thought he had confirmed there was a still a...
I thought he had confirmed there was a still a bug and reverted to an older revision. If that isn't the case I missed a post. I hadn't heard anything else from you or Anthony on it via email.
...
Forum:
Sierra Chart
March 4th, 2015, 09:58 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
No reply from Sierra and to my knowledge it still...
No reply from Sierra and to my knowledge it still doesn't really work.
Sent from my phone
Forum:
Sierra Chart
February 18th, 2015, 06:14 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Hopefully SierraChart is monitoring this thread ...
Hopefully SierraChart is monitoring this thread
Sent from my phone
Forum:
Sierra Chart
February 18th, 2015, 12:36 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
This thread is for Sierra not Ninja Sent...
This thread is for Sierra not Ninja
Sent from my phone
Forum:
Sierra Chart
February 12th, 2015, 10:49 AM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
I changed it from multipler 2 -> band 1, to...
I changed it from multipler 2 -> band 1, to multiplier 1 -> band 2 (to get the 2 SD). There is no change in the output so that wasn't the issue.
Mike
Forum:
Sierra Chart
February 11th, 2015, 10:54 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Good call. I had the multiplier at 2 but was...
Good call. I had the multiplier at 2 but was displaying the first band only.
Either way it doesn't alter the VWAP which is still inaccurate in the rolling side
Sent from my phone
Forum:
Sierra Chart
February 11th, 2015, 01:43 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Thanks for helping me confirm. I am sure that...
Thanks for helping me confirm. I am sure that SierraChart will take another look at it when they can.
Mike
Forum:
Sierra Chart
February 11th, 2015, 12:18 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Same as above, but 100K volume chart. 1-week...
Same as above, but 100K volume chart.
1-week standard VWAP
http://screencast.com/t/CvNx4F1jMmZ
1-day standard VWAP
http://screencast.com/t/MtnThQsUVi
Forum:
Sierra Chart
February 11th, 2015, 12:16 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
ES Mar 2015, 90-day lookback, 30-minute chart,...
ES Mar 2015, 90-day lookback, 30-minute chart, 6pm to 5:15pm (Eastern) session
http://screencast.com/t/n5rLqYJWi
1-week VWAP (starts on Monday's session, Sunday open). To my knowledge, this is...
Forum:
Sierra Chart
February 11th, 2015, 12:12 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Yes, but please also include a non-time based...
Yes, but please also include a non-time based chart as that seems to be part of the issue.
Mike
Forum:
Sierra Chart
February 11th, 2015, 12:05 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Build 1230 of Sierra changed the "continuous...
Build 1230 of Sierra changed the "continuous non-resetting" mode to be what is supposed to be a "Rolling VWAP".
However, I'm having a lot of trouble and the output doesn't make sense to me.
I...
Forum:
Sierra Chart
February 6th, 2015, 03:45 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
You are in the Sierra Chart section. Mike
You are in the Sierra Chart section.
Mike
Forum:
Sierra Chart
February 5th, 2015, 06:24 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
I sent an email to Anthony asking for help before...
I sent an email to Anthony asking for help before I realized it wasn't already built-in... I guess that is the advantage afforded me of being 'futures.io (formerly BMT)', but in fairness they do it...
Forum:
Sierra Chart
February 5th, 2015, 06:14 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Built-in rolling VWAP will be in the next build...
Built-in rolling VWAP will be in the next build of Sierra Chart.
Mike
Forum:
Sierra Chart
February 4th, 2015, 01:30 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
After the hell I went through to get the bands...
After the hell I went through to get the bands the way I want them on the monthly chart, I would prefer not having to re-create that (or if it is even possible) with a different tool.
Mike
Forum:
Sierra Chart
February 4th, 2015, 12:10 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
Fat Tails, I know and that is what I want to try....
Fat Tails, I know and that is what I want to try. Hopefully SierraChart will add native support
Sent from my phone
Forum:
Sierra Chart
February 4th, 2015, 12:14 AM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
I want to test a 5-day instead of weekly, 21-day...
I want to test a 5-day instead of weekly, 21-day instead of monthly. That is where the numbers come from.
Mike
Forum:
Sierra Chart
February 3rd, 2015, 08:43 PM
Replies:
91
multiple day vwap?
Views:
36,093
Posted By
Big Mike
I wanted to explore using a rolling VWAP, but am...
I wanted to explore using a rolling VWAP, but am having trouble with Sierra.
It would seem the setting of "continuous non-resetting" would be correct. For example, if you specify 21 days then...
Showing results 1 to 22 of 22
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