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Hi,
Compliments to fait tails first!,
I searched in all forum but i want to ask why with indicators like anaCurrent DayOHLVV42 i can't find in the data box the values like
_Current daily range RTH
-Average daily range....
Because i'm a beginner, but i want to build a trading system with the wizard of ninjatrader, and i need this value for example the crossing of linear regressing above and Beyond this value.
Thanks for any kynd of answer.
Bye
My 1 week/ 1day VWAP bands in SC look virtually identical to yours. So i don't think there's any major issue there with how SC have calculated the STD's.
However, my rolling VWAP bands do not match yours( the STD bands appear quite different, however the VWAP appears to be correct...)
I've just updated to version 1233 which has a separate study for Rolling VWAP bands. I'd previously been using the ECIVwapChannel study in order to create rolling/ dynamic VWAP bands. If I use the same look back period and plot a SC rolling VWAP study on top of a user contributed ECIVwapChannel study, they too do not match( Although they are close)
If you post a daily or weekly VWAP I will check it. My rolling VWAP has different settings for the bands. In any case I use volume-weighted standard deviations. Not sure that Sierra Chart also has them volume-weighted.
The build 1224 version is not identical, but very close to my version of the VWAP. The difference can probably explained by slightly different input data (I am calculating a center of gravity for each bar). The build 1233 is totally different. It seems to use a non-volume-weighted standard deviation.