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jallanankit

Well-Known Member
Ok, here the prob can b solved.. MSA, pls check the VWAP value on a 1 min chart for 9.29 and 9.30..

Disclaimer: if U r using IB data, then let me tell u one thing... the data is wrong many a times specially for the first 5 min bar.. Check the open for today..!! u need to edit it using the Symbol tab on Amibroker and navigating to Quote editor..!!
 

msa5678

Well-Known Member
Ok, here the prob can b solved.. MSA, pls check the VWAP value on a 1 min chart for 9.29 and 9.30..

Disclaimer: if U r using IB data, then let me tell u one thing... the data is wrong many a times specially for the first 5 min bar.. Check the open for today..!! u need to edit it using the Symbol tab on Amibroker and navigating to Quote editor..!!
Hi Jallan ,

Of course I am checking the 1 min data. Well I forgot to mention one thing, My analysis is based on IB VWAP data , But my current day VWAP values are based on xFeeds. In xFeeds there is an option for backfilling of data. Before getting VWAP I refill atleast 2 to 3 times, to avoid miscalculation. My suggestion to you and other thread followers, I will post the AFL here, Lets take the values from that AFL and remove the conflicts. Also it is suggested that members post the VWAP value , which they have taken for arriving at the BA and SB Values.

Regards:)
 

jallanankit

Well-Known Member
Caught the culprit..!!
Its data feed.. May b urs or mine..!! but some one is wrong..!!

try to see every bar's O H L C in the pic provided below and ur pic.. The data is different.. so the VWAP has to differ.!!! The best is to check it from NSE website but u need to b on time..!!

Anyways check the image..



Uploaded with ImageShack.us
 

msa5678

Well-Known Member
Caught the culprit..!!
Its data feed.. May b urs or mine..!! but some one is wrong..!!

try to see every bar's O H L C in the pic provided below and ur pic.. The data is different.. so the VWAP has to differ.!!! The best is to check it from NSE website but u need to b on time..!!

Anyways check the image..

Hi Jallan,

Sorry to say, But the close of 9:29 bar was 5047.25 and NOT 5049.75 as shown in the attached screen capture from NSE.

Regards:)


View attachment 17062
 
Last edited:

asnavale

Well-Known Member
Hi Jallan,

Sorry to say, But the close of 9:29 bar was 5047.25 and NOT 5049.75 as shown in the attached screen capture from NSE.

Regards:)


View attachment 17062
I too got 5049.75 as close at 9:29. The data is from NEST. The values minute by minute are:

Code:
End Time | Bar Close | Volume | Weighted Close
--------------------------------------------
9:16     |  5039.50  | 510150 | 5036.29
9:17     |  5034.40  | 206450 | 5035.84
9:18     |  5035.00  | 118300 | 5035.02
9:19     |  5034.20  | 201250 | 5033.85
9:20     |  5035.20  | 102250 | 5034.48
9:21     |  5034.80  | 108400 | 5035.50
9:22     |  5034.85  |  81200 | 5033.77
9:23     |  5046.70  | 291750 | 5044.32
9:24     |  5049.15  | 130650 | 5048.84
9:25     |  5052.00  | 168200 | 5051.23
9:26     |  5053.00  | 120200 | 5052.70
9:27     |  5050.00  |  99550 | 5050.51
9:28     |  5047.10  |  67600 | 5047.80
9:29     |  5049.75  |  28950 | 5049.33
--------------------------------------------
Now which data feed is correct?

-Anant
 

rammmeo

Active Member
Caught the culprit..!!
Its data feed.. May b urs or mine..!! but some one is wrong..!!

try to see every bar's O H L C in the pic provided below and ur pic.. The data is different.. so the VWAP has to differ.!!! The best is to check it from NSE website but u need to b on time..!!

Anyways check the image..



Uploaded with ImageShack.us
.

hey ankit
can u tell me how to get nifty charts in amibroker
i am not able to understand acutally
 

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