Support Board
Date/Time: Tue, 04 Feb 2025 14:52:18 +0000
Volume Profile VWAP calculation question
View Count: 788
| [2020-01-24 04:16:42] |
| User71961 - Posts: 144 |
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the documentation doesn't specify how VWAP is calculated for the VolumeAtPrice Study when the VWAP line is set to be visible. Is this VWAP calced using underlying trade data...or is all the volume assumed to occur at the bar close? or H+L+C/3 or something else? |
| [2020-01-24 05:55:47] |
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It is definitely the underlying data being used.
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