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Date/Time: Thu, 19 Sep 2024 01:51:01 +0000



Post From: VWAP Rolling not updating

[2017-05-03 15:31:27]
psavi73 - Posts: 39
- Version 1551

- Input parameters (the same of above):
Input Data: Last
Base On Underlying Data: Yes
Time Period Type: Days - Trading Days
Time Period Lenght: 7
Number of Days to Calculate: 7
Exclude Weekends in Date Look Back: No
Minimum Required Time Period as Percent for Skip Days: 25
Std. Deviation Band Calculation Method: VWAP Variance
Band 1: 1
Band 2: 2
Band 3: 3
Band 4: 4

- Days to Load = 30