Support Board

Date/Time: Thu, 19 Sep 2024 01:42:39 +0000

Post From: VWAP Rolling not updating

[2017-05-03 19:18:41] Link To Thread - Link To Post [Go To First Post]
psavi73 - Posts: 39
With "Time Period Type" = "Days - 24 Hour Period" the calculation is rolling bar by bar and I don't need this (it's also CPU intensive). If I set: Time Period Type: Days - Trading Days Time Period Lenght: 2 Number of Days to Calculate: 2 The rolling is done correctly (2 days) and the function updates at every bar. Starting from 3 days rolling, the update is not done correctly at every bar. Furthermore the aim of "Time Period Type: Days - Trading Days" is just rolling every "Time Period Lenght" and as suggested in the Study description the "Number of Days to Calculate": It is recommended to set this as small as is needed to minimize the calculation time since the study can take a significant amount of time to do calculations across many days of data. So I should be able to set "Time Period Lenght"="Number of Days to Calculate"= numebr of day I need to rolling.