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Date/Time: Fri, 01 Nov 2024 02:24:13 +0000



Post From: VWAP Rolling not updating correctly (vers 1556)

[2017-05-22 17:13:30]
psavi73 - Posts: 39
I let images speaks rather than doing unuseful controversies:
- if you want a real rolling VWAP (weekly for example), "Time Period Lenght" has to be equal to "Number of Days to Calculate"=7 (there is no other way):
http://www.sierrachart.com/image.php?Image=1495473129598.png

- with "Time Period Lenght"=7 and "Number of Days to Calculate"=14 (for example), you don't have a weekly rolling VWAP:
http://www.sierrachart.com/image.php?Image=1495473183658.png

If it isn't obvious to you, I'm not able to do miracles.

Best regards.