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Date/Time: Fri, 29 Nov 2024 23:36:53 +0000



Post From: Rolling VWAP to Delta

[2017-06-29 21:26:27]
User695658 - Posts: 7
I've been able to apply various studies to the Cumulative Delta, however the Rolling VWAP is not one of them. I've found some studies can be applied to Delta and some cant. Is there a modification you can do on your end to make it work for delta, or should I have it coded 3rd party?

Thanks.