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Date/Time: Sun, 24 Nov 2024 05:58:46 +0000



Post From: Vwap monthly problem when switching historical-intraday-historical ?

[2013-09-06 23:11:57]
wwwingman - Posts: 185
Test is valid. I am interested in the period change and the august Vwap is based on august data. You can put 200 days it won't change the results.

My understanding is that the default session times for historical charts is 00:00-23:59. If you then go to intraday, change the session times for 16:15-16:14, and back to historical, you will see slightly different vwaps with the first time you were on historical charts.

I've done the test again, asked a friend to do the same on his computer and we both have the problem (version 1019).
However, I am not sure it is a problem. I simply want to be sure the Vwap uses session times, even on historical charts.

W.

Date Time Of Last Edit: 2013-09-06 23:14:40