Support Board
Date/Time: Sat, 18 Jan 2025 11:11:11 +0000
Post From: Problems with rolling VWAP standard deviations.
| [2018-01-07 05:21:29] |
| User995923 - Posts: 64 |
|
Hello. I want to view every day's continuation of the previous day's VWAP. This is achieved by using a 1 day VWAP study and a 2 day VWAP rolling. (with time period type Days - Trading days and Number of Days to calculate -100) (I am not interested in candle by candle rolling.) The rolling VWAP line is correct but the rolling first standard deviation lines of the second day are wrong. I have attached a file to show what I mean. Black is the normal VWAP and Pink is the 2 day rolling one. I have tested using a normal 2 day VWAP and the 1 SDev lines are correct but obviously I am missing 50% of the days so this is not an option for me. Regards |
Attachment Deleted.  AUDJPY 4 Min #4 2018-01-07 07_04_52.005.png / V - Attached On 2018-01-07 05:20:40 UTC - Size: 96.31 KB - 534 views |