Support Board
Date/Time: Thu, 23 Jan 2025 09:42:57 +0000
Post From: VWAP Indicator Calculation Start Time
| [2018-11-16 01:31:05] |
| User41727 - Posts: 124 |
|
When using the (non-rolling) VWAP indicator with period type "days" and period length 1, the documentation specifies that the calculations will begin at the start of each trading day according to the Session Times and end at the end of the trading day.
What I expected this to mean is that calculations would start at the "Start Time" specified under "Sessions Times". This is not the case when "Use Evening Session" is active, in which case the "Evening Start" is used for VWAP calculation. What this means is that you cannot have a VWAP just for the regular trading hours while using a chart with extended hours (Unless one manually sets the VWAP's Start Date-Time each day). Is this the intended behaviour? Because it is not very useful as most users will want the RTH VWAP. |