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Date/Time: Wed, 08 May 2024 14:23:53 +0000

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Post From: Volume Profile VWAP calculation question

[2020-01-24 04:16:42]
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User71961 - Posts: 144
the documentation doesn't specify how VWAP is calculated for the VolumeAtPrice Study when the VWAP line is set to be visible.
Is this VWAP calced using underlying trade data...or is all the volume assumed to occur at the bar close? or H+L+C/3 or something else?