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Date/Time: Sat, 18 May 2024 23:29:46 +0000



Post From: VWAP on tick-by-tick basis

[2020-02-15 10:35:16]
User134516 - Posts: 1
The most useful and widely spread definition of VWAP is based on calculations on every tick price and volume. In a such way VWAP doesn't depend on time period of your chart. And different traders can look exactly on the same VWAP value independent on platform or time period. That is one of the reasons why this parameter is so important.

Is it possible to calculate VWAP in that way in SC? Or may be there is possibility to import VWAP value from market data source?