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Date/Time: Tue, 25 Feb 2025 01:00:59 +0000



Post From: VWAP with current bar, use for moving average calculation

[2020-12-15 18:28:05]
User627759 - Posts: 6
Is there a way to create VWAP of current bar and use it for moving average calculation?

Example:

Using intraday tick as input from IQFeed

Each bar volume is N
e.g. Bar Period Type = Volume per bar, Setting = N

Calculate VWAP of each bar and use it for moving average calculation.

Thank you