Support Board
Date/Time: Wed, 27 Nov 2024 06:53:13 +0000
Post From: VWAP Difference
| [2014-05-07 17:42:19] |
| User33737 - Posts: 8 |
|
I thought this was fixed a while ago by using the underlying data opion. If I use a 1 tick chart and overlay VWAP on another time frame, the differences can be 4-5 points. But if I use a 1 second chart they are virtually the same. I am thinking the underlying data being used to calculate vwap is a 1 second OHLC? maybe that would clear this up for me. Thanks again! |