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Date/Time: Thu, 28 Nov 2024 21:27:09 +0000



Post From: VWAP and Rolling VWAP

[2023-04-04 18:07:51]
VolTrader73 - Posts: 136
Hello. I tried using the VWAP rolling instead of the VWAP on a 3 min intraday chart with same inputs (see attached screens named accordingly) . In both cases there are pair of the same indicators (one for Ask volume and one for Bid volume). I thought Id get a better more accurate result with the Rolling-Vwaps based on their description.

What I get with the pair of Rolling VWAPS is the same value for both the bid volume and the ask volume (I let this run for 30 minutes before posting this support just to make sure). Why wouldn't the rolling version of the VWAP give 2 values of the results like the regular VWAP pair do?
Sure there is a difference between the Ask volume based and the Bid volume based just like the chart with the regular VWAP has.

What should I input in the chart using the Rolling VWAPS to get each value properly plotting and fluctuating ?

Please advise,
*although each screen shot with the charts show only one type of VWAPs, on each chart there are a pair of the same yet as mentioned, on the VWAP pair show correctly two values.
*Also included a screen of the data feed set-up to TICKs to make sure.
Date Time Of Last Edit: 2023-04-04 19:20:26
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imageRolling-Screenshot 2023-04-04 204806.jpg / V - Attached On 2023-04-04 18:00:05 UTC - Size: 235.44 KB - 140 views
imageDATA-Screenshot 2023-04-04 210047.jpg / V - Attached On 2023-04-04 18:01:14 UTC - Size: 74.65 KB - 137 views