Support Board
Date/Time: Wed, 27 Nov 2024 18:46:27 +0000
Post From: Rolling VWAP discrepancy
| [2023-07-28 07:51:49] |
| VolTrader73 - Posts: 136 |
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Hello. I previously posted some issues with Vwap and rolling vwap and you mentioned you would fix and rollout on the next version/build. I assume something was done and if so I appreciate this effort but, after using it for 2 weeks again, I still find some discrepancies within the vwap rolling. Attached are 2 screenshots. They are for the Bid side. Same config for the Ask side. On the chart a total of 4 rolling vwaps. 2 for ask 2 for Bid. The purple and dark blue are the bids (inputs shown for both in the attached screenshots). Same inputs for the 2 Asks which should show a cyan and yellow on the chart yet they are constantly the same value. So I see and have for calculations (out put to spreadsheet) only 3 values (2 identical for ask) while the 2 Bids are constantly not identical. I assume something is wrong. Also (second question) , I could not find within the descriptions what exactly are the "input data" and "volume type to use" and, in the case both reference some type of "volume" (like I have them setup) what is the difference. thank you Date Time Of Last Edit: 2023-07-28 07:56:18
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 rolling Vwap 1.jpg / V - Attached On 2023-07-28 07:51:17 UTC - Size: 152.95 KB - 94 views rolling Vwap 2.jpg / V - Attached On 2023-07-28 07:51:24 UTC - Size: 160.26 KB - 93 views |