Support Board
Date/Time: Fri, 22 Nov 2024 21:11:21 +0000
Post From: Previous session's VWAP
| [2024-09-30 16:03:07] |
| EverEdge - Posts: 15 |
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Sorry if the question wasn't clear. All I'm trying to do is to draw a VWAP from one session ago and have it reset to one session ago again when the next session starts. For example, let's say it's VWAP on ES and we want the full-session. That would be anchored at Globex start 18:00 Eastern time. Today is 9/30/24, so today's full-session VWAP started at 18:00 yesterday (Sunday 9/29). When the market opens tomorrow, 10/1/24, I'd like to draw today's ETH VWAP (the one that started on 18:00 ET on 9/29). Not as a horizontal line at a specific value, but continuous VWAP anchored at that time. I can easily accomplish that by using the anchored VWAP study, of course, but rather than moving the anchor every day, I'd like to have it automatically reset such that when the 10/02 session starts, the 2-session VWAP automatically moves to being anchored off 18:00 ET on 10/01. Thank you.
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