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Date/Time: Sun, 24 Nov 2024 04:16:12 +0000

Post From: Volume x Delta on footprint chart

[2024-11-13 17:55:51] Link To Thread - Link To Post [Go To First Post]
ShuvFlowTrader - Posts: 30
Hi John, seeing an odd behaviour in VWAP Rolling study (ID15) and normal VWAP(ID10). Both the VWAPs are jumping abruptly with a big gap intraday. Whereas the VbP visible Bars(ID17) VWAP is more consistent and smooth and tallies with other chart providers. Can you pls advice as I was relying on ID10 & ID15 and its trigerring bad signals thru spreadsheet trader. In the attached file, see how the VWAP jumped from 6011 to 6028 for ES . The timestamp was 2024-11-13 17:15:00 & 2024-11-13 17:11:48 in Range chart. Also attached is the chart, where you see the Pink bold line for VWAP coming from VbP (ID17) study which is fine, but I cant get this in the spreadsheet apparently, is there a way ? Date Time Of Last Edit: 2024-11-13 18:02:14


VWAP Jump 13Nov2024.JPG / V - Attached On 2024-11-13 17:54:09 UTC - Size: 29.65 KB - 17 views VbP VWAP Pink.JPG / V - Attached On 2024-11-13 18:01:15 UTC - Size: 45.71 KB - 16 views