Support Board
Date/Time: Thu, 21 Nov 2024 17:26:03 +0000
Post From: Volume x Delta on footprint chart
| [2024-11-15 12:26:31] |
| ShuvFlowTrader - Posts: 30 |
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I have turned that Option to Yes and it doesn't make any visible difference. Can you pls confirm if the VWAP & VWAP(Rolling) is based on Tick/Transactions Or discreet Last/OHLC etc candle numbers ? It seems the later , hence am always finding the VWAP from VbP study always different from the standard VWAP indicators (attached see the diff between the Blue line on standard VWAP vs Pink based on VbP ). The Pink VWAP from VbP studies seems to be more accurate in reflecting all transactions. But it changes as I scale the chart including ore/less bars and I need a consistent VWAP to refer from the spreadsheet trading. The Blue one (standard VWAP with setting of Underlying Data set to Yes) is definitely not correct ti seems. Thanks Date Time Of Last Edit: 2024-11-15 12:39:28
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 VWAP Discrepancy.JPG / V - Attached On 2024-11-15 12:25:37 UTC - Size: 28.56 KB - 13 views |