Support Board
Date/Time: Sun, 22 Dec 2024 16:47:39 +0000
Post From: vwap period
| [2015-02-09 05:28:48] |
| joshtrader - Posts: 492 |
|
ZB treasury futures sessions are 8:20:00 to 14:59:59, the regular session, and the extended from 15:00:00 to 8:19:59. If I put a VWAP on the chart and show the extended session, this will calculate the VWAP from 15:00:00. Unfortunately, this is not correct and the VWAP should be calculated from 18:00:00, the open of the day. I can't set the extended session to start at 18:00:00 of course, because then I will miss all trades from 15:00:00 until 18:00:00, and this is obviously not an option. So it would be great if there were an option in VWAP to start at a certain time, just as there is in VbP (not a certain DATE-time, as there currently is). My current workaround is to have a separate chart for every chart on my screen with the times of the extended session, calculating the VWAP, and overlay that study onto the other chart. |