Support Board
Date/Time: Sat, 08 Feb 2025 17:19:46 +0000
Post From: Resetting VWAP at beginning of Regular Session
| [2015-04-10 03:25:45] |
| drywater0 - Posts: 85 |
|
SC Support, Using the original VWAP study on a 1 minute bar chart for ES that spans both the Regular and Evening sessions. Is there a way to have the VWAP calculation reset at the beginning of the regular trading hours (9:30 EST) of each trading day? This would be similar to the concept of beginning a new TPO/Volume profile at the start of each Regular session. I tried these settings but they did not work. Time Period Type: Minutes Time Period Length: 405 (6.75 hours from 9:30 - 16:15 EST) Start Date-Time: 4/8/2015 09:30 I also looked at VWAP-Rolling but wasn't able to make it work. Any guidance you can offer would be much appreciated. Thank you. |