Support Board
Date/Time: Sat, 28 Dec 2024 10:39:16 +0000
Post From: Daily VWAP values
| [2016-01-11 20:30:09] |
| Johnny - Posts: 99 |
|
This could be the case for Monday candles only, however the differences are apparent on all bars. There seems to be an error in the calculation method for days for both the VWAP and VWAP rolling studies. The VWAP daily values between the VWAP and VWAP rolling studies are also different.
|