Support Board
Date/Time: Sun, 29 Dec 2024 16:16:39 +0000
Post From: VWAP- Rolling & Volume by price
| [2016-04-21 03:21:46] |
| Neo - Posts: 198 |
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The rolling VWAP study has the input to "exclude weekends in date look back", however, it's not coded to factor in Holidays, eg Good Friday, March 25, so weekends with an extra day will falsify the study. See pic attached using a 2day VWAP in Red, and the pink line showing what a 2day VWAP should have looked like from the 24th. This is problematic to hard code since the dates can change each year, and global markets have different holidays etc. However, is possible to add multiple manual inputs to the study so users have the ability to select which additional days they want to exclude from the calculation? Also, could the input to "exclude weekends in date look back" be added to the Volume by price/ Volume value area lines study. Thanks |
 2day VWAP.png / V - Attached On 2016-04-21 03:13:43 UTC - Size: 95.54 KB - 1382 views |