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Date/Time: Sun, 19 May 2024 07:51:33 +0000

Post From: VWAP and Standard Deviation Lines

[2016-12-12 23:26:07] Link To Thread - Link To Post [Go To First Post]
User34947 - Posts: 42
My explaination is that the result is rounded to 0 (or to tick size). It cannot be equal to 0 because in the formula you are making the sum of numbers that are >=0 (CurrentBarPrice - VolumeWeightedAveragePriceAtBar)^2BarVolume but at least one is > 0, because for at least one bar the price is different from the VWAP (in the example above for several bars). Anyway it does not matter, I'll find some other way. Thanks. Date Time Of Last Edit: 2016-12-12 23:26:43*