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Date/Time: Sun, 05 May 2024 02:56:57 +0000

Post From: Vwap monthly problem when switching historical-intraday-historical ?

[2013-09-06 08:32:09] Link To Thread - Link To Post [Go To First Post]
wwwingman - Posts: 185
Hi, There is something I don't understand in the Sierra Vwap behaviour. I thought session time have no incidence on Historical data. Here is what I do : 1. Open Historical @NQ#C (IQFeed) set to daily and load 50 days. 2. Add Vwap, set to Monthly period and Base on Underlying Data. 3. Vwap starts a new period on the August First bar and is 3106.22 4. I switch the chart to Intraday Data, load 50 days, set the Day session of 16:15:00 - 16:14:59. No night session. 5. I switch back to Historical Daily. 6. Vwap is 3097.404 Vwap is not the same on 3 and 6, although the historical daily settings are the same. The only thing that changed is the session times. Am I wrong ? W. Date Time Of Last Edit: 2013-09-06 08:32:27