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Date/Time: Mon, 13 May 2024 20:08:48 +0000



Post From: Acsil example for offsetting start of calculation

[2019-07-27 09:53:31]
User462086 - Posts: 193
Hi, I'd like to modify the native VWAP study to start calculating at the beginning of the prior period. For example, the VWAP plot on Tuesday's ES futures chart would have started accumulating data when the exchange opened on Sunday night(instead of the currently coded Monday night). Can anyone point me to an example in one of the studies files in the ACS_Source folder of how to code this offset?

Many thanks!!