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Date/Time: Mon, 29 Apr 2024 07:19:10 +0000

Post From: Volume By Price - vwap strange behaviour

[2019-09-02 17:36:34] Link To Thread - Link To Post [Go To First Post]
User343901 - Posts: 66
Hi support I'm having trouble with the output of the vwap line from the volume by price study when the volume graph period type is set to One Period at End of Fixed Time. Strangely the problem only seems to be present when the symbol is one of the indices - ES, MES, NQ etc. I couldn't replicate the issue on 6B, CL or GC. My intention is to have a vwap starting from the previous day rth open through to the latest bar. The screenshot attached shows ES on top with the origin coming from the evening start time rather than the rth session start. CL is shown underneath (exact same settings, chart is a copy with only the symbol changed) and the vwap line is correctly drawn from the session start time. Screen shot of the volume by price settings is also attached. I ran the ES chart on replay of last week and depending on the day the origin was jumping about all over the place. Can you please advise if I there is a setting out of place or if there is something else going on? Many thanks Date Time Of Last Edit: 2019-09-02 18:04:03


Volume By Price vwap.jpg / V - Attached On 2019-09-02 17:35:39 UTC - Size: 99.57 KB - 249 views Volume By Price vwap settings.jpg / V - Attached On 2019-09-02 17:35:47 UTC - Size: 140.37 KB - 277 views