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Date/Time: Sat, 04 May 2024 16:11:29 +0000

Post From: Resetting VWAP at beginning of Regular Session

[2020-07-14 14:01:29] Link To Thread - Link To Post [Go To First Post]
User818063 - Posts: 15
If I understand correctly, you want the regular vwap to appear on a globex session. If this is the case, you can try to do that we two charts. chart#1: globex or day session with day+evening session (for ex 18:00 - 17:00) chart#2: regular session (for ex 09:30 - 16:15) put a daily vwap on chart #2. overlay the chart#2 vwap on chart #1. be sure in the overlay to use: bar time containing match. I would also fill blanks with last value to yes. enclosed-by screenshots and chartbook. I used my ECIVwap, but you can do that with the native sierra vwap that works great and gives the same results for those vwaps.


ChartbookOverlayVwap.Cht - Attached On 2020-07-14 13:58:42 UTC - Size: 5.8 KB - 330 views 2020-07-14_8-54-49.png / V - Attached On 2020-07-14 13:59:24 UTC - Size: 71.92 KB - 442 views 2020-07-14_8-56-10.png / V - Attached On 2020-07-14 13:59:29 UTC - Size: 80.05 KB - 379 views