Support Board
Date/Time: Wed, 18 Jun 2025 11:48:52 +0000
Post From: Resetting VWAP at beginning of Regular Session
[2020-07-14 14:01:29] |
User818063 - Posts: 16 |
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. |
![]() ![]() ![]() |