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Date/Time: Fri, 26 Apr 2024 17:38:03 +0000



Post From: Issues Switching from Simulation to Live

[2020-10-17 13:38:10]
User94606 - Posts: 327
I am using the VWAP - Rolling study for 2, 3, 5, 7 and 30 days on a 1 min chart. The calculation time is very high - see screenshot. What do you recommend to reduce the calculation time? On a 15-min chart the calculation time is significantly better - the highest is 836 ms for the 30 days.
imageVWAP - Rolling.jpg / V - Attached On 2020-10-17 13:37:56 UTC - Size: 141.37 KB - 204 views