Support Board
Date/Time: Fri, 19 Dec 2025 16:00:03 +0000
Post From: VWAP with current bar, use for moving average calculation
| [2020-12-15 23:07:54] |
| User627759 - Posts: 6 |
|
Thank you! Is it possible to calculate VWAP for volume based bar? For example, let's say each bar has volume of 5 (ticks/shares) Bar 1 = 1,1,1,1,1 Bar 2 = 2,2,2,2,2 Bar 3 = 3,3,3,3,3 VWAP for Bar 1 = 1 (1+1+1+1+1 / 5) VWAP for Bar 2 = 2 VWAP for Bar 3 = 3 Calculate MA using VWAP for Bar 1/2/3 . Is that possible? |