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Date/Time: Fri, 17 May 2024 22:30:08 +0000

Post From: Drawn Volume by Price Study: use H or L for vwap calculation

[2021-01-22 04:29:27] Link To Thread - Link To Post [Go To First Post]
User234172 - Posts: 44
Ok. The Sierra Chart drawn VbP tool, with volume profile hidden, is the only method I know across many platforms which allows a click-and-draw vwap, with both a start date/time and end date/time, to be very quickly generated. And then quickly click-drag edited on the fly. It is the only solution for that on the market. Maybe once more people realize this, additional input data enhancements will be worthwhile. I first traded with anchored VWAP calculated using the High or Low as the input in 1997 (per work by Paul Levine, 1995).