Support Board
Date/Time: Sun, 02 Nov 2025 07:18:32 +0000
Post From: VWAP rolling not calculating properly on symbol CL
| [2021-04-16 06:04:19] |
| User719310 - Posts: 23 |
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Hi, on CLM21 charts the 8 hour 480min VWAP rolling is further away from price than the 24hour 1day VWAP rolling, the standard deviation bands are also further spread apart. I think this is incorrect. This is the only symbol it is occurring on. Thanks |