Support Board

Date/Time: Sun, 05 May 2024 14:41:05 +0000

Post From: VWAP Difference

[2014-05-07 17:42:19] Link To Thread - Link To Post [Go To First Post]
User33737 - Posts: 8
I thought this was fixed a while ago by using the underlying data opion. If I use a 1 tick chart and overlay VWAP on another time frame, the differences can be 4-5 points. But if I use a 1 second chart they are virtually the same. I am thinking the underlying data being used to calculate vwap is a 1 second OHLC? maybe that would clear this up for me. Thanks again!