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Date/Time: Mon, 15 Sep 2025 01:26:43 +0000



Post From: Setting up a VWAP at a specific time everyday

[2024-02-19 16:59:55]
User38682 - Posts: 23
I measure the volume between 12:30:00-12:59:59 everyday and that's settlement volume and vwap price, for the trading day. I take the last 5 days and plot them on my chart. So I want to have a rolling value over the last 20 days, hopefully that makes sense?