Support Board
Date/Time: Tue, 13 May 2025 14:41:30 +0000
Post From: RTH VWAP without overnight data
| [2024-08-29 14:25:27] |
| MarkusK - Posts: 106 |
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I want to add an RTH VWAP to my NQ chart, i.e., a VWAP that only starts at 09:30 and only considers the RTH session volume. Problem is that I want to add it to a chart that shows the full trading session ETH + RTH, i.e., 18:00 - 16:59:59. What I did: I created a chart #1 that shows only the RTH session starting at 09:30, and added a Volume Weighted Average Price study to it. This gives me a working RTH VWAP. On my other chart #2 (the one that shows ETH + RTH) I use the "Study/Pice Overlay" study to copy that RTH VWAP from chart #1. Both charts have the same symbol (NQ) and the same bar period. Only difference is that chart #1 only shows the RTH session, while chart #2 shows both ETH + RTH session. It almost works except for one thing (please see attached screenshot of chart #2): Instead of starting at 09:30, the copied VWAP study (yellow dotted line) starts at 18:00 on chart #2 and also shows data for the ETH time period (red circled area in the screenshot). I have no idea where that (obviously invalid) overnight data is coming from and why the VWAP is even rendered in that overnight period. I already set the option "Draw Zeros" of the Study/Price Overlay to "no" but it has no effect. I'm probably missing something here, but I simply cannot figure it out. Any help with this issue would greatly be appreciated. |
 RTH VWAP.png / V - Attached On 2024-08-29 14:21:15 UTC - Size: 53.73 KB - 87 views Attachment Deleted. |