Support Board
Date/Time: Tue, 09 Sep 2025 20:10:39 +0000
Post From: Rolling VWAP skip empty/holiday days
| [2024-12-15 22:11:48] |
| joshtrader - Posts: 524 |
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Edit: ignore this post. I found after posting that setting the "Minimum Required Time Period as a Percent for Skip Days" option to something like 10, will skip the holidays as expected. I overlooked this option before posting, apologies. The Rolling VWAP study is excellent, as it has the option to skip weekends. However, it does not have the option to skip empty days. VbP study has this option using the "One Period at End of Fixed Time Length - Auto Skip empty days" option. Can Rolling VWAP be modified to add the option to skip empty days? I have attached a screenshot showing how when the Rolling VWAP contains an empty day, it is still counted. Date Time Of Last Edit: 2024-12-15 22:50:53
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 SCRollingVwapAcrossHoliday.png / V - Attached On 2024-12-15 22:11:25 UTC - Size: 233.48 KB - 56 views |