Support Board

Date/Time: Sat, 04 May 2024 17:46:53 +0000

Post From: Resetting VWAP at beginning of Regular Session

[2015-04-10 03:25:45] Link To Thread - Link To Post [Go To First Post]
drywater0 - Posts: 85
SC Support, Using the original VWAP study on a 1 minute bar chart for ES that spans both the Regular and Evening sessions. Is there a way to have the VWAP calculation reset at the beginning of the regular trading hours (9:30 EST) of each trading day? This would be similar to the concept of beginning a new TPO/Volume profile at the start of each Regular session. I tried these settings but they did not work. Time Period Type: Minutes Time Period Length: 405 (6.75 hours from 9:30 - 16:15 EST) Start Date-Time: 4/8/2015 09:30 I also looked at VWAP-Rolling but wasn't able to make it work. Any guidance you can offer would be much appreciated. Thank you.