Support Board
Date/Time: Fri, 09 May 2025 22:59:41 +0000
Post From: Wrong VWAP
| [2015-12-21 15:43:25] |
| FedeM - Posts: 13 |
|
Hello. I am getting wrong VWAP calculations all the time. My quotes come from Interactive Brokers. When I right click and "Delete all data and download", it does goes through that process and corrects the VWAP. The problem is that I can't do that every single time, so I just can't trust VWAP any more. Wrong VWAP has already lead me to many bad trades that I wouldn't have taken with the correct information. Is there any fix to this? Here is an example where the difference is small: Before downloading data again: http://prntscr.com/9gtwhg After downloading data again: http://prntscr.com/9gtwt5 |