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Date/Time: Sun, 19 May 2024 09:17:10 +0000

Post From: VbP VWAP calculation

[2015-12-30 14:35:06] Link To Thread - Link To Post [Go To First Post]
User50927 - Posts: 90
What should I set the VWAP study (rolling or not) to in order to replicate the VWAP line drawn by the VbP study? Obviously this question presumes that the VWAP is calculated using the same formula in both studies. But if I'm wrong about that, can you please tell me the what difference(s) is/are? Thank you.