Support Board

Date/Time: Sat, 18 May 2024 14:45:13 +0000

Post From: Rolling VWAP

[2016-02-10 21:19:16] Link To Thread - Link To Post [Go To First Post]
Al SC Developer - Posts: 434
This is operating correctly. When using a Time Period Type of Days, trading days are used to determine the rolling periods. The start of a trading day is determined from the session times, and yours is likely 00:00:00. A Time Period Length of 1-day is not very interesting as there is nothing to roll over, since the period is always a single day. Were you trying to achieve a 24-hour rolling period (vs 1 trading day)? In the next version, we have added "Minutes" to Time Period Type. For rolling 24-hour period use 1440 minutes. Date Time Of Last Edit: 2016-02-10 22:14:02