Support Board
Date/Time: Tue, 13 May 2025 21:43:54 +0000
Post From: Rolling VWAP
| [2016-02-11 04:38:51] |
| User78442 - Posts: 260 |
|
I don't understand - This was working OK before I had SC data issues - Rolling means look back 1 day (same time previous day and calculate not calculate at start of day (this is the standard VWAP study). As per your response a 1-day rolling period = 24-h = 1440 minutes - please advise
|