Support Board

Date/Time: Sat, 18 May 2024 18:05:24 +0000

Post From: Rolling VWAP

[2016-02-11 04:38:51] Link To Thread - Link To Post [Go To First Post]
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