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Date/Time: Sun, 05 May 2024 18:09:14 +0000



Post From: Daily VWAP values

[2016-02-24 23:25:26]
Johnny - Posts: 99
Hello, I'm using version 1371 and the new option "Exclude weekends in day count" for the VWAP rolling study doesn't seem to work. I set this option to yes and each Monday, the 2 Day value is not the same with the 2 Bar value but it equals the 1 Bar/Day VWAP value. This shows that weekends are not excluded from calculations.