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Date/Time: Mon, 01 Dec 2025 14:08:14 +0000

Post From: how to contribute a study ?

[2016-02-25 19:20:31] Link To Thread - Link To Post [Go To First Post]
User83814 - Posts: 26
Hi I noticed inconsistency in ECIVWAP study. Please see attached screen shot. It shows bond futures charts on 15 min and 5 range, with brown dots as VWAP. From my understanding, VWAP should be the same regardless of time frame. Yet 15 min is above VWAP, and 5 range is below. Quite large difference. Can you please look into it? Thank you


ECIVWAP inconsistency.PNG / V - Attached On 2016-02-25 19:19:21 UTC - Size: 75.28 KB - 406 views