Support Board
Date/Time: Sun, 11 May 2025 12:14:11 +0000
Post From: how to contribute a study ?
[2016-02-25 20:13:17] |
wwwingman - Posts: 185 |
The only 100% valid vwap is built based on 1 tick charts. Which is not the case here. I use all the trades, but it is still an approximation. Much better the most available vwaps there, but still an approximation. Comparing vwap on charts that are so different in nature should lead to potentially few ticks difference, depending on the time frames used. In this case, I would suppose 1 tick difference would not be a surprise. But not "a large difference". I checked in on my feed. And at least now ~15:00 NY time there is no difference on the vwap value. Enclosed-by SC. Date Time Of Last Edit: 2016-02-25 20:14:38
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