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Date/Time: Sun, 05 May 2024 07:50:02 +0000

Post From: rolling vwap issue?

[2016-02-26 13:36:22] Link To Thread - Link To Post [Go To First Post]
User22396 - Posts: 191
I see in the post below you changed the rolling vwap methodology but now it is not a continuous rolling? not sure of the logic behind using that method, rolling to me would imply a continuous value like a moving average dropping old and adding new etc...can I get the code for the previous version so can still use? thanks Rolling VWAP