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Date/Time: Mon, 29 Apr 2024 22:59:32 +0000

Post From: VWAP- Rolling & Volume by price

[2016-04-21 05:17:56] Link To Thread - Link To Post [Go To First Post]
Neo - Posts: 198
Definitely not because these studies do not work like the Volume Weighted Average Price-Rolling works. And that type of behavior would never be added to these studies. It makes no logical sense for these types of studies. Never been added? You already have this setup. I just don't want weekend dates to be included, you know, days when stocks don't actually trade. Does that make logical sense? I'm referring to constructing a volume by price study that, for example, is based on the last 2 days( So it will include data from the previous day & the developing day). You can already create this now, however, as far as I'm aware the weekends can not be excluded from the calculation- Hence, why I'm asking if you can please add the input to "exclude weekends in date look back" as you have done with the rolling vwap study. If this can already be achieved now, then please refer me to the documentation. Thanks