Login Page - Create Account

Support Board


Date/Time: Sun, 19 May 2024 15:10:25 +0000



Post From: Question on sc.VolumeWeightedMovingAverage()

[2016-09-22 11:51:00]
bala - Posts: 74
my understanding of the VWAP is that it is calculated on all the bars of the daily chart and LENGTH is not an option . In the case of a SMA I understand that LENGTH is an option where we can have a moving average of different periods.

What value of LENGTH should I use in the function sc.VolumeWeightedMovingAverage()?

Thanks