the one called vwap_Reset is'nt right at all.
any ideas? i saw that there is a vwap data in IB options is there any way to extracted this data?
eyal,
is there any good and real vwap indicator?
Re: is there any good and real vwap indicator?
i compered the one that is came with multicharts to any other system(tos and etc..) and the result is different from the multicharts VWAP_RESET
can i try yours?
can i try yours?
Re: is there any good and real vwap indicator?
Its possible the results are different because you applied their vwap on something other than a 1 tick chart. The true vwap for the day is calculated from a 1 tick chart. The nearer you get to the end of the day, the closer a different chart (such as a 1min) will be to a 1 tick chart VWAP -- in most cases.
Re: is there any good and real vwap indicator?
I should also add that its likely that the "real" vwap will vary depending on datafeed and if the data came from real-time collection or from historical backfill.
Re: is there any good and real vwap indicator?
the data is from IB so i guss is good?
the vwap applied on one tick.
any ideas?
the vwap applied on one tick.
any ideas?