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?
is there any good and real vwap indicator?
Questions about MultiCharts .NET and user contributed studies.
7 posts • Page 1 of 1
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.
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.