Hi, I use VWAP_reset on my 5min chart. When i compare to my IB VWAP in my quote panel, there is a difference starting at 1h15pm. looks like it's accurate in the morning but jumps around that time. Is there a way to correct. (Also compared to my TC2000 and there is a big difference)
Thanks
VWAP_reset Modification need help
- JoshM
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Re: VWAP_reset Modification need help
I think there is more information needed before anyone can help.
Things that I'm wondering about:
Did you look into how IB calculates its VWAP?
What instrument do you use?
Which timezone is 1:15pm - perhaps the daily VWAP is reset at that time?
What does 'there is a big difference' mean, and do you consider that good or bad?
What MultiCharts code do you use?
Are your chart settings in accordance with the way IB calculates its VWAP?
I suppose you're comparing the three VWAP's (IB, MC, TC2000) from the same data feed with the same settings and so on?
Things that I'm wondering about:
Did you look into how IB calculates its VWAP?
What instrument do you use?
Which timezone is 1:15pm - perhaps the daily VWAP is reset at that time?
What does 'there is a big difference' mean, and do you consider that good or bad?
What MultiCharts code do you use?
Are your chart settings in accordance with the way IB calculates its VWAP?
I suppose you're comparing the three VWAP's (IB, MC, TC2000) from the same data feed with the same settings and so on?
Re: VWAP_reset Modification need help
Last night i worked around the code and removed the reset feature except 9am and 9h30am. I am using it on my 5 min. Without the other resets, it's more accurate (0.01 to 0.05 $ to VWAP i see on my IB platform and TC2000). Before, VWAP price would jump 0.20$ and more at 1h15pm, probably another time zone reset. Now VWAP is smoother.
Thanks
Thanks