VWAP Session

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Tue, 03/26/2019 - 14:20
#1
whatstop
Last seen: 9 months 1 week ago
Joined: 07/19/2018 - 03:43
VWAP Session

It would be great if VWAP could be set to Split Session the same way profiles can be, so a new one would be calculated for ON session vs Day session.

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Fri, 05/15/2020 - 10:07
cpayne
Last seen: 1 year 1 month ago
Joined: 03/30/2009 - 00:00
VWAP - Split Session

The VWAP Indicator now has a custom duration of "Align to Profile" as seen below.  So if you have the Split Session Profile in the chart, the VWAP will match that Split Session.

There is another new option in the VWAP when the duration is set to either "First X Minutes of Session" or "Last X Minutes of Session" to "Hide Between Periods" as seen below.  With this in place, you can plot the day session profile VWAP (First 405 Minutes) and hide the line between the day session period, and add another instance for "Last 1020 Minutes" and also hide.  Or you may not want to hide between periods.  But there are 2 ways you can get this done with VWAP...

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