Forums ProRealTime English forum ProOrder support Is there any working intraday VWAP? Reply To: Is there any working intraday VWAP?

#115159

Hello again,

So now I get this result (see attachment), which is better but I still have one or two questions.

Why do the bands spike up and down like crazy right at the beginning of the day? Now I have the chart time only during open hours 09.00-17.30.
Also second question, is it suppose to differ this much comapred to the built in VWAP bands in PRT? I want to use it for algo trading so I cannot use the built in one.

Best regards,