Forums › ProRealTime English forum › ProScreener support › How can I calculate the VWAP of the last bar? › Reply To: How can I calculate the VWAP of the last bar?

10/05/2018 at 1:58 PM #82056
marie123

I just noticed where the logic problem is with SUMMATION is!

You divide by the total volume BUT of course only by the total volume at that time. Only the very last period is divided by the total volume of that day. Therefore it is so important to start with the very first bar of the day. The cumulative volume becomes larger and this is the reason why the VWAP is more sensitive at the beginning and flattens out at the end of the day.