Difference between TradingView and ProRealTime VWAP

• 07/26/2025 at 3:34 AM #249106
  pete2626

  Hello ProBuilder Community,

  I’ve noticed a slight difference between the VWAP (Volume-Weighted Average Price) indicator on TradingView and the one on ProRealTime. On some charts, the ProRealTime VWAP appears to be offset by about five candles compared to TradingView’s, especially around gaps.

  Has anyone else encountered this? If so, is there a way to adjust the ProRealTime VWAP calculation (or code a custom version) to match TradingView’s implementation more closely?

  I’d greatly appreciate any insights or suggestions. Thank you in advance for your help.

  Pinescript code:

  //@version=6

  indicator(title=”Manual Session VWAP”, shorttitle=”VWAP”, overlay=true)

  // Fixed source and session anchor

  src = hlc3

  // Detect new daily session

  isNewSession = timeframe.change(“D”)

  // Cumulative sums reset each session

  var float cumPV = na

  var float cumVol = na

  cumPV := isNewSession ? src * volume : nz(cumPV[1]) + src * volume

  cumVol := isNewSession ? volume : nz(cumVol[1]) + volume

  vwapValue = cumPV / cumVol

  // Plot VWAP in blue

  plot(vwapValue, title = “VWAP”, color = #2962FF)

  

  Probulder code:
  // PRC_VWAP intraday (VWAP only, HLC3 version)
  // SAME LOGIC, explicit HLC3 instead of typicalprice
  // 09.01.2020
  // Nicolas @ http://www.prorealcode.com
  // Modified: explicit HLC3if day <> day[1] then
  d = 0
  else
  d = d + 1

  hlc3 = (high + low + close) / 3

  if volume > 0 then
  VWAP = summation[d](volume * hlc3) / summation[d](volume)
  endif
  endif

  if VWAP > VWAP[1] then
  color = 1
  else
  color = -1
  endif

  RETURN VWAP COLOURED BY color STYLE(LINE, 2) AS “VWAP”

  

  pete2626

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  07/26/2025 at 3:53 AM #249109
  pete2626

  Observation:
  On the Nasdaq 100 (US Tech 100 Cash) chart for 24 July 2025 07:00 (Malaysia time), the VWAP lines on TradingView and ProRealTime are offset by several candles, especially around price gaps. Here are two screenshots for reference:

  TradingView (Screenshot_2.png): The VWAP appears at 23,098.7, aligned closely with recent price action.

  

  ProRealTime (Screenshot_3.png): The VWAP seems to deviate noticeably, appearing higher or lower than TradingView’s version.

  

  

  pete2626

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  07/26/2025 at 9:40 PM #249131
  JS

  Hi,
  The first thing that stands out is that the time is not synchronized between PRT and TradingView…
  In TradingView, the VWAP resets at 07:00, whereas in PRT, this happens five hours later…

  2 users thanked author for this post.

  pete2626, Iván

  

  JS

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  07/27/2025 at 6:43 PM #249137
  pete2626

  Hi JS,

  Thanks so much for pointing that out ! I really appreciate it. I’ve adjusted the code, and now the VWAP is fully synchronized between PRT and TradingView. Everything looks aligned!

  1 user thanked author for this post.

  JS

  

  pete2626

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