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VWAP in Range Bars

efahmy · 2025-02-27T19:29:31+00:00

Same char but 1.0 point per bar, and 2.7 point per bar. Same VWAP daily, but reading in one chart 2880.1 but on the other chart is reading 2888.1 ?????!!!!!

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VWAP in Range Bars

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02/27/2025 at 8:29 PM #244436 quote

efahmy
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Same char but 1.0 point per bar, and 2.7 point per bar. Same VWAP daily, but reading in one chart 2880.1 but on the other chart is reading 2888.1 ?????!!!!!

VWAP-in-Range-Bars.jpg

02/28/2025 at 8:50 AM #244450 quote

JS
Participant

Master

Yes, this discrepancy is expected when using range bars instead of time-based bars…

Due to the different settings of the “Range bars” (non-time-based bars), these bars will update at different times (and volumes), causing the VWAP to also vary…

Iván González and robertogozzi thanked this post
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VWAP in Range Bars

Platform Support: Charts, Data & Broker Setup

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efahmy @efahmy Participant

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This topic contains 1 reply,
has 2 voices, and was last updated by JS
1 year, 7 months ago.

Topic Details

Forum:	Platform Support: Charts, Data & Broker Setup
Language:	English
Started:	02/27/2025
Status:	Active
Attachments:	1 files

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VWAP in Range Bars

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VWAP in Range Bars Platform Support: Charts, Data & Broker Setup

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VWAP in Range Bars

Platform Support: Charts, Data & Broker Setup