VWAP in Range Bars

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  • #244436 quote
    efahmy
    Participant
    Average

    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 VWAP-in-Range-Bars.jpg
    #244450 quote
    JS
    Participant
    Senior

    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
11 months, 3 weeks 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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