VWAP on Real Time Data

Optuma Forums Optuma Scripting VWAP on Real Time Data

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  • #56629
    AvatarKim
    • Topics: 11
    • Replies: 9
    • Posts: 20

    Hi,

    When I run the script below on a 1 minute chart, or anything less than a day, the offset VWAP value is from the prior day(s) rather than the prior bars. The correct value is shown on a VWAP tool on the chart.

    Is there something I’m missing? There usually is!! 🙂

    Thanks – and a Happy New Year to everyone!!

     

    VWCheck = VWAP() ;

    VW1 = VWCheck[1] < CLOSE()[1] ;
    VW2 = VWCheck[2] < CLOSE()[2] ;
    VW3 = VWCheck[3] < CLOSE()[3] ;
    VW4 = VWCheck[4] < CLOSE()[4] ;

    VWTrue = VW1 and VW2 and VW3 and VW4 ;

    VWTrue

     

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