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Table of Contents

Better VWAP 2.0

  • Parameters
Anchor at Session start vs Anchor at start from TF. 
 
If anchor at session start is selected, the VWAP will be anchored at the start of the trading session for the instrument. If anchor at start from TF is selected, the VWAP will be anchored at the start time of the last bar from the selected timeframe. 
 
 
Data Source: Specifies whether bar data (faster, a little less accurate) or tick data (much slower but more accurate) should be used for the calculation 
 
In case “Ticks Data” is selected, then the last two options specify how much tick data should be preloaded at start-up. This is important if you want to drag the VWAP to a new anchor point in the past and to avoid a lengthy reloading process.