Hi, I have found code of VWAP for intraday with a starting time, but I am unable to amend it to get a sliding VWAP as per the attached snapshot. Is it possible to compute something like? // VWAP Computation Timestart=Time-010000 if time=Timestart then d=0 else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif endif Thanks for your help