VWAP in Range Bars

  • This topic has 1 reply, 2 voices, and was last updated 21 hours ago by avatarJS.
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  • #244436

    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 ?????!!!!!

    #244450
    JS

    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…

     

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