VWAP intraday not working anymore in version 11

• 10/06/2019 at 10:20 PM #109453
  jbeagle2

  The indicator VWAP intraday programmed by Nicholaus does not seem to function in V11.1   I think it is the intradaybarindex function that no longer functions normally in v11.1. Anybody else having problems with this function or the VWAP intraday indicator in V11.1?

  

  jbeagle2

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  10/07/2019 at 10:40 AM #109501
  Nicolas

  You are right, there is something not working. I think that there’s an issue with SUMMATION instruction.

  A quick test:

  d = max(1, intradaybarindex) return d, SUMMATION[d](volume)

  1 2 3

  d = max(1, intradaybarindex)   return d, SUMMATION[d](volume)

  We can see that while d is incrementing to make our dynamic period, the summation seems to not use it at all to make the sum of volume.. I will report it, you should do the same and refer this topic.

  In the meantime you can use the VWAP bands indicator which is a default one of the platform, that is working correctly.

  

  Nicolas

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  10/10/2019 at 8:54 AM #109781
  Nicolas

  FYI, a fix for dynamic period for this specific instruction (SUMMATION) will be shortly deployed.

  

  Nicolas

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  10/15/2019 at 10:36 AM #110191
  Nicolas

  It has been fixed today in the most recent version of PRT v11.1

  SUMMATIOn instruction now accept correctly period as a variable.

  

  Nicolas

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  10/15/2019 at 2:58 PM #110252
  jbeagle2

  Thank you so much for your help!

  

  jbeagle2

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