Question about WVAP in range chart,

As I marked, several HH/LH have been numbered, at the beginning, for example, number 6, in chart 1, was just at the WVAP, then, as the price coming down, the WVAP value decreased. So the number 6 comes above WVAP.

I don't know how is WVAP calculated, but in minute chart, it seems ok but in range chart it's always floating???

CHART1

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CHART2

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CHART3

The VWAP is not floating or repainting.

There are two possible explanations for your observations:


(a) you have selected a different anchor point or session templates between charts 1 or 2

(b) you have refreshed your chart via F5, which replaces real-time data with historical data


The issue (b) may happen, if the volume data supplied with real-time price data differs from the volume data supplied with historical price data.

For example Interactive Brokers does not supply correct volume data for many instruments. Once you refresh via F5 the (estimated) volume that comes with real-time data is replaced with historical back fill, which is completely different.

Fat Tails 

The VWAP is not floating or repainting. There are two possible explanations for your observations: (a) you have selected a different anchor point or session templates between charts 1 or 2 (b) you have refreshed your chart via F5, which replaces real-time data with historical data The issue (b) may happen, if the volume data supplied with real-time price data differs from the volume data supplied with historical price data. For example Interactive Brokers does not supply correct volume data for many instruments. Once you refresh via F5 the (estimated) volume that comes with real-time data is replaced with historical back fill, which is completely different.

You are right, Fat Tails, thank you.

After refreshing the chart, everything seems back to normal. I think the problem is due to some parameters that I may have accidentally changed earlier~