Hello,

Can anyone recommend where to download the multiple day VWAP for NT8?

Thanks!

Fat Tails 

21 days would be rolling month, 5 days a rolling week. For me personally a rolling month is good for the bigger picture. But then I am also after a rolling week, which tells me a lot about the current trend. Below are chart for CL with the monthly and weekly rolling VWAP.

Hey Fat Tails,

Were you able to convert this into nt8? I'm looking for the plot of the previous day VWAP close.