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I'm not sure you've understood the question though: Does VWAP even apply on an INTER-Day level? Each day would have a VWAP point, and you could join them all together with a line, but the market would never really pull away from that line would it? At least that's how I understand it at present. If you plot VWAP INTRA-Day then the price will at some times be above and other times be below, but I'm not sure there's a day to day VWAP concept is there?
Cheers,
Can you help answer these questions from other members on NexusFi?
Here's a new release.
Modifications :
* corrected problem on QCollector esignal
* now millisecond time stamps sent real time as well
* added a three-state status when recording : OK,KO and NotNeeded. With the new version, the write file is not opened …
Version 2.5 October 27, 2019
The Current Day VWAP is the volume-weighted average price (VWAP) of a security for the current days trading session. The VWAP gives a fair reflection of the market conditions throughout the trading day and is probably …