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Orderflow VWAP across multiple days

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    Orderflow VWAP across multiple days

    Hi, Is it possible to chart Orderflow VWAP across multiple days, say a week or month? using a hidden data series?

    I have attached a screenshot that shows the VWAP restarting the calculation every day. is there a possibility to change the parameters StartTime and EndTime to be "StartDateTime" and "EndDateTime" or something similar to achieve a VWAP across a number of days or weeks or months?

    Thanks,
    Attached Files

    #2
    Thanks for the suggestion. I'll forward this feature request to the Development Team. I'll edit this post once I receive a tracking number.

    EDIT: The tracking number is SFT-3033.
    Last edited by NinjaTrader_PatrickG; 02-13-2018, 03:50 PM.
    Patrick G.NinjaTrader Customer Service

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      #3
      Morning Patrick,

      has there been any update on this subject from NT Development? I'm interrested in a VWAP calculation looking back 2, 3 and 5 days.

      Thx.
      Stefan

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