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Wvap Session Time

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    Wvap Session Time

    Hi!

    I have noticed a bug of the built in WVAP and that is on the open hours settings

    If i choose "NQ" "Data Series" CME Index ETH and then put a WVAP on the chart and put the settings within the WVAP on CME Index RTH

    It still shows up to be on ETH, so the WVAP wont show to the correct open hours 9:30, it seem to only react to what the "Data series settings" regardless what settings are in WVAP.

    Can you guys fix this in the next update please

    /Thanks

    #2
    Hi Mberg, thanks for your note.

    If you are using the OrderFlow VWAP make sure your reset interval is set to Session. I am getting expected results when testing between RTH and ETH. What type of chart are you looking at? Minute, tick, renko, etc.

    I look forward to hearing from you.
    Chris L.NinjaTrader Customer Service

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      #3
      Hi! Im looking at a NQ 233 Tick chart, and the Orderflow Wvap is set to Session with RTH

      Comment


        #4
        Hello Mberg,

        Thanks for your post.

        I have taken screenshots below showing the test taken on my end. In my tests, the ETH chart shows additional bars but the VWAP plots are associated with the RTH bars and matches the RTH chart.

        Note that with a tick based chart, the time in which ticks start counting will affect the bars made. We can then see slight differences comparing the ETH chart with the RTH chart even though the VWAP indicator is using RTH. (Indicator plots are synchronized to the data series we apply them against.)

        Please let me know if I can be of further assistance.
        Attached Files
        JimNinjaTrader Customer Service

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