I run a strategy based on the VWMA indicator on futures (ES etc.). I have enabled plot so I can see the indicator on the chart as the strategy runs. The resolution is 1-sec and the chart style "Line on Close". The problem is that after a while the indicator line plot is getting way off the line plot of the closing price of the future. When I Reload the Script the chart changes again. Please see the relevant attachments (pre & after).
This phenomenon affects my strategy and I need to constant reload the script to allow this to run as planned. Do you know why this happens? The future plot is based on close price and the indicator is calculated based on ask/bid price.
thanks
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