Vwap different on multi time frame

[t3chn0]

hello,
my Order Flow Vwap shows different levels on multi time frame. Is any way to set up session to shows the same level on multi time frame ?
Thank you

[NinjaTrader_Jim]

Hello t3chno,

Thanks for your post.

Order Flow VWAP would be applied to one input data series. I am not sure what you mean by it showing different levels with multi time frame.

Could you elaborate on your issue and how this is set up and what you are viewing that is unexpected? Screenshots can help to illustrate.

Attaching a Screenshot

To send a screenshot with Windows 7 or newer I would recommend using Window's Snipping Tool.

Click here for instructions

Alternatively to send a screenshot press Alt + PRINT SCREEN to take a screenshot of the selected window. Then go to Start--> Accessories--> Paint, and press CTRL + V to paste the image. Lastly, save as a jpeg file and send the file as an attachment.

Click here for detailed instruction

I look forward to hearing from you.

[t3chn0]

Thank you for fast reply.
As you can see vwap mark is on different levels. Most different is 30 second timeframe.

[NinjaTrader_Jim]

Hello t3chno,

You can set the Resolution property of the VWAP indicator to use a Tick resolution and have the indicators set to calculate OnEachTick or OnPriceChange so the current plot values have the same results.

Let us know if there is anything else we can do to help.

[t3chn0]

I can set Tick resolution and the indicators to calculate OnEachTick for 30 sec and 1 minute. When I change for 5 min and more historical data are not loaded.
I don't need to have Vwap for every timeframe but need to know which setup is correct one. Difference between two setups is 1 usd, values shows 14.19 (standard / on change price) and 15.19 (tick / on each tick). When I open PC, data need time to load, Maybe that's why is difference ? can I set up start sessions on exact time ?
Thank you for your time

[NinjaTrader_Jim]

Hello t3chno,

Standard resolution would be less accurate and Tick resolution would be most accurate. OnEachTick may be more than necessary, and OnPriceChange may be desired so the indicator is less CPU impacting.

The issue you are having with larger charts not loading with Tick resolution may be due to the amount of data loaded. Tick resolution will require that single tick data is present for the full chart's duration and this will result in longer loading times, and if the data cannot be fetched, (I.E. your data provider does not have tick data going that far back) the indicator would not be able to calculate it's plots properly.

I generally suggest configuring workspaces so they load as little data as possible, just enough for your indicators to work. If you need to look further back, you can always open a new chart once the workspace loads.

If you need to have some charts with Standard resolution, just be sure that the Tick resolution would be most accurate.