USA VWAP

2019년 9월 2일

Future traders commonly watch both the globex VWAP (all time) and the US session VWAP (9:30am to 4:00pm). Trading view's built-in VWAP indicator plots the globex VWAP. The USA VWAP indicator overlays the US session VWAP (using hlc3) onto any futures asset. It works for stocks too, but it would be the exact same thing as using the builtin VWAP indicator.

2019년 9월 2일

릴리즈 노트

Update preview to just show the USA VWAP indicator.

2019년 9월 4일

릴리즈 노트

chart now overlays by default...oops

minor code cleanup

2019년 9월 30일

릴리즈 노트

The starting and ending time is now correct.

This has been tested and works on ES1!, NQ1!, YM1!, and RTY1!.

I have another study, Oil Pit VWAP for CL1! and I am working on one for the gold pit, GC1!.

Seems like trading view thinks the bell rings at 9:30 for stocks and 8:30 for futures?? Strange...oh well.