How would you manually remake the vwap function in the fundamentals?

[armeredtech]

I cant seem to find a way to make a match for a 1 candle vwap ma for testing reasons.

 

[SleepyZ]

I cant seem to find a way to make a match for a 1 candle vwap ma for testing reasons.

If you are asking how to reference the VWAP indicator, it is: reference VWAP(). Otherwise the use of VWAP() without the word reference is the fundamental price of VWAP, just as with other price types, like, close, high, low, etc...

 

[armeredtech]

If you are asking how to reference the VWAP indicator, it is: reference VWAP(). Otherwise the use of VWAP() without the word reference is the fundamental price of VWAP, just as with other price types, like, close, high, low, etc...

no im trying to back door the VWAP indicator on to spx with $TVOLSPC and need to remake the fundamental price of vwap() using high low close and cant seem to get it to work

 

[Joshua]

By all accounts, it should be hlc3, if you're referring to the fundamental vwap rather than the built-in vwap() study. Every single source I could find describes that part of the formula as typical price * volume, with typical price being (high + low + close) / 3. On the other hand, TOS's own built-in vwap() study uses the vwap fundamental for typical price, as in vwap * volume rather than hlc3 * volume, but the vwap fundamental doesn't line up with hlc3. Its close, but its not the same. I honestly don't know what TOS's vwap fundamental is supposed to represent. The use of hlc3 appears to be the universal standard everywhere except TOS... I think I also remember some threads about TOS's vwap study not perfectly lining up with vwap from other platforms, and I am now of the opinion is that TOS's version is incorrect.

 

[harik4ever]

By all accounts, it should be hlc3, if you're referring to the fundamental vwap rather than the built-in vwap() study. Every single source I could find describes that part of the formula as typical price * volume, with typical price being (high + low + close) / 3. On the other hand, TOS's own built-in vwap() study uses the vwap fundamental for typical price, as in vwap * volume rather than hlc3 * volume, but the vwap fundamental doesn't line up with hlc3. Its close, but its not the same. I honestly don't know what TOS's vwap fundamental is supposed to represent. The use of hlc3 appears to be the universal standard everywhere except TOS... I think I also remember some threads about TOS's vwap study not perfectly lining up with vwap from other platforms, and I am now of the opinion is that TOS's version is incorrect.

Did anyone found out how tos calculates vwap? I tried hlc/3 but it doesnt match to tos's vwap. I am breaking my head now because no matter what I do, I am not able to match to tos's vwap.