TOS VWAP

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ljones

New member
I posted a reply to a posting on anchored vwap. I am trying to figure out how TOS calculates vwap and it looks like they are starting each day from the open rather than summing from the beginning of the time period of the chart. Is this a correct interpretation? I am interested in vwap on the daily chart. I find the anchored vwap is lining up with hand calculations but deviating big time from the TOS vwap

 
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BenTen

BenTen

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@ljones That's correct. VWAP will start fresh at the beginning of each day. You can find more info about it here. The Anchored VWAP which was shared on here multiple times will allow you to use it on different timeframes.

 
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S

Slip

New member
Are you aware of a vwap for TOS that works on a range bar chart? The standard vwap seems to work only on minute charts. Thanks!

 
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BenTen

BenTen

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@Slip VWAP doesn't seem to support Range Bars at the moment. I just tested out on ThinkorSwim and it's not working for me either.

 
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