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Feb 26, Been a little bit as I have been a little busy outside of trading traveling and do some side work so I have not been completely focused in on trading. Yesterday, I did not take any trades. Today was a different story. Got a nice move on $AMD only for it to stop me out and then make the move down. Overall a great setup and I executed the trade well.

I got in touch with DAS engineers and it turns out that it's not a bug (which I had also assumed it was), but actually a deliberate way to calculate VWAP in two different ways. On the montage, the VWAP is calculated by using every intraday price tick and weighting by volume; this is usually the textbook definition of VWAP and is what pro terminals like Bloomberg use. The graphs, on the other hand, weighting the volume during each candle against a price calculated using the (high+low+close)/3 of that candle. This is why for particularly volatile stocks, you'll see discrepancies across timeframes. If in doubt, use the montage's value.