I was hoping to get help setting up my platform. Because of my day job, I am limited where I am permit to trade. The platform I am using doesn't have VWAP as a native indicator, but you can customize Volume Weighted Moving Average with 'Period' and 'Source' variables.
I have set Source to 'Open' and Period to 1.
It doesn't look quite right. In the below case, orange.
I suppose I should have included the legend, this is a one minute 9/17
Any thought?
Mike O'B
Denver, Co