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Does anyone who use TradingView notice the VWAP they have does not fit as snug as the VWAP in DAS?

I have played with the settings and it just seems quite a bit off still, anyone have any ideas? Thanks.

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they count it like this

 

There are five steps in calculating VWAP:

1. Calculate the Typical Price for the period. [(High + Low + Close)/3)]
2. Multiply the Typical Price by the period Volume (Typical Price x Volume)
3. Create a Cumulative Total of Typical Price. Cumulative(Typical Price x Volume)
4. Create a Cumulative Total of Volume. Cumulative(Volume)
5. Divide the Cumulative Totals. 

VWAP = Cumulative(Typical Price x Volume) / Cumulative(Volume)

 

but changing the charts from 5 to 15 or 1 or 2 minutes can give you different results if the VWAP is changing accroding to the chart or in some apps it can be sticky counted form 5 min chart. So it might depend on the chart you are looking at or the app you are using. In IB trading platform the difference is even bigger.

 

 

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