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Cargocult VWAPx with custom anchoring working

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@cargocultscience cargocultscience released this 15 Feb 22:46
· 6 commits to main since this release
26db18e

Author of VWAPx version 2 added anchoring but it does not work as I would expect. As written, anchoring will not be recurring by time of day in the same way that start of session works. Therefore I updated the VWAPx version 2 code to instead support time of day custom anchoring.

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The chart below demonstrates NQ with two instances of VWAPx configured. One resets at 8:30am CST and the other resets at "start of session" for NQ which is defined as 5:00 pm CST.

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