cargocultscience
released this
15 Feb 22:46
·
6 commits
to main
since this release
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.
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.