mrtools wrote: Thu Jan 13, 2022 6:03 am From Mladen Rakic:
Original vwap is calculated as a sort of sliding simple moving average of volume weighted price
This variation is instead using sliding ema for that. See the comparison of the 2 : read is the original, blue is this one :
Looking forward to Mr. mrtools / Banzai's consideration: Make Step VHF adaptive VMA.mq5 a histo version. Infinite merit!
