I’m trying to edit your code to build a VWAP that resets outside of mkt hours… eg, this new indicator would have a VWAP between 0930-1600 and then it resets and is a new VWAP between 1600-0930. I have this code so far to distinguish the time:
The logic behind this is that I trade futures which are a 24 hour market - so the VWAP during business hours is calculated cumulatively for only business hours, and then it resets for the overnight trading.
Thanks ever so much for your help!
ALCC-Trading
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@jamiespips, did you get it ? , im also traying to plot only the CME VWAP session, i was wondering if you already hve it ?
cheetahcapital1
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@jamiespips, Can I get this edited version please? I am trading the ES and so this would be very helpful.