Tiki VWAP - Add Second Reset or Second Session

Custom Indicators
1

I’m currently using Tiki VWAP - this VWAP is fantastic because you set a session time, such a fantastic tool!

But one enhancement I’d love to add is a second reset of the VWAP.

This is because I want to start the VWAP calculation at 09:30 but also reset the calculation at 16:00 when regular trading hour ends and electronic trading hour starts.

I tried poking around with the code, but I quickly broke it. I decided to call it quits when smoke started coming out my machine :slight_smile:

Could anyone help please?

2

I have a code in pinescript that i use to have the vwap reset for the three major stock markets, tokyo, london and new york. But i too would like this feature be added to tradovate. I actually want to do away with tradingview, since order execution is not as robust as it is in tradovate.

3

New here, where do I download this indicator script?

Thank you in advance! :slight_smile: