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
Could anyone help please?