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by BjarkeSvane
Wed Oct 06, 2021 6:43 am
Forum: Highcharts Stock
Topic: Is Highcharts VWAP point range limited ?
Replies: 3
Views: 445
 
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Re: Is Highcharts VWAP point range limited ?

Thank you for taking the time to answer. Unfortunately the params.period was not the issue. It seems to me like the VWAP calculation does not use the entire series, when the number of data points is very large. Instead I implemented the calculation server-side and plot it as a new series, which work...
by BjarkeSvane
Mon Sep 27, 2021 7:53 am
Forum: Highcharts Stock
Topic: Is Highcharts VWAP point range limited ?
Replies: 3
Views: 445
 
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Is Highcharts VWAP point range limited ?

Hi, I suspect that there is an issue with the automatic calculation of the Volume Weighted Average Price (VWAP), in that it seems to only calculate the average from a limited number of points. Is this correct? And if so, how do I correct the code to instead base the VWAP on the entire series? I noti...
by BjarkeSvane
Fri Sep 17, 2021 9:47 am
Forum: Highcharts Stock
Topic: VWAP with price and positive/negative volumes
Replies: 3
Views: 683
 
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Re: VWAP with price and positive/negative volumes

Hi, Thanks for answering. I played around a bit and figured that I could make a hidden series with data=Math.abs(volumedata), and then use that for the VWAP calculation. It would probably be cleaner to make a custom indicator, but this method was very easy and seems to work. Best regards, Bjarke Svane
by BjarkeSvane
Wed Sep 15, 2021 8:51 am
Forum: Highcharts Stock
Topic: VWAP with price and positive/negative volumes
Replies: 3
Views: 683
 
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VWAP with price and positive/negative volumes

Hi, I'm currently trying to visualize some price+volume data and want to add a VWAP to the chart. Unfortunately it seems that the calculation is wrong - VWAP increases to above the maximum price used in the calculation, as you can see at 06:45 in the attached screenshot. I suspect that this is becau...

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