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 because some of my volumes are negative, indicating either buy or sell. How do I adjust the indicator to correctly calculate a VWAP based on my data?
Best regards,
Bjarke Svane