Start point for daily VWAP? | Traders Hideout - futures trading strategies, market news, trading charts and platforms

Traders Hideout

Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons


Start point for daily VWAP?

  #1 (permalink)

Chicago, Illinois
Trading Experience: Advanced
Platform: Ninjatrader, TT, InvestorRT
Broker/Data: Advantage Futures, Ninja/TT and InvestorRT/IQFeed.
Favorite Futures: Treasury futures
Posts: 302 since Nov 2010
Thanks: 193 given, 851 received

Start point for daily VWAP?

When calculating daily VWAP, do most market participants consider the beginning of the trading day to be 1) the end of previous day RTH 2)the beginning of the evening session prior to today's RTH 3)the beginning of today's RTH 4)something else?

Visit my futures io Trade Journal Reply With Quote