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I just switched from TOS to TWS and noticed there is no VWAP line available. Is there any plug in/script that can be added to add this line on my charts?
Can you help answer these questions from other members on NexusFi?
Sadly there is no plot line VWAP indicator for intraday that I'm aware of in TWS, there is as mentioned above a VWAP study in the volume section but its calculation is based on standard period deviations only and does not track simple intraday VWAP.
I and many other have been begging IB to add the single line plot indicator with no luck for ages. The only thing you can do with TWS is show VWAP on the quote zone area, that will display an accurate reading but only in numeric formatting.