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macropunting
22 янв 2022 г., 14:50

rth vwap 

E-mini S&P 500 FuturesCME

Описание

Plots the RTH (regular trading hours) VWAP. This is intended for instruments with volume only and mostly for futures. Time zone is set to EST, but start and end times of the VWAP can be configured. Standard setting is set to US equity index futures regular trading hours of 9:30 EST to 16:00 EST.
Комментарии
arthur819
Thanks for this script, very helpful. Is there anyway to add standard deviations to this?
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