What in the world is this VWAP doing?

Shortline

Member
Joined
Jan 15, 2021
Posts
21
Likes
4
Take a look at the VWAP below for Monday 1/18/21. Martin Luther King Holiday so the futures market was only open for a partial day. This is a 5 min RTH only chart of MESH1.

Is there a way to define holiday's in MW and eliminate that data from the chart?
 

Attachments

  • WTH VWAP.png
    WTH VWAP.png
    77.3 KB · Views: 46

Antares66

Well-known member
Joined
Nov 6, 2020
Posts
54
Likes
5
I noticed a strange behaviour on CLPS (stock) today. The VWAP on the one minute chart shows a strange 90 degree up move. When changing to a higher timeframe the vwap acts normal.
 
Top