TWS - Problem with VWAP

[gaz0001]

Hi All,

Anyone else having issues with VWAP?

It does not report correctly on any chart time, and reports differently accross all chart time frames for the same ticker.

Attached is a picture of my VWAP Study settings, and 3 completely random charts with 5m and 1m side by side showing the difference in the VWAP.
(VWAP is the Yellow Dash).

Anyone else having the same issue? Anyone else know how to fix it?
Or am i a complete idiot and have the wrong study setup??

TiA

 

[xandman]

Try Log off/log on.

 

[gaz0001]

Try Log off/log on.

Sorry, forgot to mention.

Its been like this since March, through many different versions.
All tickers.

Can someone please check their vwap on 5m and 1m charts. Surely it can't just be me.

 

[Metamega]

Well seems normal to me. It’s based off the close of candle so a 5 min candle holds 5 1 minute volume bars. Going to throw the averages off.

Only way they’d be the same is if you had a 1 min vwap overlay on a 5 minute chart.

 

[gaz0001]

Well seems normal to me. It’s based off the close of candle so a 5 min candle holds 5 1 minute volume bars. Going to throw the averages off.

Only way they’d be the same is if you had a 1 min vwap overlay on a 5 minute chart.

Really?
VWAP is Price x Volume / Volume.

So VWAP should be identical on the irregardless of the chart timeframe.