Current issue: VWAP and its standard deviation bands can differ when switching chart timeframes, creating inconsistent reference levels for the same market session.
Please add a tick/trade-based calculation mode for VWAP and its ±1SD, ±2SD, and ±3SD bands. Calculate VWAP using actual trade prices and volumes, and volume-weighted standard deviation using the same underlying trades, instead of the current chart’s aggregated OHLC/HLC3 data.
Expected behavior: For the same instrument, data feed, session boundaries, and trade history, VWAP and all deviation bands should be identical at the same timestamp across 1-minute, 5-minute, 15-minute, and other chart timeframes, including historical and live calculations.
Trading value: Consistent levels would improve multi-timeframe analysis and provide reliable references for entries, exits, and risk management when switching charts.
Please authenticate to join the conversation.
In review
💡 Feature Request
1 day ago

Jian
Get notified by email when there are changes.
In review
💡 Feature Request
1 day ago

Jian
Get notified by email when there are changes.