Tick-based VWAP independent of chart timeframe

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.

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Upvoters
Status

In review

Board

💡 Feature Request

Date

1 day ago

Author

Jian

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