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Is there a way to customize the default VWAP study in TOS so that it calculates the VWAP only using data from the current trading day’s market hours? There is a default ‘day’ option but it will include some of the day before, as well as after/premarket data. The goal is showing the true VWAP of today starting at the bell / market open.
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The built-in chart study named "VWAP" that comes with Thinkorswim does exactly this. When set to "Day" the value of the VWAP line resets on the very first bar of each trading day. That is the entire point of Thinkorswim's implementation of the VWAP study. Quote:
Sorry but that is not correct. If you want the VWAP based on only today's trading session then you simply set it to "Day" and remove extended hours trading data from your chart. If you don't think that is correct, then change the chart to any intraday time frame with "Time Interval" set to "Today". (that is a chart setting found in the same location that the time frame is set). A modification is only needed if you require the VWAP to reset at the regular session open on a chart that includes extended hours trading session. Marked as spam
 Posted by Pete Hahn (Questions: 37, Answers: 4084) Answered on July 23, 2020 8:50 pm
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