Previous day vWAP on Intraday Chart

[Maxime]

Hello.

I realy like the vWAP indicator on the intraday chart.  Is there the possibility to have a previous day vWAP (used by a lot of traders in the industry) on the Intraday charts?

Having a seperate indicator, would also enable both a daily and previous day vWAP indicator.

Thanks.

[Mike Medved]

VWAP is a continuously updating indicator - that is, it is recalculated on each candle.

What would a previous day's VWAP show - a line across the chart for the day with the value of VWAP on the last candle of the previous day?

I could add that to the VWAP indicator as an option I guess. If that what you'd like?

[Maxime]

Previous day vWAP would be the same as intraday vWAP but instead of having an anchor point on opening price, it would be on previous day opening price.

Here is an exemple.  (Big Red line)

Thanks.  This would be a great add to the intraday charts view.

[Mike Medved]

" instead of having an anchor point on opening price, it would be on previous day opening price."...

I am looking at the picture you posted and the thick red line at the beginning of 5/7 does not look to be where the opening price of 5/6 was...