How to extend VWMA using GetAllDataForSymbol ?
Author: imedplb344
Creation Date: 3/8/2017 4:08 AM
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imedplb344

#1

3/8/2017 4:08 AM

I am using the GetAllDataForSymbol utility to load all back data for SMA and VWMA moving averages. My code is:

CODE:
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The SMA series works properly and begins at the start date. However the VWMA series does not start until the nth bar (where n is the averaging period).

Any thoughts on what I am doing wrong?
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LenMoz

#2

3/8/2017 5:05 AM

Shouldn't the input to VWMA be "b"?
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imedplb344

#3

3/8/2017 5:23 AM

Perfect! Thanks.
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