Hello.
I struggle understanding what is VWAP.
The first and not obvious thing, how is it calculated in every point on time ?
Lets suppuse that my time intervals are 1 minnute.
The sigma summation runs ONLY on everything that happened in SPECIFIC time interval (which is analized) or does the sigma summation runs on the entire day from the beginning including the last analized period of time ?
I struggle understanding what is VWAP.
The first and not obvious thing, how is it calculated in every point on time ?
Lets suppuse that my time intervals are 1 minnute.
The sigma summation runs ONLY on everything that happened in SPECIFIC time interval (which is analized) or does the sigma summation runs on the entire day from the beginning including the last analized period of time ?
