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Order Flow VWAP Weekly

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    Order Flow VWAP Weekly

    I am successfully using
    VWAPValue = OrderFlowVWAP(VWAPResolution.Tick, TradingHours.UseDataSeriesSettingsInstance, VWAPStandardDeviations.Three, 1, 2, 3);

    && (Close[0] > VWAPValue.VWAP[0]))​

    This give me the Daily Order Flow VWAP and I can get the Standard Deviations as well.
    I can do the Order Flow VWAP on the chart for Weekly, but that has the opening parameter Reset Interval set to Weekly.
    It appears there is no way to get the Order Flow VWAP Weekly in NinjaScript. Is this correct? Or is there a way???
    Many Thanks

    #2
    Hello, thanks for writing in. We added the reset interval option after the initial release, so there were no new overrides to account for it. You can set the reset interval like this:
    Code:
    vwapSession = OrderFlowVWAP(VWAPResolution.Standard, Bars.TradingHours, VWAPStandardDeviations.Three, 1, 2, 3);
    vwapWeek = OrderFlowVWAP(VWAPResolution.Standard, Bars.TradingHours, VWAPStandardDeviations.Three, 1, 2, 999);
    vwapWeek.ResetInterval = VWAPResetInterval.Week;
    vwapWeek.SD3Multiplier = 3;​

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