Is there a known reason why this happens?
Using examples from the documentation here (settigns: standard resolution, RTH, reset for each session) the various VWAP and band values are initialized to zero if this is the first session start in the data loaded. If the session is not the first session in the data loaded, it seems as though the values are initialized using (in part) values from the previous session.
Days to load set to zero:
Days to load set to 1:
The reason I'm looking at this is I was comparing the values from the calculations in the code I'm using to the values displayed on the chart and you can see that they differ. While trying to troubleshoot that I noticed this difference in how the first values are treated.
I'm happy to provide code if necessary but it's part of some much more complicated code so I was hoping maybe this was a known type of user error I could ask about.
Otherwise let me know and I can dig into the code and try to get a snippet working that recreates this and I can post that rather than the entire strategy.
Comment