Changing reset time for VWAP indicator has no effect. This matters for futures and now the value resets at midnight, which is wrong
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The VWAP indicator is set up for !SecurityType.Future - so all assets except futures!
I wonder what the motivation was for that?
I wonder what the motivation was for that?
I think it's safe to remove that constraint. Anyone using VWAP with futures now can get the same result setting the time to the time of day of the last bar.
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