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.
It looks like it still resets at midnight, which is not quite right for futures
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