Issue with VWAP Session Reset

Futures Trading Platforms Optimus Flow
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1

Hi there,

I’m having an issue with the Daily VWAP resetting one hour after the session open, instead of the open itself. I’m on Eastern Time and have my Sessions set to reflect NY hours, with an ETH start time of 6pm.

However, each day’s VWAP carries over into the first hour of ETH, ending at 7pm., at which point the VWAP resets for the latest session. Below is a screenshot of the issue. VWAP is in pink, and the crosshair is the vertical line at the 7pm mark, which is where VWAP starts. The step profile in the photo is for the Full Day session (6pm-5pm) and respects the session start time.

VWAP
VWAP2560×1348 370 KB

Similarly, when I set the VWAP to only the RTH session, the VWAP resets one hour after the open, at 10:30am. Anything up until that point, including the first hour of RTH (9:30am-10:30am), is the VWAP carried over from the prior session. The screenshot below shows the VWAP in pink, resetting at 10:30am.

vwap2
vwap21609×1015 187 KB

Does anyone have an idea why this is happening? I’m loving the platform so far except for this issue, which is a big one.

Thanks in advance for any insight or fixes.

Cheers!

2

Hello. Did you solve this? I had a problem with VWAP plotted one hour after the NY session began. This was after daylight savings last month. What fixed it for me was to open a new chart and adding a fresh VWAP.