VWAP - as a condition

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weemac
Posts: 1239
Joined: Mon Sep 16, 2013 8:16 pm

The last 10 minutes is irrelevant if the N/R was taken out prior to that and you were measuring VWAPs during the earlier time period. In any case, I can see that it would be almost impossible for BA to accurately reflect the impact of N/Rs on VWAPs.
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