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VWAP implementation is of MWAP not VWAP #274
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Hi ,
First of all, Thank you for putting such a effort to implement TA lib.
Issue:
Approach to calculate VWAP is of MWAP i.e.. average price over a period of time.
VWAP needs to be calculated for intraday only and its period should be 1 for first intraday candle, 2 for 2nd intraday candle n so on.
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