@jamiespips Thanks for sharing. Somehow I find the indicator can't be anchored to the first two intra-day bars for newly listed IPO stocks, for example the stock BYND. Does the indicator requires at least two bars' data to calculate? thanks,
@PatrickKonig, 1min VWAP and 5min VWAP is all the same. All normally anchored from the open of each day, regardless the timeframe it’ll plot the same line. That’s why so many people use it: it’s effective because everybody is looking at the same line/price levels.
If you're on daily or weekly, you need to set the time to 09:30am for US markets (use the debug mode to find out the correct time for any other markets). If you're working on intraday than set it to whatever time you want.