VWAP not calculating Labor Day holiday

ProfileGuy

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Joined
Apr 13, 2023
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Hey guys

My weekly Vwap (red dashed line) is flat from over night and through Monday. Yes it was a short trading day but the vwap was flat and did not calculate anything. Now the weekly Vwap is starting new but a day late.

I did place an Anchor Vwap in place of the regular vwap to demonstrate the difference between the two.

Market in the example is NQ Futures 9/1/2025

Any help on fixing this bug ?

Thanks
 

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I was actually wondering this myself. Seems that MW doesn't calculate holidays (or at least that's my guess).

I don't use vwap but I do use TPO and VP and Neither of them calculated anything on Sunday or Monday NY session. It did start back during the evening session. I thought maybe there might be a setting in preferences that says something like "Don't calculate hoilday hours" or something fairly obvious, but no dice. Maybe someone else can chime in if there's a way to fix this.

PS. I also checked SierraChart and all holidays (VP, TPO, VWAP) load there just fine
 
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