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I am running the following in a watchlist ; but I noticed that it doesn’t fire correctly for any security for which the price goes out 4 decimals or more. For example, TOS thinks /6J (Yen futures) Vwap is .0092 when it is actually .0091863. The difference is substantial. Do you know of a fix for this?
plot VW = reference Vwap(); def shared_vwap_1 = VWAP(); addLabel(yes, VW); AssignBackgroundColor( if price == shared_vwap_1 within 5 bars then color.CYAN else color.GRAY); #end
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