If I am in a hurry to use the code in this strategy, how should I work around it?
Status changed from New to Fixed
You can fix it by replacing the line:
__vvap=__ohlcvTotal/__volumeTotal
with:
if __volumeTotal = 0 then __volumeTotal= 1 ; if VWAPPeriod<4 then __vvap =AvgPrice else __vvap=__ohlcvTotal/__volumeTotal;
We already have this fix in TS code, I'll update the attachment in codebase.