The Candle’s multiday VWAP needed to match the reference used at the trading desk. That required defining the calculation from actual Thinkorswim behavior rather than relying on a generic label.
01Specified
Anchor multiday VWAP by trading days
The working definition uses cumulative volume-weighted typical price over the selected trading-day range. A longer range expands the anchor rather than changing because the chart uses minute bars.
02Testing
Build the consolidated calculation
The first implementation used one-minute consolidated bars and exposed the TOS-style result as a diagnostic before replacing the existing orange reference.
03Implemented
Protect the accepted checkpoint
The feature branch passed its tests and Release build. The accepted v0.3 checkpoint subsequently preserved the TOS-compatible behavior as a stable milestone.
WHAT WE LEARNED
Make agree with the reference used to trade.
- Indicator names are not specifications.
- Matching a workflow requires matching the anchor, session inclusion, source data, and calculation.
NEXT
Validate the line before giving it more prominence.
- Complete the visual comparison.
- Continue hardening long-running recovery.
- Expand presentation only after the reference remains dependable.