A few questions about execution on lower timeframes and weekly vwap #1132
Description
I am looking to plot indicators off of a 5 minute chart but still execute on the 1minute. I currently am resampling into 5 minute bars but I am ending up with plots that look like this:
I am also seeking to do a weekly vwap calculation but even if I get it to not calculate until there is enough data to do so, I am constantly running into errors when it comes to running the backtest and plotting, any recommendations?