Dan Beaulieu

This would be super handy for use with web sockets. Reactive Extensions internals would be a major plus... possibly consider [Dynamic Data](https://dynamic-data.org) as well, which is what I'm currently using.

@lppkarl Could you provide some high-level guidance on this by chance? I'm attempting to wire this indicator up on my own but it looks like the closest base class to...

@lppkarl Alright, I _believe_ I may have this correct. The data I have at my disposal is IEX data, which, if I understand correctly doesn't reflect volume accurately. I'll seek...

@lppkarl The magenta line is VWAP. Notice how it basically resets or normalizes at the beginning of the day? By defauly, VWAP only shows you the current days data, which...

Whoops, just noticed you said: _If it's the case, just pass the minutes data in input per each day._ I'll give this a shot

@lppkarl I was about to ask if you wanted me to submit a pull request. However, I noticed you actually already have a branch with a VWAP implementation. Is there...

@lppkarl I understand. How do you feel about testing against market data and a chart? That's how I've been testing your indicators and it's been working very well. Basically I...

Yes, for example in the image I shared above (a few posts back) I have VWAP (magenta). In my unit tests I ensure my indicator settings are exactly the same...

Merged master into the VWAP branch and added 3 passing unit tests with fresh data. Pull Request https://github.com/lppkarl/Trady/pull/83 @lppkarl

I'd need to see an example of what you are attempting to do. I haven't looked at this code in a while... but why can't you just do something like:...