I had applied VWAP indicator on 15 min timeframe chart and was getting the backtest result after using CTB.
But why am I not getting any backtest results after changing the interval to 1 day?
@ninjatrader You cannot backtest VWAP in 1D timeframe with or without using CTB because VWAP is an intraday indicator and it is not supported in 1D timeframe. If you try to plot the VWAP indicator in 1D timeframe, you will receive a message on the chart stating that ‘VWAP is Intraday only’. Hence, to backtest with the VWAP indicator, you need to choose the timeframes smaller than 1D like 5 min, 15min, 1HR etc.
Note- Even though you may get the backtest result while running the CTB in 1D timeframe for VWAP, you won’t be able to verify it on the chart. Therefore, we advice you to run the CTB in smaller timeframes using the VWAP indicator.