What formula does Zerodha use for VWAP calculation

ms9491

Below is my Java code to get VWAP . The vwap obtained from below logic is not matching with what in see in Zerodha.
I am using 20 candles (each of 10 mins in this case). Does Zerodha also uses 20 candles or any other number.

public double getVwap(double[] close, long[] volume){

        double vwap = 0.0;
        long totVol = 0;

        try{

            for(int i=close.length-2 ; i>(close.length-22); i--){
                double closePr = close[i];
                long vol = volume[i];
                totVol=totVol+vol;
                vwap = vwap+(closePr*vol);
            }
            vwap = vwap/totVol;

        }catch(Exception e){
            e.printStackTrace();
        }

        return vwap;
    }

sujith

You can find everything here.

hitman1980

VWAP is calculated from scratch at the start of everyday .. So if u r taking 20 candles from the mid of the day than it won't show u the same figure as in Zerodha charts ..

Ur calculation need to start from first candle of the day ..