Hi, I am trying to calculate VWAP where it uses all data from the beginning of each day (including premarket), and resets after each day. I saw this post: 


which seems to have a solution and also seems to be almost the same question as mine. However I am having difficulty implementing the indicator in my own code. It does not seem to be resetting after each day, or if it is it is still using data from the previous day. I also tried using the Reset() method from the documentation (https://www.quantconnect.com/lean/documentation/topic29400.html) but I don't think it is doing what I expect either. I attached a backtest (which is based off of the responder's backtest here


), the code meant to reset VWAP is on lines 99-101 and 124-126. If someone knows the issue it would be greatly appreciated if they could offer guidance. Thanks.