I am a beginner and I am facing the problem that my VWAP indicator is preventing the start in live mode (in backtesting it works fine)

I have called in Initialize()

vwap = VWAP(_symbol,390);
SetWarmup(TimeSpan.FromMinutes(390));

and in OnData I have added:

if (!vwap.IsReady) return;

According to my understanding, I expected to have the VWAP indicator ready since the beginning thanks to the SetWarmup.

Am I doing something wrong?

Thank you,
Gianluca

 

 

 

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