thanks for your kind reply. however I tried, I think the result is still not I want.
1. Jforex VolumeWAP indicator result, see below picture
the VWAP value is 144.420 for 2016-Dec-07 candle stick. (VWAP time is 2016-Dec-06, but it's actually 2016-Dec-07 based on Jforex platform time)
2. I downloaded historcial tick data of Dec-06 & Dec-07 from Dukascopy website. and calculated VWAP using my formula (Cumulative (tick bid Volume x tick bid Price) / Cumulative (tick bid Volume)) from first tick @UTC 22:00 2016-Dec-06 to last tick @ UTC 21:59 2016-Dec-07.
and the VWAP value is 143.923
so I think jforex VWAP indicator is not using the universal VWAP algorithm.
I don't know whether your technical team can make a new VWAP indicator based on universal algorithm.
it's hard for jforex user to make it because it needs process huge size tick data (hundreds of G for all the currency pair). our laptop can't store such huge cache data.
appreciate a lot for considering my suggestion!
thanks!