VWAP@Time

VWAP@Time

Another version of the VWAP indicator for intraday traders, this time you can set the “startTime” and the “endTime” of its plot with a time in “hhmmss” format (modify it in the indicator settings).

The VWAP formula is:

VWAP = Sum (Price[t] x Volume[t])  / Sum(Volume[t])

For example in the image above I have set two VWAP@Time on the DAX 100ticks:

– the first has startTime=80000, endTime=153000 (and 2, 2,5, 3 as devs)
– the latter has startTime=153000, endTime=220000 (and 2, 2,5, 3 as devs)

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Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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