above VWAP

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  • #252771 quote
    Zasinas2000
    Participant
    New

    can someone help me with the code:

     

    MinDailyCapital = 100000
    // The minimum total capital traded today, yesterday, or the day before. Capital is calculated as price * volume.

    MinPrice = 1
    // The minimum price of each security.

    MaxPrice = 20
    // The maximum price of each security.

    SCREENER [(volume[2] * DClose(2) > MinDailyCapital or volume[1] * DClose(1) > MinDailyCapital or volume * DClose(0) > MinDailyCapital)AND close > MinPrice AND close < MaxPrice AND (close / DClose(1) – 1) * 100 > 5](abs(1 – close / DClose(1)) * 100 AS “var”)
    // Sorting criteria of results: highest variations in price today (gains or losses).

    I need it the price would be above VWAP,

    #252792 quote
    Iván González
    Moderator
    Master

    Hi. Here you have:

    MinDailyCapital = 100000
    
    MinPrice = 1
    
    MaxPrice = 20
    
    setup = (volume[2] * DClose(2) > MinDailyCapital or volume[1] * DClose(1) > MinDailyCapital or volume * DClose(0) > MinDailyCapital)AND close > MinPrice AND close < MaxPrice AND (close / DClose(1)-1) * 100 > 5
    
    if intradaybarindex=0 then //day<>day[1] then
       d=1
       VWAP=typicalprice
    else
       d=d+1
       if volume >0 then
          VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
       endif
    endif
    
    screener[setup and close>VWAP]
    
    robertogozzi thanked this post
    #252798 quote
    robertogozzi
    Moderator
    Master

    Please post your topic in the correct forum:

    •  ProRealTime Platform Support: only platform related issues.
    • ProOrder: only strategy topics.
    • ProBuilder: only indicator topics.
    • ProScreener: only screener topics
    • General Discussion: any other topics.
    • Welcome New Members: for new forum members to introduce themselves.

    I moved it from ProBuilder. Thanks 🙂

    #252799 quote
    Zasinas2000
    Participant
    New

    hi, yes but price must be 1-20 usd. thanks.

    #252803 quote
    robertogozzi
    Moderator
    Master

    @Zasinas2000

    Do not double post. Ask your question only once and only in one forum. All double posts will be deleted anyway so posting the same question multiple times will just be wasting your own time and will not get you an answer any quicker. Double posting just creates confusion in the forums.

    This topic will be closed.

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above VWAP


ProScreener: Market Scanners & Detection

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This topic contains 4 replies,
has 3 voices, and was last updated by robertogozzi
4 months, 1 week ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 10/21/2025
Status: closed
Attachments: No files
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