Anchored VWAP High and Low

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    Posts
  • 02/20/2022 at 2:06 PM #188565 quote
    JackD
    Participant
    Junior

    Hi,

    Would it be possible to get a Anchored VWAP indicator for the daily high and the daily low? There is one on Tradingview but I cant seem to find anything close on PRT

    Cheers,

    Jack

    02/21/2022 at 9:24 AM #188593 quote
    Nicolas
    Keymaster
    Master

    The below code will compute and plot in real time the VWAP anchored on both daily high and daily low:

    if dhigh(0)>dhigh(0)[1] then 
starthigh=barindex
endif
if dlow(0)<dlow(0)[1] then 
startlow=barindex
endif 

dh = max(1, barindex-starthigh)
dl = max(1, barindex-startlow)

VWAPh = SUMMATION[dh](volume*typicalprice)/SUMMATION[dh](volume)
VWAPl = SUMMATION[dl](volume*typicalprice)/SUMMATION[dl](volume)


RETURN VWAPh coloured("red"), vwapl coloured("green")
    02/23/2022 at 4:29 AM #188688 quote
    JackD
    Participant
    Junior

    Great thank you so much!!! 🙂

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Anchored VWAP High and Low


ProBuilder: Indicators & Custom Tools

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JackD @jackd Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by JackD
3 years, 11 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 02/20/2022
Status: Active
Attachments: No files
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