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Anchored VWAP High and Low

JackD · 2022-02-20T13:06:49+00:00

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

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Anchored VWAP High and Low

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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

Legend
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
4 years, 7 months ago.

Topic Details

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

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Anchored VWAP High and Low

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Anchored VWAP High and Low ProBuilder: Indicators & Custom Tools

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Anchored VWAP High and Low

ProBuilder: Indicators & Custom Tools