Anchored VWAP High and Low

• 02/20/2022 at 2:06 PM #188565
  JackD

  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

  

  JackD

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

  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")

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  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")

  

  Nicolas

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  02/23/2022 at 4:29 AM #188688
  JackD

  Great thank you so much!!! 🙂

  

  JackD

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