Anchored VWAP

Viewing 5 posts - 16 through 20 (of 20 total)
1 2
  • Author
    Posts
  • 01/07/2019 at 12:06 PM #88098 quote
    Nicolas
    Keymaster
    Master

    We are not providing TOS script on our forums. For private paid assistance you can send a query on this page: Programming services

    01/07/2019 at 7:33 PM #88124 quote
    rossneptune
    Participant
    New

    Thank you, Nicholas. Will do

    03/26/2019 at 5:44 AM #94696 quote
    rossneptune
    Participant
    New

    Sorry, but what platform then was this script written for? Are you providing scripts for Trading View?

    03/26/2019 at 8:09 AM #94697 quote
    Nicolas
    Keymaster
    Master

    Our website is dedicated to programming for the ProRealTime trading platform.

    06/25/2021 at 9:43 AM #172397 quote
    Luciole
    Participant
    Senior

    Hello,

    It seems there is an issue with the SD.

    They just remains with same value.   (snapshot attached).

     

    I tried to use another vwap code using MTF and adding the SD to it, but the work around isnt showing anything besides the mtf vwap:

    // --- settings
startDate = 20210621
startTime = 20000
viewSD = 1
// --- end of settings


timeframe (15 minutes,updateonclose)
VWAP=undefined
SDup1 = undefined
SDlw1 = undefined
SDup2 = undefined
SDlw2 = undefined
SDup3 = undefined
SDlw3 = undefined
 
if opendate=startDate and opentime=starttime then
startbar=barindex
flag = 1
endif
 
if opendate>=startDate and flag then
barcount=barindex-startbar
d = max(1, barcount)
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)


if(barcount=0) then
sd = 0
else
sd = SUMMATION[d](max(abs(high-vwap),abs(vwap-low)))/d
endif

if viewSD then
SDup1 = vwap+sd
SDlw1 = vwap-sd
SDup2 = vwap+sd*2
SDlw2 = vwap-sd*2
SDup3 = vwap+sd*3
SDlw3 = vwap-sd*3
endif

if vwap>vwap[1] then
color = 1
else
color = -1
endif
endif
 
RETURN VWAP as "VWAP dev weekly"
  • Author
    Posts
Viewing 5 posts - 16 through 20 (of 20 total)
1 2
  • You must be logged in to reply to this topic.

Anchored VWAP


ProBuilder support

New Reply
Author
author-avatar
jaysay @jaysay Participant
Summary

This topic contains 19 replies,
has 1 voice, and was last updated by Luciole
4 years, 7 months ago.

Topic Details
Forum: ProBuilder support
Language: English
Started: 10/17/2017
Status: Active
Attachments: 2 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™