Calling an indicator on certain specified times

snucke · 2020-06-12T10:51:28+00:00

Hi! I want to use VWAP in a strat on DAX30 but since DAX30 does not give any volume at certain times i get a division by zero error and the start stops from pro order. So i wonder if someone can help me with only calling the vwap indicator for example between 03.00-22.00, is that possible? d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) if(intradaybarindex=0) then endif if vwap>vwap[1] then color = 1 else color = -1 endif RETURN VWAP coloured by color STYLE(LINE,2) as "VWAP"

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06/12/2020 at 11:51 AM #135708 quote
snucke
Participant

Veteran
Hi!

I want to use VWAP in a strat on DAX30 but since DAX30 does not give any volume at certain times i get a division by zero error and the start stops from pro order.

So i wonder if someone can help me with only calling the vwap indicator for example between 03.00-22.00, is that possible?
```
d = max(1, intradaybarindex)
 
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
if(intradaybarindex=0) then
endif
 
 
if vwap>vwap[1] then
color = 1
else
color = -1
endif
 
RETURN VWAP coloured by color STYLE(LINE,2) as "VWAP"
```
06/12/2020 at 4:04 PM #135765 quote
robertogozzi
Moderator

Legend
Yes, in the CALLing strategy use:
```
IF Time >= 030000 AND Time <= 220000 THEN
   MyVWAP = CALL Vwap
ENDIF
```
you can use OpenTime, instead of Time, as it best suits your needs.

I wrote “CALL Vwap” assuming the name is VWAP, but it can be any name.

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Calling an indicator on certain specified times

ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
6 years, 3 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	06/12/2020
Status:	Active
Attachments:	No files