Daily VWAP time zine

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  • 08/16/2024 at 3:34 AM #236422 quote
    efahmy
    Participant
    Average

    Could you please, help in how to adjust the daily VWAP to the Australian time zone

    08/16/2024 at 10:15 AM #236426 quote
    robertogozzi
    Moderator
    Master

    This is the classic VWAP indicator:

    if day <> day[1] then
   d = 0
else
   d = d + 1
   if volume > 0 then
      VWAP = SUMMATION[d](volume * typicalprice) / SUMMATION[d](volume)
   endif
endif
RETURN VWAP as "VWAP"

    simply replace line 1 by:

    if Time = HHMMSS then

    where HHMMSS is a 6-digit number formed by using 2 digits for the hour + 2 digits for the minute + 2 digits for the second (usually 00, unless you use seconds as TF). This is the time you choose to reset VWAP daily.

    08/16/2024 at 10:22 AM #236427 quote
    efahmy
    Participant
    Average

    Many thanks mate

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Daily VWAP time zine


Platform Support: Charts, Data & Broker Setup

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efahmy @efahmy Participant
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This topic contains 2 replies,
has 2 voices, and was last updated by efahmy
1 year, 6 months ago.

Topic Details
Forum: Platform Support: Charts, Data & Broker Setup
Language: English
Started: 08/16/2024
Status: Active
Attachments: No files
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