Distanza in punti e in % dal VWAP

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  • 03/27/2025 at 4:56 PM #245355 quote
    Gabriele Battista
    Participant
    Senior

    Vorrei scrivere un indicatore che mi consenta di calcolare la distanza del close della candela dal VWAP in punti e in %. E’ possibile?

    03/28/2025 at 9:31 AM #245376 quote
    Iván González
    Moderator
    Master

    Ecco qui 

    //----------------------------------------------//
// VWAP
//----------------------------------------------//
if day<>day[1] then
d=1
VWAP=typicalprice
else
d=d+1
if volume >0 then
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
endif
sd = std[d](abs(typicalprice-vwap))
endif
//----------------------------------------------//
// Distance
//----------------------------------------------//
dist=close-vwap
distP=round((close/vwap-1)*100,2)
//----------------------------------------------//
RETURN distP  as "Dist%" style(histogram), 0
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Distanza in punti e in % dal VWAP


ProOrder: Trading Automatico & Backtesting

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Author
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Gabriele Battista @gabriele_battista Participant
Summary

This topic contains 1 reply,
has 2 voices, and was last updated by Iván González
10 months, 2 weeks ago.

Topic Details
Forum: ProOrder: Trading Automatico & Backtesting
Language: Italian
Started: 03/27/2025
Status: Active
Attachments: No files
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