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Distanza in punti e in % dal VWAP

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Forum ProRealTime Italiano
ProOrder: Trading Automatico & Backtesting
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

Legend

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

New Reply

Author

Gabriele Battista @gabriele_battista Participant

Summary

This topic contains 1 reply,
has 2 voices, and was last updated by Iván González
1 year, 5 months ago.

Topic Details

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

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Distanza in punti e in % dal VWAP

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Distanza in punti e in % dal VWAP ProOrder: Trading Automatico & Backtesting

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Distanza in punti e in % dal VWAP

ProOrder: Trading Automatico & Backtesting