etiquette sur les SD de VWAP daily?

• 05/07/2025 at 11:25 AM #246865
  geroniman

  meme question sur les standard deviation de 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))

  SDup1 = vwap+sd
  SDlw1 = vwap-sd
  SDup2 = vwap+sd*2
  SDlw2 = vwap-sd*2
  SDup3 = vwap+sd*3
  SDlw3 = vwap-sd*3
  SDup4 = vwap+sd*4
  SDlw4 = vwap-sd*4
  SDup5 = vwap+sd*5
  SDlw5 = vwap-sd*5
  SDup7 = vwap+sd*7
  SDlw7 = vwap-sd*7
  endif

  RETURN VWAP as “VWAP”, SDup1 as “upper 1 STD”,SDup2 as “upper 2 “,Sdup3 AS “upper 3 “,Sdup4 AS “upper 4 “,Sdup5 AS “upper 5 “,Sdup7 AS “upper 7 “,Sdlw1 as “lower 1”,Sdlw2 as “lower 2”,sdlw3 as “lower 3”,sdlw4 as “lower 4”,sdlw5 as “lower 5”,sdlw7 as “lower 7”

  

  geroniman

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  05/07/2025 at 3:09 PM #246870
  Iván

  La réponse est la même, mais dans ce cas nous aimerions éviter que si écrit sur chaque voile vous puissiez définir que seulement cela sera discuté sur la dernière voile avec l'instruction suivante (sur la première ligne) :

  defparam drawonlastbaronly=true

  1	defparam drawonlastbaronly=true

  Par exemple, vous souhaitez afficher la valeur de sd ensuite :

  defparam drawonlastbaronly=true 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)) SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 SDup4 = vwap+sd*4 SDlw4 = vwap-sd*4 SDup5 = vwap+sd*5 SDlw5 = vwap-sd*5 SDup7 = vwap+sd*7 SDlw7 = vwap-sd*7 endif drawtext("SD: #sd#",barindex+5,close) RETURN VWAP as "VWAP", SDup1 as "upper 1 STD",SDup2 as "upper 2 ",Sdup3 AS "upper 3 ",Sdup4 AS "upper 4 ",Sdup5 AS "upper 5 ",Sdup7 AS "upper 7 ",Sdlw1 as "lower 1",Sdlw2 as "lower 2",sdlw3 as "lower 3",sdlw4 as "lower 4",sdlw5 as "lower 5",sdlw7 as "lower 7"

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  defparam drawonlastbaronly=true   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))   SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 SDup4 = vwap+sd*4 SDlw4 = vwap-sd*4 SDup5 = vwap+sd*5 SDlw5 = vwap-sd*5 SDup7 = vwap+sd*7 SDlw7 = vwap-sd*7 endif   drawtext("SD: #sd#",barindex+5,close)   RETURN VWAP as "VWAP", SDup1 as "upper 1 STD",SDup2 as "upper 2 ",Sdup3 AS "upper 3 ",Sdup4 AS "upper 4 ",Sdup5 AS "upper 5 ",Sdup7 AS "upper 7 ",Sdlw1 as "lower 1",Sdlw2 as "lower 2",sdlw3 as "lower 3",sdlw4 as "lower 4",sdlw5 as "lower 5",sdlw7 as "lower 7"

  

  Iván

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  05/08/2025 at 12:08 PM #246899
  geroniman

  merci Ivan, j’ai mis cette instruction sur l’ OPR 15mn  et il n ‘affiche que les OPR du jour , pas les jours précédents. Or les OPR precedents sont tres utiles pour trouver  des HIGH/LOW. Donc cette instruction  (defparam drawonlastbaronly=true) n’et pas suffisante pour que les niveaux ne soient affichés qu’une seule fois et que les niveaux des jours précédents soient également affichés

  

  geroniman

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