etiquette sur les SD de VWAP daily?

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • 05/07/2025 at 11:25 AM #246865 quote
    geroniman
    Participant
    Junior

    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”

    05/07/2025 at 3:09 PM #246870 quote
    Iván González
    Moderator
    Master

    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

    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"
    05/08/2025 at 12:08 PM #246899 quote
    geroniman
    Participant
    Junior

    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

  • Author
    Posts
Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

etiquette sur les SD de VWAP daily?


ProBuilder : Indicateurs & Outils Personnalisés

New Reply
Author
author-avatar
geroniman @geroniman Participant
Summary

This topic contains 2 replies,
has 2 voices, and was last updated by geroniman
9 months ago.

Topic Details
Forum: ProBuilder : Indicateurs & Outils Personnalisés
Language: French
Started: 05/07/2025
Status: Active
Attachments: No files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™