Intraday vwap scanner with price range.

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02/05/2021 at 4:17 AM #160399 quote
ThePenntChemist
Participant

Average
Hello,

Is there a screener that can scan current candle close at or above >= intraday vwap with the option of select price range as part of the condition:

So far I’ve found the partial code for the price range condition, unsure how the vwap can be added in?
```
PriceCond = 0
IF close >= 10 AND close <= 25 THEN
   PriceCond = 1
ENDIF
```
Many thanks,
Wayne
02/05/2021 at 4:48 PM #160477 quote
Nicolas
Keymaster

Master
Here is the code with the VWAP condition added:
```
d = max(1, intradaybarindex)
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)

PriceCond = close >= 10 AND close <= 25 and close>=vwap

screener[pricecond]
```
02/06/2021 at 2:10 AM #160500 quote
ThePenntChemist
Participant

Average
Thank you very much Nicolas. The price range is working and does scan stock’s current candle close at or above of vwap.

In comparison of two screeners run the same settings at 5mins and had them sorted by % change with >=vwap. It seem the PRT screener has pick up less %change stocks. Any idea why?
```
PriceCond = close >= 0.020 AND close <= 1.000 and close >= vwap
```
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Intraday vwap scanner with price range.

ProScreener: Market Scanners & Detection

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ThePenntChemist @thepenntchemist Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by ThePenntChemist
5 years, 1 month ago.

Topic Details

Forum:	ProScreener: Market Scanners & Detection
Language:	English
Started:	02/05/2021
Status:	Active
Attachments:	1 files

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