Intraday vwap scanner with price range.

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

  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

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  PriceCond = 0 IF close >= 10 AND close <= 25 THEN    PriceCond = 1 ENDIF

  Many thanks,
  Wayne

  

  ThePenntChemist

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  02/05/2021 at 4:48 PM #160477
  Nicolas

  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]

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  d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)   PriceCond = close >= 10 AND close <= 25 and close>=vwap   screener[pricecond]

   

  

  Nicolas

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  02/06/2021 at 2:10 AM #160500
  ThePenntChemist

  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

  1	PriceCond = close >= 0.020 AND close <= 1.000 and close >= vwap

   

  

  ThePenntChemist

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