Is there any working intraday VWAP?

axellus · 2019-12-17T21:11:14+00:00

Hello, I am trying different VWAP indicators but none of them seem to work. For example when I try https://www.prorealcode.com/prorealtime-indicators/vwap-intraday/ I get the result i attached in this post. I’ve tried other VWAP indicators and all of them give very strange results similiar to that one. I would really appriciate getting a VWAP indicator with bands to work. Best regards,

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05/07/2021 at 8:22 AM #169004 quote

Florian
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Hello, First of all, I really want to thank you Nicolas, for the enormous work you do on a daily basis to improve our understanding of the programming tools associated with PRT. I wanted to go back to the tapes associated with the daily VWAP on PRT. The formula "VWAP = SUMMATION [d] (volume * typicalprice) / SUMMATION [d] (volume)" is correct. There is no doubt about it. On the other hand, I programmed the different standard deviations with the formula "sd = std [d] (abs (typicalprice-VWAP))" and I obtain results which absolutely do not match those of PRT. I suggest you see this difference in the attachment. Thanks for your feedback

05/13/2021 at 7:56 AM #169554 quote

Florian
Participant

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Hello, Do you have an answer to my question concerning the programming of the standard deviations of the VWAP to stick to the different "Standard Deviation" proposed by PRT in version 11? Thanks in advance

09/23/2021 at 9:59 AM #178200 quote

Karen
Participant

Average

I’m not sure if it’s just me or general issue, but the code from the indicator doesn’t match platform’s VWAP line. Yet, the line from PRC_VWAP intraday code is 100% identical to the line, that’s drawn by VWAP = SUMMATION[x](volume*typicalprice)/SUMMATION[x](volume) code. I am seeing this on every stock in US markets.

04.51.27.png

01/25/2023 at 9:12 AM #208169 quote

Nicolas
Keymaster

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For reference purpose, this version version should work as the original indicator of the platform: https://www.prorealcode.com/topic/vwap-band-indicator/#post-196713
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