Price Cross VWAP Intraday

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  • 10/24/2018 at 7:40 PM #83468 quote
    TRezin
    Participant
    Junior

    Hello,

    Can anybody help me. I am trying to create a scan than looks for the price close below VWAP 150 intraday 3min chart.

    Below I got the following from ProRealtime but not quite what I am looking for. I dont want to use bands but only the VWAP 150.

    // VWAP DID
m = 150

vw = volume*close
vwsum = SUMMATION[m](vw)
volsum = SUMMATION[m](volume)
vwap = vwsum/volsum
//stv= STD[m] ( vwap ) //(close)
//upline = vwap + stv
//dnline = vwap - stv
//
///////////////////////

//upline1 = vwap + stv * 2
//dnline1 = vwap - stv * 2
//upline2 = vwap + stv * 3
//dnline2 = vwap - stv * 3
//cc = customclose

Screener (close crosses under vwap as "VWA")

//RETURN vwap AS "VWAP" , upline AS "upper band" , dnline AS "lower band" , cc as " customclose " , upline1 AS "upper band 1" , dnline1 AS "lower band 1" , upline2 AS "upper band 2" , dnline2 AS "lower band 2"

    Appreciate any help on this scan.

    Thanks

    Tony

    10/24/2018 at 9:13 PM #83470 quote
    Vonasi
    Moderator
    Master

    Please use the ‘Insert PRT Code’ button when posting code to make it more readable for others. I have tidied up your post for you. 🙂

    10/24/2018 at 10:02 PM #83478 quote
    TRezin
    Participant
    Junior

    Hello,

    Thanks for the information and will do that next time.

    Tony

    10/25/2018 at 12:11 AM #83479 quote
    robertogozzi
    Moderator
    Master

    Try replacing lines 19-20 with:

    Result = close crosses under vwap
Screener[Result](Result as "VWA")
    10/25/2018 at 6:08 AM #83486 quote
    TRezin
    Participant
    Junior

    Hi, Will give it a try and see.

    Thanks for you help

    Tony

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Price Cross VWAP Intraday


ProScreener: Market Scanners & Detection

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TRezin @trezin Participant
Summary

This topic contains 4 replies,
has 3 voices, and was last updated by TRezin
7 years, 4 months ago.

Topic Details
Forum: ProScreener: Market Scanners & Detection
Language: English
Started: 10/24/2018
Status: Active
Attachments: No files
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