Price Cross VWAP Intraday

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

  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"

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  // 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

  

  TRezin

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

  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. 🙂

  

  Vonasi

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  10/24/2018 at 10:02 PM #83478
  TRezin

  Hello,

  Thanks for the information and will do that next time.

  Tony

  

  TRezin

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

  Try replacing lines 19-20 with:

  Result = close crosses under vwap Screener[Result](Result as "VWA")

  1 2	Result = close crosses under vwap Screener[Result](Result as "VWA")

   

  

  robertogozzi

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  10/25/2018 at 6:08 AM #83486
  TRezin

  Hi, Will give it a try and see.

  Thanks for you help

  Tony

  

  TRezin

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