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

Legend
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
Author

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