SCREENER SU VWAP MESE E ANNO

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11/28/2025 at 1:19 PM #254038 quote

Participant

Senior

Buon giorno chiedevo due screener con i seguenti parametri:

a) screener su grafici daily che estragga i titoli che PASSANO LA MEDIANA del vwap mensile così da monitorare eventuali entrate buy su azioni

b) screener su grafici daily che estragga i titoli che PASSANO LA MEDIANA del vwap annuale così da monitorare eventuali entrate buy su azioni

Grazie mille.

12/01/2025 at 7:30 PM #254132 quote

robertogozzi

Moderator

Legend

Ecco quello MENSILE:

/*
VWAP custom      (uguale a VWAP Bands custom, basta rendere invisibili le bande)

PRC_VWAP intraday
(SAME VERSION AS THE ORIGINAL VWAP FROM THE PLATFORM)
09.01.2020
Nicolas @ www.prorealcode.com
Sharing ProRealTime knowledge
*/

if Month <> Month[1] then
   d=0
else
   d=d+1
   if volume >0 then
      VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
   endif
   //sd    = std[d](abs(typicalprice-vwap))
   //SDup1 = vwap+sd      //Upper 1 STD
   //SDlw1 = vwap-sd      //Lower 1 STD
   //SDup2 = vwap+sd*2    //Upper 2 STD
   //SDlw2 = vwap-sd*2    //Lower 2 STD
   //SDup3 = vwap+sd*3    //Upper 3 STD
   //SDlw3 = vwap-sd*3    //Lowper 3 STD
endif
Cond = close CROSSES OVER VWAP
SCREENER[Cond]

e quello ANNUALE:

/*
VWAP custom      (uguale a VWAP Bands custom, basta rendere invisibili le bande)

PRC_VWAP intraday
(SAME VERSION AS THE ORIGINAL VWAP FROM THE PLATFORM)
09.01.2020
Nicolas @ www.prorealcode.com
Sharing ProRealTime knowledge
*/

if Year <> Year[1] then
   d=0
else
   d=d+1
   if volume >0 then
      VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
   endif
   //sd    = std[d](abs(typicalprice-vwap))
   //SDup1 = vwap+sd      //Upper 1 STD
   //SDlw1 = vwap-sd      //Lower 1 STD
   //SDup2 = vwap+sd*2    //Upper 2 STD
   //SDlw2 = vwap-sd*2    //Lower 2 STD
   //SDup3 = vwap+sd*3    //Upper 3 STD
   //SDlw3 = vwap-sd*3    //Lowper 3 STD
endif
Cond = close CROSSES OVER VWAP
SCREENER[Cond]

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