Time Anchored VWAP

Viewing 3 posts - 1 through 3 (of 3 total)
  • Author
    Posts
  • 04/26/2020 at 10:13 AM #128162 quote
    snow_onar
    Participant
    Senior

    Hello
    What are the settings for an intraday 1 min chart. I would like define 3 anchored vwap:

    2 am, 7 am and 9:30 am.

    Thanks a lot for your support.

    04/27/2020 at 10:37 AM #128382 quote
    Nicolas
    Keymaster
    Master

    I made this specific code to anchor the VWAP on a specific intraday time:

    //time anchored VWAP
//SAME VERSION AS THE ORIGINAL VWAP FROM THE PLATFORM
//27.04.2020
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

timestart = 070000

if time=timestart then
d=0
drawtext("➤",barindex,typicalprice,dialog,bold,20)
else
d=d+1
if volume >0 then
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
endif
endif

if vwap>vwap[1] then
color = 1
else
color = -1
endif


RETURN VWAP coloured by color STYLE(LINE,1) as "VWAP"

    The start of the VWAP is labelled with an arrow.

    08/16/2023 at 12:04 PM #219178 quote
    KumoNoJuzza
    Participant
    New

    Hi,

    I would like to compute the VWAP with a sliding interval as per the attached pic.

    Should I amend the code as follow ?

    //time anchored VWAP
//SAME VERSION AS THE ORIGINAL VWAP FROM THE PLATFORM
//27.04.2020
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

timestart = currenttime-010000

if time=timestart then
d=0
drawtext("➤",barindex,typicalprice,dialog,bold,20)
else
d=d+1
if volume >0 then
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
endif
endif

if vwap>vwap[1] then
color = 1
else
color = -1
endif


RETURN VWAP coloured by color STYLE(LINE,1) as "VWAP"
  • Author
    Posts
Viewing 3 posts - 1 through 3 (of 3 total)
  • You must be logged in to reply to this topic.

Time Anchored VWAP


ProBuilder: Indicators & Custom Tools

New Reply
Author
author-avatar
snow_onar @snow_onar Participant
Summary

This topic contains 2 replies,
has 1 voice, and was last updated by KumoNoJuzza
2 years, 5 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 04/26/2020
Status: Active
Attachments: 2 files
Logo Logo
Loading...
Do you like cookies? 🍪 We use cookies to ensure you get the best experience on our website. (Learn more)
©2026 ProRealCode - Trading & Coding with ProRealTime™