Time Anchored VWAP

• 04/26/2020 at 10:13 AM #128162
  snow_onar

  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.

   

   

  

  snow_onar

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

  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"

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  //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.

  

  Nicolas

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

  Hi,

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

  Should I amend the code as follow ?

  sliding VWAP

  //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"

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  //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"

   

  

  KumoNoJuzza

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