VWAP cross in last X bars query on VWAP calculation

• 04/15/2021 at 10:42 AM #167142
  Philstrading

  Hi

  I’m just looking at the vwap and wanted to screen for crosses in last 10 bars say, so below I have combinations of codes commented out and a loop to check the last 10 bars shown – (been trying to see why its not working).

  However the results when setting to 2 minutes dont reflect the desired outcome,

  I’m assuming its to do with the VWAP calculation probably being calculated with too few candles, as the code whan on charts requires sufficient for it to start the calculation from the start of the day… I’m unable to get the platform VWAP up it only adds it to price, and  preloadbars doesnt seem to be an option… So I’m limited with screeners but have functionality for many others, its just the VWAP calculation causing an issue…

  Any pointers?

  PRT V11 Premium

  Screener code not reflecting VWAP I think

  d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) mybarcount=10 mycross=low<vwap and high>vwap //or low[1]<vwap and high[1]>vwap or low[2]<vwap and high[2]>vwap or low[3]<vwap and high[3]>vwap or low[4]<vwap and high[4]>vwap or low[5]<vwap and high[5]>vwap or low[6]<vwap and high[6]>vwap or low[7]<vwap and high[7]>vwap or low[8]<vwap and high[8]>vwap or low[9]<vwap and high[9]>vwap or low[10]<vwap and high[10]>vwap Result1=0 For z= Mybarcount Downto 0 Do result1=result1+(mycross[z]) Next If result1>0 then vwapcross=1 endif //mycross=close crosses over vwap //mycross2=close crosses under vwap SCREENER(vwapcross)

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  d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) mybarcount=10 mycross=low<vwap and high>vwap //or low[1]<vwap and high[1]>vwap or low[2]<vwap and high[2]>vwap or low[3]<vwap and high[3]>vwap or low[4]<vwap and high[4]>vwap or low[5]<vwap and high[5]>vwap or low[6]<vwap and high[6]>vwap or low[7]<vwap and high[7]>vwap or low[8]<vwap and high[8]>vwap or low[9]<vwap and high[9]>vwap or low[10]<vwap and high[10]>vwap Result1=0 For z= Mybarcount Downto 0 Do result1=result1+(mycross[z]) Next If result1>0 then vwapcross=1 endif //mycross=close crosses over vwap //mycross2=close crosses under vwap SCREENER(vwapcross)

   

  

  Philstrading

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  04/15/2021 at 11:06 AM #167150
  robertogozzi

  Use brackets for selection:

  SCREENER[vwapcross]

  1	SCREENER[vwapcross]

  Parentheses are used for the sorting criterium (if any).

   

  

  robertogozzi

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  04/15/2021 at 11:19 AM #167151
  Philstrading

  Ok sorted I think

  Code below works at first glance.. just a logic issue so recapped and this seems to reflect a cross in last X number of bars

  VWAP CRoss Overs in last X bars

  d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) mybarcount=10 For z= Mybarcount Downto 0 Do if close[z] crosses over vwap[z] or close[z] crosses under vwap[z] then mycross=1 break else mycross=0 endif Next SCREENER[mycross]

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  d = max(1, intradaybarindex) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) mybarcount=10 For z= Mybarcount Downto 0 Do if close[z] crosses over vwap[z] or close[z] crosses under vwap[z] then mycross=1 break else mycross=0 endif Next SCREENER[mycross]

   

  

  Philstrading

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