VWAP Daily coding

• 08/12/2021 at 2:25 PM #175181
  efahmy

  How I can code if the price greater or less than VWAP??

  

  efahmy

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  08/13/2021 at 8:39 AM #175218
  robertogozzi

  There you go:

  //VWAP calculation // NoSunday = 0 //1=skip Sunday's IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol = 0 ENDIF IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND Not NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol = SumVol + Volume VWAP = SumVolPrice / SumVol ENDIF ENDIF Cond = (close > VWAP) + ((close < VWAP) * -1) //1=above -1=below

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  //VWAP calculation // NoSunday = 0            //1=skip Sunday's IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN    SumVolPrice = 0    SumVol      = 0 ENDIF IF Volume > 0 THEN    IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND Not NoSunday) THEN       SumVolPrice = SumVolPrice + (Volume * close)       SumVol      = SumVol      + Volume       VWAP        = SumVolPrice / SumVol    ENDIF ENDIF Cond = (close > VWAP) + ((close < VWAP) * -1) //1=above  -1=below

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  eckaw, Midlanddave, efahmy

  

  robertogozzi

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