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