VWAP Date anchored + ORARIO

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11/14/2024 at 4:49 PM #240381 quote

Edisone

Participant

Average

Salve.

Per un uso su time frame intraday (es.-1H) è possibile aggiungere l’ora/minuti al seguente codice ?

esempio che il vwap sia ancorato sulla barra del giorno es. 202141018 alle ore es. 15.00.

Grazie

Saluti

startDate=20141018

VWAP=undefined
SDup1 = undefined
SDlw1 = undefined
SDup2 = undefined
SDlw2 = undefined
SDup3 = undefined
SDlw3 = undefined

if opendate=startDate then
startbar=barindex
endif
if opendate>=startDate then
barcount=barindex-startbar

d = max(1, barcount)

src = customclose

if volume > 0 THEN
VWAP = summation[d](Volume * src)/summation[d](Volume)
ENDIF

if(barcount=0) then
sd = 0
else
p1 = summation[d](Volume * src)
p2 = summation[d](Volume)
p3 = summation[d](Volume * src * src)
ma = p1/p2
ma2 = p3/p2
sd = SQRT(ABS(ma2 - ma * ma) )
endif

if viewSD then
SDup1 = vwap+sd
SDlw1 = vwap-sd
SDup2 = vwap+sd*2
SDlw2 = vwap-sd*2
SDup3 = vwap+sd*3
SDlw3 = vwap-sd*3
endif

SDup1 = vwap+sd*1
SDlw1 = vwap-sd*1
SDup2 = vwap+sd*2
SDlw2 = vwap-sd*2
SDup3 = vwap+sd*3
SDlw3 = vwap-sd*3

endif

R=1
G=1
B=1

RETURN VWAP coloured(R,G,B) as "VWAP", SDup1 coloured(R,G,B) as "upper 1 STD", SDlw1 coloured(R,G,B) as "lower 1 STD", SDup2 coloured(R,G,B) as "upper 2 STD", SDlw2 coloured(R,G,B) as "lower 2 STD", SDup3 coloured(R,G,B) as "upper 3 STD", SDlw3 coloured(R,G,B) as "lower 3 STD"

11/14/2024 at 5:48 PM #240383 quote

robertogozzi

Moderator

Legend

Cosa intendi per “ancorato“?

11/14/2024 at 6:42 PM #240386 quote

Edisone

Participant

Average

Ancorato nel senso che decidi tu da quale giorno deve inziare il vwap (per semplicità nel codice ho impostato il 18 ottobre 2024).

Vorrei aggiungere la possibilità di decidere anche l’orario per poterlo usare in un time frame intrday.

11/17/2024 at 11:52 AM #240431 quote

robertogozzi

Moderator

Legend

Ecco, ho aggiunto anche l’orara d’inizio (starttime):

once startDate=20240108
once starttime=090000

once VWAP  = undefined
once SDup1 = undefined
once SDlw1 = undefined
once SDup2 = undefined
once SDlw2 = undefined
once SDup3 = undefined
once SDlw3 = undefined

if (opendate=startDate) AND (opentime=starttime) then
startbar=barindex
endif
if (opendate>startDate) or (opendate=startDate) and (opentime>=starttime) then
barcount=barindex-startbar

d = max(1, barcount)

src = customclose

if volume > 0 THEN
VWAP = summation[d](Volume * src)/summation[d](Volume)
ENDIF

if(barcount=0) then
sd = 0
else
p1 = summation[d](Volume * src)
p2 = summation[d](Volume)
p3 = summation[d](Volume * src * src)
ma = p1/p2
ma2 = p3/p2
sd = SQRT(ABS(ma2 - ma * ma) )
endif

if viewSD then
SDup1 = vwap+sd
SDlw1 = vwap-sd
SDup2 = vwap+sd*2
SDlw2 = vwap-sd*2
SDup3 = vwap+sd*3
SDlw3 = vwap-sd*3
endif

SDup1 = vwap+sd*1
SDlw1 = vwap-sd*1
SDup2 = vwap+sd*2
SDlw2 = vwap-sd*2
SDup3 = vwap+sd*3
SDlw3 = vwap-sd*3

endif

R=1
G=1
B=1

RETURN VWAP coloured(R,G,B) as "VWAP", SDup1 coloured(R,G,B) as "upper 1 STD", SDlw1 coloured(R,G,B) as "lower 1 STD", SDup2 coloured(R,G,B) as "upper 2 STD", SDlw2 coloured(R,G,B) as "lower 2 STD", SDup3 coloured(R,G,B) as "upper 3 STD", SDlw3 coloured(R,G,B) as "lower 3 STD"

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