VWAP Date & Time Anchored

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  • 06/26/2020 at 8:13 AM #137208 quote
    Geons
    Participant
    Average

    Hi to everyone! I know the VWAP Date Anchored from the library, and also the intraday VWAP indicator. But, I want to combine all into one. I want to have the option on settings to select specific date in the past and also specific time of that selected date. Can anyone help me with this please??

    06/26/2020 at 10:38 AM #137232 quote
    Geons
    Participant
    Average

    With some modifications I made this :

    // --- settings
//startDate = 20161212
//startTime = 123000
// --- end of settings

VWAP=undefined

if opendate=startDate and opentime=starttime then
startbar=barindex

endif


if opendate>=startDate then
barcount=barindex-startbar



d = max(1, barcount)

VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)

endif

RETURN VWAP as "VWAP D+T"

    But, I can’t find a way to start VWAP from the specific time of the day. In my code the indicator prints a zero line from the start of the Date, and calculates VWAP from the start time. Can someone helps with this please?

    06/26/2020 at 10:56 AM #137237 quote
    Vonasi
    Moderator
    Master

    Perhaps something like this?

    // --- settings
startDate = 20161212
startTime = 120000
// --- end of settings

VWAP=undefined

if opendate=startDate and opentime=starttime then
startbar=barindex
flag = 1
endif

if opendate>=startDate and flag then
barcount=barindex-startbar
d = max(1, barcount)
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
endif

RETURN VWAP as "VWAP D+T"
    Geons, Nicolas and snucke thanked this post
    06/26/2020 at 11:35 AM #137241 quote
    Geons
    Participant
    Average

    Thank you Vonasi! It works!

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VWAP Date & Time Anchored


ProBuilder: Indicators & Custom Tools

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Geons @geons Participant
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This topic contains 3 replies,
has 2 voices, and was last updated by Geons
5 years, 7 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 06/26/2020
Status: Active
Attachments: No files
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