VWAP Date & Time Anchored

Geons · 2020-06-26T07:13:09+00:00

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??

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06/26/2020 at 8:13 AM #137208 quote

Geons
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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
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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
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Thank you Vonasi! It works!
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