VWAP – Indicator translation from Think Or Swim

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03/23/2017 at 12:42 PM #29585 quote

scarface34
Participant

New

Hi Nicolas,

As requested please find attached the TOS code for VWAP – as stated before i believe the Proreal time code does not include the first minute of Volume data which causes a variance in the VWAP and bands caluclation.

Attached is the text file code from TOS.

VWAP-Intra.txt

03/23/2017 at 1:50 PM #29598 quote

Nicolas
Keymaster

Legend

Could you please provide some screenshots of how it looks on a chart please? It helps me a lot to understand what variables returns exactly on chart, I’m not a user of Think Or Swim myself ..

03/23/2017 at 2:04 PM #29607 quote

scarface34
Participant

New

Hi Nicolas,

Thanks for your message – please find some screenshots for your reference – if you need anything else please do let me know

Kind Regards

VWAP-2-chart.png VWAP-TOS.png

03/23/2017 at 4:31 PM #29642 quote

Nicolas
Keymaster

Legend

and did you try my own version of VWAP for intraday chart? https://www.prorealcode.com/prorealtime-indicators/vwap-intraday/

03/24/2017 at 12:40 PM #29753 quote

scarface34
Participant

New

Yes there is a difference – your version and the pro time VWAP values are similar but the standard deviation bands differ.

02/12/2021 at 2:45 PM #161192 quote

Dimples5490
Participant

New

This says broken link in think or swim. Do you have a code that works ?

02/12/2021 at 4:16 PM #161205 quote

Vonasi
Moderator

Master

Dimples5490 wrote:

This says broken link in think or swim. Do you have a code that works ?

These forums support the ProRealTime platform only. There is no support or code offered for other platforms.

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