VWAP screener

• 09/11/2018 at 5:46 AM #80138
  TomS

  Hello,

  I’m hoping someone can help write a code to scan for stocks in an uptrend, that fall below VWAP?

  Any more info please let me know (Im new to this)

  Thanks,

  

  TomS

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  09/11/2018 at 7:52 AM #80147
  Nicolas

  VWAP of which period please? I suppose you are scanning stocks on a daily basis, so VWAP should be the yearly or monthly one?

  

  Nicolas

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  09/12/2018 at 1:44 AM #80218
  TomS

  VWAP period would be weekly or 3 days. I’m actually looking for stocks that have been flat for a while, then had a big increase in volume, then looking to trade using the VWAP in that period that has a lot of volatility

  

  TomS

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