Pas bien compris ta question, souhaites tu visualiser la valeur de la VWAP 5-minutes sur un timeframe plus petit ?

Très bien, donc simplement ajouter l’instruction TIMEFRAME adéquat devant le code à calculer dans ce timeframe, soit :

//PRC_VWAP intraday
//07.09.2016
//Nicolas @ www.prorealcode.com
//Sharing ProRealTime knowledge

timeframe(5 minutes,updateonclose)
d = max (1, intradaybarindex)

VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
if(intradaybarindex=0) then
sd = 0
else
sd = SUMMATION[d](max(abs(high-vwap),abs(vwap-low)))/d
endif

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

if vwap>vwap[1] then
color = 1
else
color = -1
endif

RETURN VWAP coloured by color STYLE(LINE,2) as "VWAP", SDup1 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 1 STD", SDlw1 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 1 STD", SDup2 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 2 STD", SDlw2 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 2 STD", SDup3 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "upper 3 STD", SDlw3 coloured(102,102,102) STYLE(DOTTEDLINE,1) as "lower 3 STD"