VWAP svp aider pour timeframe x minute

• 09/25/2022 at 7:54 PM #201382
  bertrandpinoy

  Bonsoir,

  Pouvez vous m apporter votre aide pour visualiser le code en time frame x minute, disons 5min… (ligne 6).

  Mes tentatives échouent. Merci par avance, cordialement.

  PRC_VWAP intraday

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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28

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

   

  d avance, cordialement.

  

  bertrandpinoy

  Participant

  Topics: 20

  Replies: 116

  Been thanked: 8 times
  09/26/2022 at 9:00 AM #201397
  Nicolas

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

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4742 times
  09/26/2022 at 10:53 AM #201413
  bertrandpinoy

  Oui c’est cela.

  

  bertrandpinoy

  Participant

  Topics: 20

  Replies: 116

  Been thanked: 8 times
  09/26/2022 at 11:49 AM #201421
  Nicolas

  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"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29

  //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"

   

  1 user thanked author for this post.

  bertrandpinoy

  

  Nicolas

  Keymaster

  Topics: 81

  Replies: 20828

  Been thanked: 4742 times
• Author
  Posts