Anchor VWAP to specific time of day

[brutusmc]

I'm trading futures and I like to look at intraday charts with both the China and London session data turned off and on. I don't want to have to clutter my screen with 2 charts so it would be great to have an Anchored VWAP that starts at the US market open on my chart w/ the China and London data, so I can see both versions of VWAP together. However, different instruments have different market open times, so is there a way to be able to set the anchor start time as a setting option? The default for ToS is the date. Is there a way to simply modify the original script to change it to time of day instead? Thanks for any help, I appreciate it.

 

[BillW]

Try this. It's set for after London close.

def anchorTime = 1130;
def anchorEnd = 1600;

input ShowTodayOnly = yes;
def Today = if GetDay() == GetLastDay() then 1 else 0;
def postAnchorTime = if SecondsFromTime(anchorTime) >= 0 then 1 else 0;
def endAchorTime = if SecondsTillTime(anchorEnd) >= 0 then 1 else 0;

#plot anchorVWAP for intraday
def  volumeSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeSum[1] + volume else 0, volume);
def  volumeVwapSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeVwapSum[1] + volume * vwap else 0, volume * vwap);
 
plot anchorVWAP = if ShowTodayOnly and !Today then Double.NaN else if anchorTime then volumeVwapSum / volumeSum else Double.NaN;
anchorVWAP.setStyle(Curve.Firm);
anchorVWAP.setDefaultColor(CreateColor(201, 255, 192));
anchorVWAP.setlineWeight(2);

 

[brutusmc]

Thanks, it works great!