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How long is this indicator delayed for@thinky Your questions are good ones. Unless someone else can help answer that question, I am out of answers.

Please call the Advanced Trading Support line. Their phone # is listed in the Tutorial Section 800-672-2098.

They can log into your computer and see what you are seeing. They are both traders and coders at that number.

Please let us know what answer you get.

I am new to TOS and have not yet figured out how to back test. Has anyone done any work in that regard? Here are two 1 minute charts after close on9/18/2019, AMZN AND CMG with the Original Trwend Reversal and the VWAP Anchored. I am exited to see it in RT at open tomorrow.

@chillc15 & @thinky the only way a one minute chart would stay the same after you left it to look at a five minute or five year chart would be for the price to stay the same as it was when you first left it, and then it still would not be right. Looking at the code, it is taking 20 bars and looking for a pivot. Wherever you have the time starting when you click on a one minute or whatever chart, it starts over, looking for a pivot hi/low in 20 bars. I hope this makes sense because it is pretty much the best I can explain it. Anyone else?

Also, curious to know, why are you looking at anything at such a short timeframe?I know it all depends on where a person learned, and maybe it's just me, but trading at the speed of a hummingbird's wings seems a little excessive, meaning price is so very random. (I will be the first to admit I know little about trading /CL)

There are two ways to adjust a chart like this: Change the input for number of bars. Turn off after hours so that only RTH is showing.

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How delayed is this ?I use Linus' 1st VWAP above when I look at short term charts. It is excellent, thanks, @BenTen

Me too. I wonder the same thing. I am a big fan of VWAP. I use it with a 15 exponential MA.

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It has adjustable delay: input setting n -that is delay it uses for pivots. So can be delayed from 1 bar to whatever

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How delayed is this indicator ?I use Linus' 1st VWAP above when I look at short term charts. It is excellent, thanks, @BenTen

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I put it on the 15 min 5 day but do u know how long it’s delayed for ?

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I mostly trade with moving averages but that with long term

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I'm not getting new signals on live, real-time data. Any ideas?

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I think this gives an indication of support/resistance at that exact price in that exact time. I'm on 5mins intraday, and boy did it help me for entry.

Don't bother to look at those arrows signal. Use the vwap lines high and low, very good to determine the support/resistance.

Don't bother to look at those arrows signal. Use the vwap lines high and low, very good to determine the support/resistance.

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N

I have already merged the two here: https://tos.mx/6XSCJKd

Code:

```
#yakBro intraday anchoredVWAP excluding extended hours volume 2019
declare upper;
def anchorTime = 0930;
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.SetLineWeight(2);
anchorVWAP.DefineColor("Up", GetColor(1));
anchorVWAP.DefineColor("Down", GetColor(0));
anchorVWAP.AssignValueColor(if gamma < .5 then anchorVWAP.Color("Down") else anchorVWAP.Color("Up"));
#Inputs:
input nFE = 8;#hint nFE: length for Fractal Energy calculation.
input AlertOn = no;
input Glength = 13;
input betaDev = 8;
input data = close;
def w = (2 * Double.Pi / Glength);
def beta = (1 - Cos(w)) / (Power(1.414, 2.0 / betaDev) - 1 );
def alpha = (-beta + Sqrt(beta * beta + 2 * beta));
def Go = Power(alpha, 4) * open +
4 * (1 – alpha) * Go[1] – 6 * Power( 1 - alpha, 2 ) * Go[2] +
4 * Power( 1 - alpha, 3 ) * Go[3] - Power( 1 - alpha, 4 ) * Go[4];
def Gh = Power(alpha, 4) * high +
4 * (1 – alpha) * Gh[1] – 6 * Power( 1 - alpha, 2 ) * Gh[2] +
4 * Power( 1 - alpha, 3 ) * Gh[3] - Power( 1 - alpha, 4 ) * Gh[4];
def Gl = Power(alpha, 4) * low +
4 * (1 – alpha) * Gl[1] – 6 * Power( 1 - alpha, 2 ) * Gl[2] +
4 * Power( 1 - alpha, 3 ) * Gl[3] - Power( 1 - alpha, 4 ) * Gl[4];
def Gc = Power(alpha, 4) * data +
4 * (1 – alpha) * Gc[1] – 6 * Power( 1 - alpha, 2 ) * Gc[2] +
4 * Power( 1 - alpha, 3 ) * Gc[3] - Power( 1 - alpha, 4 ) * Gc[4];
# Variables:
def o;
def h;
def l;
def c;
def CU1;
def CU2;
def CU;
def CD1;
def CD2;
def CD;
def L0;
def L1;
def L2;
def L3;
# Calculations
o = (Go + Gc[1]) / 2;
h = Max(Gh, Gc[1]);
l = Min(Gl, Gc[1]);
c = (o + h + l + Gc) / 4;
def gamma = Log(Sum((Max(Gh, Gc[1]) - Min(Gl, Gc[1])), nFE) /
(Highest(Gh, nFE) - Lowest(Gl, nFE)))
/ Log(nFE);
L0 = (1 – gamma) * Gc + gamma * L0[1];
L1 = -gamma * L0 + L0[1] + gamma * L1[1];
L2 = -gamma * L1 + L1[1] + gamma * L2[1];
L3 = -gamma * L2 + L2[1] + gamma * L3[1];
if L0 >= L1
then {
CU1 = L0 - L1;
CD1 = 0;
} else {
CD1 = L1 - L0;
CU1 = 0;
}
if L1 >= L2
then {
CU2 = CU1 + L1 - L2;
CD2 = CD1;
} else {
CD2 = CD1 + L2 - L1;
CU2 = CU1;
}
if L2 >= L3
then {
CU = CU2 + L2 - L3;
CD = CD2;
} else {
CU = CU2;
CD = CD2 + L3 - L2;
}
```

H

Code:

```
#yakBro intraday anchoredVWAP excluding extended hours volume 2019
declare upper;
def anchorTime = 0930;
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);
#Inputs:
input nFE = 8;#hint nFE: length for Fractal Energy calculation.
input AlertOn = no;
input Glength = 13;
input betaDev = 8;
input data = close;
def w = (2 * Double.Pi / Glength);
def beta = (1 - Cos(w)) / (Power(1.414, 2.0 / betaDev) - 1 );
def alpha = (-beta + Sqrt(beta * beta + 2 * beta));
def Go = Power(alpha, 4) * open +
4 * (1 – alpha) * Go[1] – 6 * Power( 1 - alpha, 2 ) * Go[2] +
4 * Power( 1 - alpha, 3 ) * Go[3] - Power( 1 - alpha, 4 ) * Go[4];
def Gh = Power(alpha, 4) * high +
4 * (1 – alpha) * Gh[1] – 6 * Power( 1 - alpha, 2 ) * Gh[2] +
4 * Power( 1 - alpha, 3 ) * Gh[3] - Power( 1 - alpha, 4 ) * Gh[4];
def Gl = Power(alpha, 4) * low +
4 * (1 – alpha) * Gl[1] – 6 * Power( 1 - alpha, 2 ) * Gl[2] +
4 * Power( 1 - alpha, 3 ) * Gl[3] - Power( 1 - alpha, 4 ) * Gl[4];
def Gc = Power(alpha, 4) * data +
4 * (1 – alpha) * Gc[1] – 6 * Power( 1 - alpha, 2 ) * Gc[2] +
4 * Power( 1 - alpha, 3 ) * Gc[3] - Power( 1 - alpha, 4 ) * Gc[4];
# Variables:
def o;
def h;
def l;
def c;
def CU1;
def CU2;
def CU;
def CD1;
def CD2;
def CD;
def L0;
def L1;
def L2;
def L3;
# Calculations
o = (Go + Gc[1]) / 2;
h = Max(Gh, Gc[1]);
l = Min(Gl, Gc[1]);
c = (o + h + l + Gc) / 4;
def gamma = Log(Sum((Max(Gh, Gc[1]) - Min(Gl, Gc[1])), nFE) /
(Highest(Gh, nFE) - Lowest(Gl, nFE)))
/ Log(nFE);
L0 = (1 – gamma) * Gc + gamma * L0[1];
L1 = -gamma * L0 + L0[1] + gamma * L1[1];
L2 = -gamma * L1 + L1[1] + gamma * L2[1];
L3 = -gamma * L2 + L2[1] + gamma * L3[1];
if L0 >= L1
then {
CU1 = L0 - L1;
CD1 = 0;
} else {
CD1 = L1 - L0;
CU1 = 0;
}
if L1 >= L2
then {
CU2 = CU1 + L1 - L2;
CD2 = CD1;
} else {
CD2 = CD1 + L2 - L1;
CU2 = CU1;
}
if L2 >= L3
then {
CU = CU2 + L2 - L3;
CD = CD2;
} else {
CU = CU2;
CD = CD2 + L3 - L2;
}
plot anchorVWAP = if ShowTodayOnly and !Today then Double.NaN else if anchorTime then volumeVwapSum / volumeSum else Double.NaN;
anchorVWAP.SetStyle(Curve.FIRM);
anchorVWAP.SetLineWeight(2);
anchorVWAP.DefineColor("Up", GetColor(1));
anchorVWAP.DefineColor("Down", GetColor(0));
anchorVWAP.AssignValueColor(if gamma < .5 then anchorVWAP.Color("Down") else anchorVWAP.Color("Up"));
```

@horserider Jumpin' Jesus Christ!!!!!! YOU DA MAN

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