Anchored VWAP Indicator for ThinkorSwim

Welcome @chuckthetrader. With many of the studies on this forum your request has a simple answer. Unfortunately, the AVWAP isn't one of those indicators. There are several posts in this thread that discuss the peculiarities of using this indicator in a scan.
Instead of having to read through all 13 pages. You can use this cool hack to find only those scanning posts --> https://usethinkscript.com/threads/answers-to-commonly-asked-questions.6006/#post-58238
I am referring you to the posts because I haven't personally used this in a scan. The authors of these posts share their experiences and solutions.
 
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@Xhrx No one can explain the slight differences between indicators on different platforms. An enterprising poster has a thread on here somewhere that showed that even the EOD close can be microscopically different.
 
SleepyZ said:
You can load multiple copies of the script and change the symbols at the input. The scripts will only display the one associated with the chart symbol
Click to expand...
Hello SleepyZ. I had somewhat the same question on the Anchored VWAP. I understand that studies have the settings persistent and transfer to the next symbol selected. The way I look at an Anchored VWAP is that it should be an optional item with specifics to only that symbol. The closest thing I can think of is a drawing which is symbol specific. Take fibonaccis for instance. You cannot transfer that to another symbol.

I did a search on drawings to see if custom drawings could be coded but did not find anywhere where that is possible. I do appreciate your helping on this indicator and recognize that adding the Anchored VWAP multiple times does allow one to apply this to multiple symbols with specific entries, but was hoping there was a way to code more like the drawing tools. Are you aware of any way to accomplish this? Thank you.

ez
 
eztrader said:
Hello SleepyZ. I had somewhat the same question on the Anchored VWAP. I understand that studies have the settings persistent and transfer to the next symbol selected. The way I look at an Anchored VWAP is that it should be an optional item with specifics to only that symbol. The closest thing I can think of is a drawing which is symbol specific. Take fibonaccis for instance. You cannot transfer that to another symbol.

I did a search on drawings to see if custom drawings could be coded but did not find anywhere where that is possible. I do appreciate your helping on this indicator and recognize that adding the Anchored VWAP multiple times does allow one to apply this to multiple symbols with specific entries, but was hoping there was a way to code more like the drawing tools. Are you aware of any way to accomplish this? Thank you.

ez
Click to expand...
Sorry, I am not.
 
In reference to the code in post #1 (Anchored VWAP Stops), is there a way to paint the candlesticks RED when the Down Arrow appears and continue to paint all subsequent candlesticks RED until an Up Arrow appears? At which point the candlesticks would paint GREEN and continue to paint all subsequent candlesticks GREEN until a Down Arrow appears?

I really appreciate any assistance with this! Thanks in advance!
 
David45 said:
In reference to the code in post #1 (Anchored VWAP Stops), is there a way to paint the candlesticks RED when the Down Arrow appears and continue to paint all subsequent candlesticks RED until an Up Arrow appears? At which point the candlesticks would paint GREEN and continue to paint all subsequent candlesticks GREEN until a Down Arrow appears?

I really appreciate any assistance with this! Thanks in advance!
Click to expand...

Try this.

Capture.jpg
Ruby: 
#START STUDY
#Anchored_VWAP_STOPS
#linus, 2014-03-10, v0.1

#hint: VWAP stops anchored off FractalTrader pivots.

#hint n: Lookback period for finding swing highs, lows.
input n = 20;

#hint ticks: Offset VWAP lines by this number of ticks.
input ticks = 2.0;

def bnOK = barNumber() > n;

def isHigher = fold i = 1 to n + 1 with p = 1
               while p do high > GetValue(high, -i);

def HH = if bnOK and isHigher
         and high == Highest(high, n)
         then high else Double.NaN;

def isLower = fold j = 1 to n + 1 with q = 1
              while q do low < GetValue(low, -j);

def LL = if bnOK and isLower
         and low == Lowest(low, n)
         then low else Double.NaN;

def PivH = if HH > 0 then HH else Double.NaN;
def PivL = if LL > 0 then LL else Double.NaN;

rec dir = compoundValue(1, if !isNaN(PivL) then 1 else if !isNaN(PivH) then -1 else dir[1], 0);

plot Up = dir crosses above 0;
Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
Up.SetLineWeight(3);
Up.SetDefaultColor(Color.WHITE);

plot Dn = dir crosses below 0;
Dn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
Dn.SetLineWeight(3);
Dn.SetDefaultColor(Color.ORANGE);

def LocH = (high + (tickSize() * ticks)) * volume;
def LocL = (low - (tickSize() * ticks)) * volume;
rec PH;
rec VH;
rec PL;
rec VL;

if Dn {
    PH = LocH;
    VH = volume;
} else {
    PH = compoundValue(1, LocH + PH[1], Double.NaN);
    VH = compoundValue(1, volume + VH[1], Double.NaN);
}
if Up  {
    PL = LocL;
    VL = volume;
} else {
    PL = compoundValue(1, LocL + PL[1], Double.NaN);
    VL = compoundValue(1, volume + VL[1], Double.NaN);
}

plot VwapH = if Dn then Double.NaN else PH / VH;
plot VwapL = if Up then Double.NaN else PL / VL;

VwapH.SetDefaultColor(Color.DARK_RED);
VwapL.SetDefaultColor(Color.DARK_GREEN);
#END STUDY
#Note: /ES 5m chart of the Anchored_VWAP_STOPS study.

def slow = if up then 1 else if slow[1]==1 and !dn then 1 else 0;
assignpriceColor(if slow==1 then color.green else color.red);
Click to expand...
 
@Xhrx
Try this...just change the anchorDate to your desired candle, preferably those with High Vol.

input anchorDate = 20210122;
input anchorTime = 930;

def postAnchorDate = if GetYYYYMMDD() >= anchorDate then 1 else 0;
def postAnchorTime = if SecondsTillTime(anchorTime) == 0 then 1 else if GetYYYYMMDD() < AnchorDate then 0 else postAnchorTime[1];

plot anchoredVWAP = TotalSum(if postAnchorDate and postAnchorTime then ((high+low+close)/3)*(volume) else 0)/TotalSum(if postAnchorDate and postAnchorTime then volume else 0);

anchoredVWAP.setStyle(Curve.Firm);
anchoredVWAP.SetLineWeight(1);
anchoredVWAP.SetDefaultColor(Color.Cyan);
 
Merry,

Is there a way to add a code of price greater than Anchored VWAP to a strategy?

Thank you in advance!
 
Last edited by a moderator:
@QUIKTDR1
Add the following code to your study and past the study into the strategy tab:
Code: 
AddOrder(OrderType.BUY_AUTO, UP > 0);
AddOrder(OrderType.Sell_AUTO, DN < 0);
 
thatsNegative said:
Code: 
# VWAP Standard Deviation Bands
# lar
# 12.12.2015

# V1.0 - 12.12.2015 - lar     - Initial release of VWAP Standard Deviation bands
# V1.1 - 12.17.2019 - tomsk   - Minor edits

input timeFrame = {Day, Week, Month, default Year, Chart, "March"};
input BandType = {default Standard, "1/4 Day Range", "3x Avg Bar Range", ThinkScripter, None};
input ShowCloud = yes;
input HideSdLines = no;

def cap = GetAggregationPeriod();
def errorInAggregation =
    timeFrame == timeFrame.Day and cap >= AggregationPeriod.WEEK or
    timeFrame == timeFrame.Week and cap >= AggregationPeriod.MONTH;
Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");

def yyyyMmDd = GetYYYYMMDD();
def seconds = SecondsFromTime(0);
def month = GetYear() * 12 + GetMonth();
def year = GetYear();
def day_number = DaysFromDate(First(yyyyMmDd)) + GetDayOfWeek(First(yyyyMmDd));
def dom = GetDayOfMonth(yyyyMmDd);
def dow = GetDayOfWeek(yyyyMmDd - dom + 1);
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
def periodIndx;

switch (timeFrame) {
case Chart:
    periodIndx = 0;

case Day:
    periodIndx = CountTradingDays(Min(First(yyyyMmDd), yyyyMmDd), yyyyMmDd) - 1;

case Week:
    periodIndx = Floor(day_number / 7);

case Month:
    periodIndx = Floor(month - First(month));

case Year:
    periodIndx = Floor(year - First(year));

case "March":
    periodIndx = Floor(2020 - First(2020));
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);

def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;

if (isPeriodRolled) {
    volumeSum = volume;
    volumeVwapSum = volume * vwap;
    volumeVwap2Sum = volume * Sqr(vwap);
} else {
    volumeSum = compoundValue(1, volumeSum[1] + volume, volume);
    volumeVwapSum = compoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
    volumeVwap2Sum = compoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;

def deviation;
switch (BandType) {

case Standard:
    deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

case "1/4 Day Range":
    deviation = Sqrt(AbsValue(high(Period = timeFrame) - low(Period = timeFrame)) * .25);

case "3x Avg Bar Range":
    deviation = Sqrt(Average(TrueRange(high,  close,  low),  20) * 3);

case ThinkScripter:
    deviation = Sqrt(TotalSum(Sqr(((open + high + low + close) / 4) - price) * volume) / TotalSum(volume));

case None:
    deviation = Double.NaN;
}

plot VWAP = price;
VWAP.AssignValueColor(if VWAP > VWAP[1] then Color.Cyan
                      else if VWAP < VWAP[1] then Color.Red
                      else Color.Yellow);
VWAP.SetStyle(Curve.SHORT_DASH);
VWAP.SetLineWeight(2);

# TS_CHART_VWAP_SD_BANDS
# http://www.thinkscripter.com
# [email protected]
# Last Update 03 APR 2010

input VWAPStdev1 = 1.0;
input VWAPStdev2 = 2.0;
input VWAPStdev3 = 3.0;

plot r1 = VWAP + VWAPStdev1 * deviation;
plot s1 = VWAP - VWAPStdev1 * deviation;
plot r2 = VWAP + VWAPStdev2 * deviation;
plot s2 = VWAP - VWAPStdev2 * deviation;
plot r3 = VWAP + VWAPStdev3 * deviation;
plot s3 = VWAP - VWAPStdev3 * deviation;

DefineGlobalColor("sDev1", (CreateColor(40, 40, 40)));
DefineGlobalColor("sDev2", (CreateColor(128, 128, 128)));
DefineGlobalColor("sDev3", (CreateColor(100, 100, 100)));

r1.SetDefaultColor(GlobalColor("sDev1"));
s1.SetDefaultColor(GlobalColor("sDev1"));
r2.SetDefaultColor(GlobalColor("sDev2"));
s2.SetDefaultColor(GlobalColor("sDev2"));
r3.SetDefaultColor(GlobalColor("sDev2"));
s3.SetDefaultColor(GlobalColor("sDev2"));

r1.SetStyle(Curve.SHORT_DASH);
r2.SetStyle(Curve.SHORT_DASH);
r3.SetStyle(Curve.SHORT_DASH);
s1.SetStyle(Curve.SHORT_DASH);
s2.SetStyle(Curve.SHORT_DASH);
s3.SetStyle(Curve.SHORT_DASH);

VWAP.HideBubble();
r1.HideBubble();
r2.HideBubble();
r3.HideBubble();
s1.HideBubble();
s2.HideBubble();
s3.HideBubble();

r1.SetHiding(HideSdLines);
r2.SetHiding(HideSdLines);
r3.SetHiding(HideSdLines);
s1.SetHiding(HideSdLines);
s2.SetHiding(HideSdLines);
s3.SetHiding(HideSdLines);

# CLOUD ##########################
def CloudR1 = if ShowCloud then r1 else Double.NaN;
def CloudR2 = if ShowCloud then r2 else Double.NaN;
def CloudR3 = if ShowCloud then r3 else Double.NaN;
def CloudS1 = if ShowCloud then s1 else Double.NaN;
def CloudS2 = if ShowCloud then s2 else Double.NaN;
def CloudS3 = if ShowCloud then s3 else Double.NaN;
AddCloud(CloudR1, CloudR2, GlobalColor("sDev1"), GlobalColor("sDev1"));
AddCloud(CloudS1, CloudS2, GlobalColor("sDev1"), GlobalColor("sDev1"));
AddCloud(CloudR2, CloudR3, GlobalColor("sDev2"), GlobalColor("sDev2"));
AddCloud(CloudS2, CloudS3, GlobalColor("sDev2"), GlobalColor("sDev2"));
# End VWAP Standard Deviation Bands
My title may not make a lot of sense, but let me explain it.

As you know, with the anchored VWAP, you can anchor it at any date you want. I've been trying to translate this specific date code over to a VWAP w/ Standard Deviation Bands indicator I found on this website, but to no avail. The VWAP w/ SD Bands indicator only allows me to choose between: year, day, week and quarter. I don't want any of those, I want to pick the date where the bands and VWAP start, similar to an anchored VWAP. For example, I want the date to start at the bottom of the COVID March crash, March 23, 2020. Any ideas?

EDIT
https://www.tradingview.com/script/h8mk3PRk-Anchored-VWAP-w-STD-bands/
Here's an indicator in tradingview, with the idea I'm talking about, where it lets you anchor it at whatever date you want.
Click to expand...
This is exactly what I am looking for as well. Any possible updates? Custom Input for date and time with standard deviation bands similar to the TV indicator. Thank you all.
 
mr.sinist3r said:
This is exactly what I am looking for as well. Any possible updates? Custom Input for date and time with standard deviation bands similar to the TV indicator. Thank you all.
Click to expand...

This is something I did awhile ago that might work. You can either choose to have the vwap plotted using the current chart agg or a higher agg. Input a date that is on the chart. If the date is not on the chart, it will plot the VWAP for the whole chart displayed.
Capture.jpg

Ruby: 
#VWAP Anchored to Date/Time

input usehigher = {default current, higher};
input agg       = AggregationPeriod.FIFTEEN_MIN;
input startdate = 20211015;
input starttime = 0930;
def bn          = BarNumber();
def c           = close;
def v           = volume(period = agg);
def vw          = vwap(period = agg);
def anchor;
def volumesum;
def volumevwapsum;
def volumevwap2sum;
def price;
def deviation;

if usehigher == usehigher.current and GetAggregationPeriod() < AggregationPeriod.DAY or
                usehigher == usehigher.higher and agg < AggregationPeriod.DAY {

    anchor = if GetYYYYMMDD() == startdate and
                SecondsFromTime(starttime)[1] <= 0 and
                SecondsFromTime(starttime) >= 0
             then bn else anchor[1];

    volumesum      = if bn >= HighestAll(anchor)  then volumesum[1] + volume else 0;
    volumevwapsum  = if bn >= HighestAll(anchor)  then volumevwapsum[1] + volume * vwap else 0;
    volumevwap2sum = if bn >= HighestAll(anchor)  then volumevwap2sum[1] + volume * Sqr(vwap) else 0;
    price          = volumevwapsum / volumesum;
    deviation      = Sqrt(Max(volumevwap2sum / volumesum - Sqr(price), 0));

} else {

    anchor         =  if GetYYYYMMDD() >= startdate then 1 else 0;

    volumesum      = if anchor then CompoundValue(1, volumesum[1] + v, v) else 0;
    volumevwapsum  = if anchor then CompoundValue(1, volumevwapsum[1] + v * vw, v * vw) else 0;
    volumevwap2sum = if anchor then CompoundValue(1, volumevwap2sum[1] + v * Sqr(vw), v * Sqr(vw))
else 0;
    price      = volumevwapsum / volumesum;
    deviation  = Sqrt(Max(volumevwap2sum / volumesum - Sqr(price), 0));
}

plot VWAP      = price;
VWAP.SetDefaultColor(GetColor(0));

input showbands = yes;
input numDev1  = 1.0;
input numDev2  = 2.0;
input numDev3  = 3.0;

plot UpperBand1  = if !showbands then Double.NaN else VWAP + numDev1 * deviation;
plot LowerBand1  = if !showbands then Double.NaN else VWAP - numDev1 * deviation;
plot UpperBand2  = if !showbands then Double.NaN else VWAP + numDev2 * deviation;
plot LowerBand2  = if !showbands then Double.NaN else VWAP - numDev2 * deviation;
plot UpperBand3  = if !showbands then Double.NaN else VWAP + numDev3 * deviation;
plot LowerBand3  = if !showbands then Double.NaN else VWAP - numDev3 * deviation;

VWAP.SetDefaultColor(Color.CYAN);
UpperBand1.SetDefaultColor(Color.GREEN);
LowerBand1.SetDefaultColor(Color.RED);
UpperBand2.SetDefaultColor(Color.GREEN);
LowerBand2.SetDefaultColor(Color.RED);
UpperBand3.SetDefaultColor(Color.GREEN);
LowerBand3.SetDefaultColor(Color.RED);
VWAP.HideBubble();
UpperBand1.HideBubble();
LowerBand1.HideBubble();
UpperBand2.HideBubble();
LowerBand2.HideBubble();
UpperBand3.HideBubble();
LowerBand3.HideBubble();

input showclouds = yes;
AddCloud(if showclouds then UpperBand3 else Double.NaN, UpperBand2, Color.LIGHT_GREEN, Color.LIGHT_GREEN);
AddCloud(if showclouds then LowerBand3 else Double.NaN, LowerBand2, Color.LIGHT_RED, Color.LIGHT_RED);


input showbubblesline = yes;
input bubblemoverVWAP_Labels = 5;#Hint bubblemoverVWAP_Labels: Number of Spaces bubble offset in expansion area
def n = bubblemoverVWAP_Labels;
def n1 = n + 1;

AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] ,
              "V:\n" + Round(price[n1] , 2),
               Color.ORANGE);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] + numDev1 * deviation[n1] ,
              "V1:\n" + Round((price[n1] + numDev1 * deviation[n1]), 2),
               Color.GREEN);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] + numDev2 * deviation[n1] ,
              "V2:\n" + Round(price[n1] + numDev2 * deviation[n1], 2),
               Color.GREEN);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] + numDev3 * deviation[n1] ,
              "V3:\n" + Round(price[n1] + numDev3 * deviation[n1], 2),
               Color.GREEN);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] - numDev1 * deviation[n1] ,
              "V1:\n" + Round(price[n1] - numDev1 * deviation[n1], 2),
               Color.RED, no);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] - numDev2 * deviation[n1] ,
              "V2:\n" + Round(price[n1] - numDev2 * deviation[n1] , 2),
               Color.RED, no);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] - numDev3 * deviation[n1] ,
              "V3:\n" + Round(price[n1] - numDev3 * deviation[n1] , 2),
               Color.RED, no);


input showbubblescurrSTD = no;
input bubblemoverVSTD = 1;#Hint bubblemoverVSTD: Number of Spaces VSTD bubble offset in expansion
def p = bubblemoverVSTD;
def p1 = p + 1;

AddChartBubble(showbubblescurrSTD and IsNaN(c[p]) and !IsNaN(c[p1]) ,
               c[p1],
               Round(((c[p1] - price[p1]) / deviation[p1]), 1) +
              "\n" + Round(c[p1], 2) ,
               if c[p1] > VWAP[p1]
               then Color.GREEN
               else Color.RED,
               if c[p1] > VWAP[p1]
               then yes else no );
Click to expand...
 
SleepyZ said:
This is something I did awhile ago that might work. You can either choose to have the vwap plotted using the current chart agg or a higher agg. Input a date that is on the chart. If the date is not on the chart, it will plot the VWAP for the whole chart displayed.
Click to expand...
Dear Friend, thank you for the great work you have done! I have added 0.5 bands to your code because I use them for my strategy. Also this works exactly like the TV script. Well done!

Code: 
#VWAP Anchored to Date/Time

input usehigher = {default current, higher};
input agg       = AggregationPeriod.FIFTEEN_MIN;
input startdate = 20211015;
input starttime = 0930;
def bn          = BarNumber();
def c           = close;
def v           = volume(period = agg);
def vw          = vwap(period = agg);
def anchor;
def volumesum;
def volumevwapsum;
def volumevwap2sum;
def price;
def deviation;

if usehigher == usehigher.current and GetAggregationPeriod() < AggregationPeriod.DAY or
                usehigher == usehigher.higher and agg < AggregationPeriod.DAY {

    anchor = if GetYYYYMMDD() == startdate and
                SecondsFromTime(starttime)[1] <= 0 and
                SecondsFromTime(starttime) >= 0
             then bn else anchor[1];

    volumesum      = if bn >= HighestAll(anchor)  then volumesum[1] + volume else 0;
    volumevwapsum  = if bn >= HighestAll(anchor)  then volumevwapsum[1] + volume * vwap else 0;
    volumevwap2sum = if bn >= HighestAll(anchor)  then volumevwap2sum[1] + volume * Sqr(vwap) else 0;
    price          = volumevwapsum / volumesum;
    deviation      = Sqrt(Max(volumevwap2sum / volumesum - Sqr(price), 0));

} else {

    anchor         =  if GetYYYYMMDD() >= startdate then 1 else 0;

    volumesum      = if anchor then CompoundValue(1, volumesum[1] + v, v) else 0;
    volumevwapsum  = if anchor then CompoundValue(1, volumevwapsum[1] + v * vw, v * vw) else 0;
    volumevwap2sum = if anchor then CompoundValue(1, volumevwap2sum[1] + v * Sqr(vw), v * Sqr(vw))
else 0;
    price      = volumevwapsum / volumesum;
    deviation  = Sqrt(Max(volumevwap2sum / volumesum - Sqr(price), 0));
}

plot VWAP      = price;
VWAP.SetDefaultColor(GetColor(0));

input showbands = yes;
input numDev1  = 1.0;
input numDev2  = 2.0;
input numDev3  = 3.0;
input numDev4 = 0.5;

plot UpperBand1  = if !showbands then Double.NaN else VWAP + numDev1 * deviation;
plot LowerBand1  = if !showbands then Double.NaN else VWAP - numDev1 * deviation;
plot UpperBand2  = if !showbands then Double.NaN else VWAP + numDev2 * deviation;
plot LowerBand2  = if !showbands then Double.NaN else VWAP - numDev2 * deviation;
plot UpperBand3  = if !showbands then Double.NaN else VWAP + numDev3 * deviation;
plot LowerBand3  = if !showbands then Double.NaN else VWAP - numDev3 * deviation;
plot UpperBand4  = if !showbands then Double.NaN else VWAP + numDev4 * deviation;
plot LowerBand4  = if !showbands then Double.NaN else VWAP - numDev4 * deviation;

VWAP.SetDefaultColor(Color.CYAN);
UpperBand1.SetDefaultColor(Color.GREEN);
LowerBand1.SetDefaultColor(Color.RED);
UpperBand2.SetDefaultColor(Color.GREEN);
LowerBand2.SetDefaultColor(Color.RED);
UpperBand3.SetDefaultColor(Color.GREEN);
LowerBand3.SetDefaultColor(Color.RED);
UpperBand4.SetDefaultColor(Color.GREEN);
LowerBand4.SetDefaultColor(Color.RED);
VWAP.HideBubble();
UpperBand1.HideBubble();
LowerBand1.HideBubble();
UpperBand2.HideBubble();
LowerBand2.HideBubble();
UpperBand3.HideBubble();
LowerBand3.HideBubble();
UpperBand4.HideBubble();
LowerBand4.HideBubble();

input showclouds = yes;
AddCloud(if showclouds then UpperBand3 else Double.NaN, UpperBand2, Color.LIGHT_GREEN, Color.LIGHT_GREEN);
AddCloud(if showclouds then LowerBand3 else Double.NaN, LowerBand2, Color.LIGHT_RED, Color.LIGHT_RED);


input showbubblesline = yes;
input bubblemoverVWAP_Labels = 5;#Hint bubblemoverVWAP_Labels: Number of Spaces bubble offset in expansion area
def n = bubblemoverVWAP_Labels;
def n1 = n + 1;

AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] ,
              "V:\n" + Round(price[n1] , 2),
               Color.ORANGE);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] + numDev1 * deviation[n1] ,
              "V1:\n" + Round((price[n1] + numDev1 * deviation[n1]), 2),
               Color.GREEN);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] + numDev2 * deviation[n1] ,
              "V2:\n" + Round(price[n1] + numDev2 * deviation[n1], 2),
               Color.GREEN);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] + numDev3 * deviation[n1] ,
              "V3:\n" + Round(price[n1] + numDev3 * deviation[n1], 2),
               Color.GREEN);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] - numDev1 * deviation[n1] ,
              "V1:\n" + Round(price[n1] - numDev1 * deviation[n1], 2),
               Color.RED, no);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] - numDev2 * deviation[n1] ,
              "V2:\n" + Round(price[n1] - numDev2 * deviation[n1] , 2),
               Color.RED, no);
AddChartBubble(showbubblesline and IsNaN(c[n]) and !IsNaN(c[n1]) ,
               price[n1] - numDev3 * deviation[n1] ,
              "V3:\n" + Round(price[n1] - numDev3 * deviation[n1] , 2),
               Color.RED, no);


input showbubblescurrSTD = no;
input bubblemoverVSTD = 1;#Hint bubblemoverVSTD: Number of Spaces VSTD bubble offset in expansion
def p = bubblemoverVSTD;
def p1 = p + 1;

AddChartBubble(showbubblescurrSTD and IsNaN(c[p]) and !IsNaN(c[p1]) ,
               c[p1],
               Round(((c[p1] - price[p1]) / deviation[p1]), 1) +
              "\n" + Round(c[p1], 2) ,
               if c[p1] > VWAP[p1]
               then Color.GREEN
               else Color.RED,
               if c[p1] > VWAP[p1]
               then yes else no );
 
BenTen said:
#yakBro intraday anchoredVWAP excluding extended hours volume 2019 declare hide_on_daily; 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.setDefaultColor(Color.light_ORANGE); anchorVWAP.setlineWeight(2);
Click to expand...

Strange question, but looking at this thread I think it MIGHT be possible.

Would there be a way to anchor VWAP to the "moment" a condition happens?

Example: The first time intraday a candle opens below VWAP and closes above VWAP --> Start the anchor there

Any way to make that work?

(thanks in advance, I'm stumped)
 
C4men said:
Strange question, but looking at this thread I think it MIGHT be possible.

Would there be a way to anchor VWAP to the "moment" a condition happens?

Example: The first time intraday a candle opens below VWAP and closes above VWAP --> Start the anchor there

Any way to make that work?

(thanks in advance, I'm stumped)
Click to expand...

See if this slight modication to Linus Anchored VWAP code defining a condition (cond) as the anchor. Testing it today in trading session and it seems to be updating continuously and working correctly.

Capture.jpg
Ruby: 
## START STUDY
## Anchored_VWAP3
## linus, 2014-06-28, v0.3
## 20211117 Sleepyz modified to use a cond to anchor vwap

input ticks = 2;
input nhighlow = 5;
input hidegaps = yes;

#Cond defined-------------------------------------------------------------------
plot prevdayhigh = high(period = AggregationPeriod.DAY)[1];
plot prevdaylow  = low(period = AggregationPeriod.DAY)[1];
def cond = if close crosses prevdayhigh then 1 else if close crosses prevdaylow then  -1 else 0;
#-------------------------------------------------------------------------------

def dir = cond;
def up = dir crosses above 0;
def dn = dir crosses below 0;
def h = if dir crosses 0 then Highest(high, nhighlow) else high;
def l = if dir crosses 0 then Lowest(low, nhighlow) else low;

def LocH = (h + (TickSize() * ticks)) * volume;
def LocL = (l - (TickSize() * ticks)) * volume;
def LocC = close * volume;

rec PC;
rec VC;
rec PC2;
rec VC2;
rec PH;
rec VH;
rec PL;
rec VL;
rec PH2;
rec VH2;
rec PL2;
rec VL2;

if dn or up {
    PC = LocC;
    VC = volume;
    PC2 = PC[1];
    VC2 = VC[1];
} else {
    PC = CompoundValue(1, LocC + PC[1], Double.NaN);
    VC = CompoundValue(1, volume + VC[1], Double.NaN);
    PC2 = CompoundValue(1, LocC + PC2[1], Double.NaN);
    VC2 = CompoundValue(1, volume + VC2[1], Double.NaN);
}

if dn {
    PH = LocH;
    VH = volume;
    PH2 = PH[1];
    VH2 = VH[1];
} else {
    PH = CompoundValue(1, LocH + PH[1], Double.NaN);
    VH = CompoundValue(1, volume + VH[1], Double.NaN);
    PH2 = CompoundValue(1, LocH + PH2[1], Double.NaN);
    VH2 = CompoundValue(1, volume + VH2[1], Double.NaN);
}
if up  {
    PL = LocL;
    VL = volume;
    PL2 = PL[1];
    VL2 = VL[1];
} else {
    PL = CompoundValue(1, LocL + PL[1], Double.NaN);
    VL = CompoundValue(1, volume + VL[1], Double.NaN);
    PL2 = CompoundValue(1, LocL + PL2[1], Double.NaN);
    VL2 = CompoundValue(1, volume + VL2[1], Double.NaN);
}

plot VwapC;
plot VwapC2;
plot VwapH;
plot VwapL;
plot VwapH2;
plot VwapL2;

if hidegaps {
    VwapC = if dn or up then Double.NaN else PC / VC;
    VwapC2 = if dn or up then Double.NaN else PC2 / VC2;
    VwapH = if dn then Double.NaN else PH / VH;
    VwapL = if up then Double.NaN else PL / VL;
    VwapH2 = if dn then Double.NaN else PH2 / VH2;
    VwapL2 = if up then Double.NaN else PL2 / VL2;
} else {
    VwapC = PC / VC;
    VwapC2 = PC2 / VC2;
    VwapH = PH / VH;
    VwapL = PL / VL;
    VwapH2 = PH2 / VH2;
    VwapL2 = PL2 / VL2;
}

VwapC.SetDefaultColor(Color.YELLOW);
VwapC.SetLineWeight(2);
VwapC.HideBubble();

VwapC2.SetDefaultColor(Color.YELLOW);
VwapC2.SetLineWeight(2);
VwapC2.SetStyle(Curve.SHORT_DASH);
VwapC2.HideBubble();

VwapH.SetDefaultColor(Color.DARK_RED);
VwapH.HideBubble();

VwapL.SetDefaultColor(Color.DARK_GREEN);
VwapL.HideBubble();

VwapH2.SetDefaultColor(Color.DARK_RED);
VwapH2.SetStyle(Curve.SHORT_DASH);
VwapH2.HideBubble();

VwapL2.SetDefaultColor(Color.DARK_GREEN);
VwapL2.SetStyle(Curve.SHORT_DASH);
VwapL2.HideBubble();
Click to expand...
 
Hey guys Can someone get this version of the anchored VWAP to just appear on the most recent move instead of showing all previous anchored vwaps depending on the chart.

Code: 
#START STUDY
#Anchored_VWAP2
#linus, 2014-03-10, v0.1

#10:24 linus: it carries over the previous pivot's lines for high, low and close. (it plots vwaps of the high, low and close that are reset each time a new pivot is found.)
#10:25 linus: i wrote it to experiment with vwap as stops. (the high and low vwaps that can be offset by the ticks input.)
#10:25 linus: but it should serve as an example of how to reset the vwaps based on a signal.
#10:35 linus: #hint: VWAP stops anchored off  fractalTrader pivots.
#10:37 linus: the code calculates the pivots as PivH and PivL, and then restarts the high, low and close vwaps when it finds a new pivot.  Otherwise it continues to calculate the high, low and close vwaps.
#10:37 linus: the dashed vwap plots are the saved from the previous pivot, and the solid vwap plots are since the last pivot.

#hint: VWAP stops anchored off  fractalTrader pivots.

#hint n: Lookback period for finding swing highs, lows.
input n = 20;

#hint ticks: Offset High/Low VWAP lines by this number of ticks.
input ticks = 2.0;

def bnOK = barNumber() > n;

def isHigher = fold i = 1 to n + 1 with p = 1
               while p do high > GetValue(high, -i);

def HH = if bnOK and isHigher
         and high == Highest(high, n)
         then high else Double.NaN;

def isLower = fold j = 1 to n + 1 with q = 1
              while q do low < GetValue(low, -j);

def LL = if bnOK and isLower
         and low == Lowest(low, n)
         then low else Double.NaN;

def PivH = if HH > 0 then HH else Double.NaN;
def PivL = if LL > 0 then LL else Double.NaN;

plot Up = !isNaN(PivL);
Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
Up.SetLineWeight(3);
Up.SetDefaultColor(Color.WHITE);

plot Dn = !isNaN(PivH);
Dn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
Dn.SetLineWeight(3);
Dn.SetDefaultColor(Color.ORANGE);

def LocH = (high + (tickSize() * ticks)) * volume;
def LocL = (low - (tickSize() * ticks)) * volume;
def LocC = close * volume;

rec PC;
rec VC;
rec PC2;
rec VC2;
rec PH;
rec VH;
rec PL;
rec VL;
rec PH2;
rec VH2;
rec PL2;
rec VL2;

if Dn or Up {
    PC = LocC;
    VC = volume;
    PC2 = PC[1];
    VC2 = VC[1];
} else {
    PC = compoundValue(1, LocC + PC[1], Double.NaN);
    VC = compoundValue(1, volume + VC[1], Double.NaN);
    PC2 = compoundValue(1, LocC + PC2[1], Double.NaN);
    VC2 = compoundValue(1, volume + VC2[1], Double.NaN);
}

if Dn {
    PH = LocH;
    VH = volume;
    PH2 = PH[1];
    VH2 = VH[1];
} else {
    PH = compoundValue(1, LocH + PH[1], Double.NaN);
    VH = compoundValue(1, volume + VH[1], Double.NaN);
    PH2 = compoundValue(1, LocH + PH2[1], Double.NaN);
    VH2 = compoundValue(1, volume + VH2[1], Double.NaN);
}
if Up  {
    PL = LocL;
    VL = volume;
    PL2 = PL[1];
    VL2 = VL[1];
} else {
    PL = compoundValue(1, LocL + PL[1], Double.NaN);
    VL = compoundValue(1, volume + VL[1], Double.NaN);
    PL2 = compoundValue(1, LocL + PL2[1], Double.NaN);
    VL2 = compoundValue(1, volume + VL2[1], Double.NaN);
}

plot VwapC = if Dn or Up then Double.NaN else PC / VC;
plot VwapC2 = if Dn or Up then Double.NaN else PC2 / VC2;
plot VwapH = if Dn then Double.NaN else PH / VH;
plot VwapL = if Up then Double.NaN else PL / VL;
plot VwapH2 = if Dn then Double.NaN else PH2 / VH2;
plot VwapL2 = if Up then Double.NaN else PL2 / VL2;

VwapC.SetDefaultColor(Color.YELLOW);
VwapC.SetLineWeight(2);
VwapC.HideBubble();

VwapC2.SetDefaultColor(Color.YELLOW);
VwapC2.SetLineWeight(2);
VwapC2.SetStyle(Curve.SHORT_DASH);
VwapC2.HideBubble();

VwapH.SetDefaultColor(Color.DARK_RED);
VwapH.HideBubble();

VwapL.SetDefaultColor(Color.DARK_GREEN);
VwapL.HideBubble();

VwapH2.SetDefaultColor(Color.DARK_RED);
VwapH2.SetStyle(Curve.SHORT_DASH);
VwapH2.HideBubble();

VwapL2.SetDefaultColor(Color.DARK_GREEN);
VwapL2.SetStyle(Curve.SHORT_DASH);
VwapL2.HideBubble();
#END STUDY
 
SleepyZ said:
This is something I did awhile ago that might work. You can either choose to have the vwap plotted using the current chart agg or a higher agg. Input a date that is on the chart. If the date is not on the chart, it will plot the VWAP for the whole chart displayed.
Click to expand...
@SleepyZ, this is a GREAT study, THANK YOU! May I request one modification?

You've
input startdate = 20211015;
input starttime = 0930;

Can you please include logic for the following four inputs
input startDateSelection = {default Daily, Custom} ; # where "Daily" would anchor vwap for each day and if "Custom" is chosen, it would go with the date specified in startDate and anchor from that day on (like what you have now)
input startTimeSelection = {default RTH, PRE, Custom} ; # where - while keeping startDate/Selection in mind, "RTH" would start anchored vwap at start of cash trading time, "Pre" would start at 4 AM ET, and "Custom" would take starttime as the anchor time (like what you have now)
input showOnlyToday = yes; #Where "Yes" would show vwap for only today (in which case, it would supersede startDateSelection /startDate selection)
input colorVWAP = yes; #Where "Yes" would show vwap line as Red if prior close is below the vwap and default color if it's above vwap.
 
treymolnar said:
Hey guys Can someone get this version of the anchored VWAP to just appear on the most recent move instead of showing all previous anchored vwaps depending on the chart.

Code: 
#START STUDY
#Anchored_VWAP2
#linus, 2014-03-10, v0.1

#10:24 linus: it carries over the previous pivot's lines for high, low and close. (it plots vwaps of the high, low and close that are reset each time a new pivot is found.)
#10:25 linus: i wrote it to experiment with vwap as stops. (the high and low vwaps that can be offset by the ticks input.)
#10:25 linus: but it should serve as an example of how to reset the vwaps based on a signal.
#10:35 linus: #hint: VWAP stops anchored off  fractalTrader pivots.
#10:37 linus: the code calculates the pivots as PivH and PivL, and then restarts the high, low and close vwaps when it finds a new pivot.  Otherwise it continues to calculate the high, low and close vwaps.
#10:37 linus: the dashed vwap plots are the saved from the previous pivot, and the solid vwap plots are since the last pivot.

#hint: VWAP stops anchored off  fractalTrader pivots.

#hint n: Lookback period for finding swing highs, lows.
input n = 20;

#hint ticks: Offset High/Low VWAP lines by this number of ticks.
input ticks = 2.0;

def bnOK = barNumber() > n;

def isHigher = fold i = 1 to n + 1 with p = 1
               while p do high > GetValue(high, -i);

def HH = if bnOK and isHigher
         and high == Highest(high, n)
         then high else Double.NaN;

def isLower = fold j = 1 to n + 1 with q = 1
              while q do low < GetValue(low, -j);

def LL = if bnOK and isLower
         and low == Lowest(low, n)
         then low else Double.NaN;

def PivH = if HH > 0 then HH else Double.NaN;
def PivL = if LL > 0 then LL else Double.NaN;

plot Up = !isNaN(PivL);
Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
Up.SetLineWeight(3);
Up.SetDefaultColor(Color.WHITE);

plot Dn = !isNaN(PivH);
Dn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
Dn.SetLineWeight(3);
Dn.SetDefaultColor(Color.ORANGE);

def LocH = (high + (tickSize() * ticks)) * volume;
def LocL = (low - (tickSize() * ticks)) * volume;
def LocC = close * volume;

rec PC;
rec VC;
rec PC2;
rec VC2;
rec PH;
rec VH;
rec PL;
rec VL;
rec PH2;
rec VH2;
rec PL2;
rec VL2;

if Dn or Up {
    PC = LocC;
    VC = volume;
    PC2 = PC[1];
    VC2 = VC[1];
} else {
    PC = compoundValue(1, LocC + PC[1], Double.NaN);
    VC = compoundValue(1, volume + VC[1], Double.NaN);
    PC2 = compoundValue(1, LocC + PC2[1], Double.NaN);
    VC2 = compoundValue(1, volume + VC2[1], Double.NaN);
}

if Dn {
    PH = LocH;
    VH = volume;
    PH2 = PH[1];
    VH2 = VH[1];
} else {
    PH = compoundValue(1, LocH + PH[1], Double.NaN);
    VH = compoundValue(1, volume + VH[1], Double.NaN);
    PH2 = compoundValue(1, LocH + PH2[1], Double.NaN);
    VH2 = compoundValue(1, volume + VH2[1], Double.NaN);
}
if Up  {
    PL = LocL;
    VL = volume;
    PL2 = PL[1];
    VL2 = VL[1];
} else {
    PL = compoundValue(1, LocL + PL[1], Double.NaN);
    VL = compoundValue(1, volume + VL[1], Double.NaN);
    PL2 = compoundValue(1, LocL + PL2[1], Double.NaN);
    VL2 = compoundValue(1, volume + VL2[1], Double.NaN);
}

plot VwapC = if Dn or Up then Double.NaN else PC / VC;
plot VwapC2 = if Dn or Up then Double.NaN else PC2 / VC2;
plot VwapH = if Dn then Double.NaN else PH / VH;
plot VwapL = if Up then Double.NaN else PL / VL;
plot VwapH2 = if Dn then Double.NaN else PH2 / VH2;
plot VwapL2 = if Up then Double.NaN else PL2 / VL2;

VwapC.SetDefaultColor(Color.YELLOW);
VwapC.SetLineWeight(2);
VwapC.HideBubble();

VwapC2.SetDefaultColor(Color.YELLOW);
VwapC2.SetLineWeight(2);
VwapC2.SetStyle(Curve.SHORT_DASH);
VwapC2.HideBubble();

VwapH.SetDefaultColor(Color.DARK_RED);
VwapH.HideBubble();

VwapL.SetDefaultColor(Color.DARK_GREEN);
VwapL.HideBubble();

VwapH2.SetDefaultColor(Color.DARK_RED);
VwapH2.SetStyle(Curve.SHORT_DASH);
VwapH2.HideBubble();

VwapL2.SetDefaultColor(Color.DARK_GREEN);
VwapL2.SetStyle(Curve.SHORT_DASH);
VwapL2.HideBubble();
#END STUDY
Click to expand...

This will limit the plot of the above to the input count. I set it to 2 so the previous plot will extend with yellow dashed line. If you select count as 1, then it will disappear.

Ruby: 
#START STUDY
#Anchored_VWAP2
#linus, 2014-03-10, v0.1

#10:24 linus: it carries over the previous pivot's lines for high, low and close. (it plots vwaps of the high, low and close that are reset each time a new pivot is found.)
#10:25 linus: i wrote it to experiment with vwap as stops. (the high and low vwaps that can be offset by the ticks input.)
#10:25 linus: but it should serve as an example of how to reset the vwaps based on a signal.
#10:35 linus: #hint: VWAP stops anchored off  fractalTrader pivots.
#10:37 linus: the code calculates the pivots as PivH and PivL, and then restarts the high, low and close vwaps when it finds a new pivot.  Otherwise it continues to calculate the high, low and close vwaps.
#10:37 linus: the dashed vwap plots are the saved from the previous pivot, and the solid vwap plots are since the last pivot.

#hint: VWAP stops anchored off  fractalTrader pivots.


#hint n: Lookback period for finding swing highs, lows.
input n = 20;

#hint ticks: Offset High/Low VWAP lines by this number of ticks.
input ticks = 2.0;

def bnOK = barNumber() > n;

def isHigher = fold i = 1 to n + 1 with p = 1
               while p do high > GetValue(high, -i);

def HH = if bnOK and isHigher
         and high == Highest(high, n)
         then high else Double.NaN;

def isLower = fold j = 1 to n + 1 with q = 1
              while q do low < GetValue(low, -j);

def LL = if bnOK and isLower
         and low == Lowest(low, n)
         then low else Double.NaN;

def PivH = if HH > 0 then HH else Double.NaN;
def PivL = if LL > 0 then LL else Double.NaN;

#Limit plot of cond to count, based upon Linus' logic ------------------------------------------
input show_last_vwap_only = yes;
input Count = 2;
def cond = !isnan(pivH) or !isnan(pivL);
def dataCount = CompoundValue(1, if (cond) then dataCount[1] + 1 else dataCount[1], 0);
#-----------------------------------------------------------------------------------------------

plot Up =  if !show_last_vwap_only then !isnan(PivL) else if HighestAll(dataCount) - dataCount <= Count - 1 then !isNaN(PivL) else double.nan;
Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
Up.SetLineWeight(3);
Up.SetDefaultColor(Color.WHITE);

plot Dn = if !show_last_vwap_only then !isnan(PivH) else if HighestAll(dataCount) - dataCount <= Count - 1 then !isNaN(PivH) else double.nan;
Dn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN);
Dn.SetLineWeight(3);
Dn.SetDefaultColor(Color.ORANGE);

def LocH = (high + (tickSize() * ticks)) * volume;
def LocL = (low - (tickSize() * ticks)) * volume;
def LocC = close * volume;

rec PC;
rec VC;
rec PC2;
rec VC2;
rec PH;
rec VH;
rec PL;
rec VL;
rec PH2;
rec VH2;
rec PL2;
rec VL2;

if Dn or Up {
    PC = LocC;
    VC = volume;
    PC2 = PC[1];
    VC2 = VC[1];
} else {
    PC = compoundValue(1, LocC + PC[1], Double.NaN);
    VC = compoundValue(1, volume + VC[1], Double.NaN);
    PC2 = compoundValue(1, LocC + PC2[1], Double.NaN);
    VC2 = compoundValue(1, volume + VC2[1], Double.NaN);
}

if Dn {
    PH = LocH;
    VH = volume;
    PH2 = PH[1];
    VH2 = VH[1];
} else {
    PH = compoundValue(1, LocH + PH[1], Double.NaN);
    VH = compoundValue(1, volume + VH[1], Double.NaN);
    PH2 = compoundValue(1, LocH + PH2[1], Double.NaN);
    VH2 = compoundValue(1, volume + VH2[1], Double.NaN);
}
if Up  {
    PL = LocL;
    VL = volume;
    PL2 = PL[1];
    VL2 = VL[1];
} else {
    PL = compoundValue(1, LocL + PL[1], Double.NaN);
    VL = compoundValue(1, volume + VL[1], Double.NaN);
    PL2 = compoundValue(1, LocL + PL2[1], Double.NaN);
    VL2 = compoundValue(1, volume + VL2[1], Double.NaN);
}

plot VwapC = if Dn or Up then Double.NaN else PC / VC;
plot VwapC2 = if Dn or Up then Double.NaN else PC2 / VC2;
plot VwapH = if Dn then Double.NaN else PH / VH;
plot VwapL = if Up then Double.NaN else PL / VL;
plot VwapH2 = if Dn then Double.NaN else PH2 / VH2;
plot VwapL2 = if Up then Double.NaN else PL2 / VL2;

VwapC.SetDefaultColor(Color.YELLOW);
VwapC.SetLineWeight(2);
VwapC.HideBubble();

VwapC2.SetDefaultColor(Color.YELLOW);
VwapC2.SetLineWeight(2);
VwapC2.SetStyle(Curve.SHORT_DASH);
VwapC2.HideBubble();

VwapH.SetDefaultColor(Color.DARK_RED);
VwapH.HideBubble();

VwapL.SetDefaultColor(Color.DARK_GREEN);
VwapL.HideBubble();

VwapH2.SetDefaultColor(Color.DARK_RED);
VwapH2.SetStyle(Curve.SHORT_DASH);
VwapH2.HideBubble();

VwapL2.SetDefaultColor(Color.DARK_GREEN);
VwapL2.SetStyle(Curve.SHORT_DASH);
VwapL2.HideBubble();
#END STUDY
 
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VIP members get exclusive access to these proven and tested premium indicators: Buy the Dip, Advanced Market Moves 2.0, Take Profit, and Volatility Trading Range. In addition, VIP members get access to over 50 VIP-only custom indicators, add-ons, and strategies, private VIP-only forums, private Discord channel to discuss trades and strategies in real-time, customer support, trade alerts, and much more. Learn all about VIP membership here.
How can I access the premium indicators?
To access the premium indicators, which are plug and play ready, sign up for VIP membership here.
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