Anchored VWAP

[laketrader]

Hi, I am interested in Anchored VWAP indicator. I found this piece of code

https://www.prorealcode.com/prorealtime-indicators/vwap-date-anchored/

Can somebody help me convert it into thinkscript?

thanks

 

[Shaishen]

Try this - via Alphatrends > Mike Fries https://www.mytrade.com/profile/mikefries/statuses/11911122

 

[BenTen]

[[2],[13]]

 

[laketrader]

Shaishen, Thank you very much. This is exactly what I am looking for. Have a great weekend.

the link is https://tos.mx/c5UPWR

 

[ljones]

I am trying to compare this study to the built-in VWAP in TOS and can't get agreement with the same starting bar.

I have tried various combinations of closing, (closing+open)/2 etc even LOW and find it is higher than TOS vwap.

I numerically checked it and the results are correct. I am using a daily chart and wondering if the TOS indicator is using intraday data rather than end of day for the calculation of vwap on a daily

 

[markos]

@ljones That is probably a good question for TOS support. 800-672-2098

 

[markos]

http://tos.mx/MREYid this is an Intraday VWAP that also works on Android.
In order for this study to work properly you must have "use extended hours" turned ON in your android settings.