Close greater than VWAP ETH

[shakib3585]

Hello everyone,

Plot closing price greater than VWAP (including post-market session)

I need help creating a scan to find out if the closing price of any stock for a given day (including post market session) is higher than the VWAP (Volume Weighted Average Price). I can write the script for a regular trading session, but I don't know how to include the close being higher than VWAP during the post-market session since the default VWAP indicator on TOS is set for "Day" aggregation. I would like to plot the scan on a 5-minute aggregation. Can someone please help me with this? @SleepyZ would you please care to help.

Thank you very much

 

[SleepyZ]

Hello everyone,

I need help creating a scan to find out if the closing price of any stock for a given day (including post market session) is higher than the VWAP (Volume Weighted Average Price). I can write the script for a regular trading session, but I don't know how to include the close being higher than VWAP during the post-market session since the default VWAP indicator on TOS is set for "Day" aggregation. I would like to plot the scan on a 5-minute aggregation. Can someone please help me with this? @SleepyZ would you please care to help.

Thank you very much

The new TOS anchored vwap indicator should help.

def v  = reference AnchoredVWAP("begin date" = 20240101);

plot scan = if close > v then 1 else 0;

#

 

[shakib3585]

Thank you @SleepyZ . Should I have to change the date every time I scan. If so, is there a way to automate current date?