Close to VWAP watchlist


New member

I made the following scan in ToS and was wondering if anyone had thoughts on it. I am trying to get a list of stocks ($1-$30, 20M-500M float, close to VWAP, 10m volume above 250,000) that are close to their 5 min VWAP, and could cross it.


Or, if someone knows a script for that, that'd be great too!

Sorry if this is in the wrong forum, I'm new.



New member
@HighBredCloud I was under the idea that that filter was looking back 10 bars ago, 1m bars each, so 10 minutes. And the last 10m should be higher than 250,000, or is that wrong? The idea is to find stocks with high volume right now, not just high daily volume that have died off in the afternoon.

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