Day/Month/Quarter/Year Anchored VWAP For ThinkOrSwim

[lostcoastsurf]

I would like the switch option to anchor VWAP to the first day of each Quarter?

 

[SleepyZ]

This is what I have been using for timeperprofile that has quarter and year

input pricePerRowHeightMode = {default AUTOMATIC, TICKSIZE, CUSTOM};
input customRowHeight = 1.0;
input timePerProfile = {default CHART, MINUTE, HOUR, DAY, WEEK, MONTH, QUARTER, YEAR, "OPT EXP", BAR};
input multiplier = 1;
input onExpansion = yes;
input profiles = 1000;
input showPointOfControl = yes;
input showValueArea = yes;
input valueAreaPercent = 70;
input opacity = 50;

def period;
def yyyymmdd = getYyyyMmDd();
def seconds = secondsFromTime(0);
def month = getYear() * 12 + getMonth();
def day_number = daysFromDate(first(yyyymmdd)) + getDayOfWeek(first(yyyymmdd));
def dom = getDayOfMonth(yyyymmdd);
def dow = getDayOfWeek(yyyymmdd - dom + 1);
def qtr = if getmonth()==1 then 1 else if getmonth()==4 then 2 else if getmonth()==7 then 3 else if getmonth()==10 then 4 else qtr[1];
def year = getyear();
def expthismonth = (if dow > 5 then 27 else 20) - dow;
def exp_opt = month + (dom > expthismonth);
switch (timePerProfile) {
case CHART:
    period = 0;
case MINUTE:
    period = floor(seconds / 60 + day_number * 24 * 60);
case HOUR:
    period = floor(seconds / 3600 + day_number * 24);
case DAY:
    period = countTradingDays(min(first(yyyymmdd), yyyymmdd), yyyymmdd) - 1;
case WEEK:
    period = floor(day_number / 7);
case MONTH:
    period = floor(month - first(month));
case QUARTER:
    period = qtr;
case YEAR:
period = Floor(year - First(year));
case "OPT EXP":
    period = exp_opt - first(exp_opt);
case BAR:
    period = barNumber() - 1;
}

 

[lostcoastsurf]

This is what I have been using for timeperprofile that has quarter and year

Thanks for the direction. I modified it to work with the the switch I have for the VWAP cloud. Here's how I modified it:

input timeFrame = {default DAY, WEEK, MONTH, QUARTER, YEAR};

def yyyyMmDd = getYyyyMmDd(); #Returns the date of the current bar in the YYYYMMDD format.
def qtr_day = if getmonth() < 4 then 101  else if getmonth() < 7 then 401 else if getmonth() < 10 then 701 else if getmonth() <= 12 then 1001 else qtr_day[1];
def yearstart = GetYear() * 10000 + 101;
def periodIndx;
switch (timeFrame) {
case DAY:
    periodIndx = yyyyMmDd;
case WEEK:
    periodIndx = Floor((daysFromDate(first(yyyyMmDd)) + getDayOfWeek(first(yyyyMmDd))) / 7);
case MONTH:
    periodIndx = roundDown(yyyyMmDd / 100, 0);
case QUARTER:
    periodIndx = yearstart + qtr_day;
case YEAR:
    periodIndx = yearstart;
}

 

[lostcoastsurf]

This is what I have been using for timeperprofile that has quarter and year

As an aside, it would be really slick to be able to do consolidated TPO or volume profiles like they do in Sierra Charts. (Combining multiple profiles into one based on a date range.)