Multi Day VWAP

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icmoflow

New member
Does anyone have a multi-day VWAP indicator that will show the 1 HR VWAP, multi-day vwap, YTD vwap for instance on any time frame ? I'm looking for the daily VWAP on the 1 min chart and also to add an hourly VWAP or multi-day VWAP. Thanks
 
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horserider

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@icmoflow VWAP already has day,week, and month. Do not think an hourly is possible. Maybe describe the exact VWAP periods you want and see what might show up. For what purpose ??????
 
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icmoflow

New member
This is pretty good Hourse Rider, what I would like to add is a Hourly VWAP and even 15 min, simply for support and resistance levels intraday, I can use Darvas Boxes but VWAP I think is the "true" price. Thanks Horse Rider
 
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horserider

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@icmoflow VWAP is a daily calculation. I am not going to work on this further.
 
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icmoflow

New member
@icmoflow VWAP is a daily calculation. I am not going to work on this further.
Well it's a "cumulative " indicator. The daily shows the daily thus far based on V and P I'm looking to go back the last 15 min or hr not just the cumulative VWAP for the day. I appreciate your efforts, I'll see what I can come up with. Thanks again Horse Rider
 
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Stephan908vkt

New member
@horserider

Any chance you can share this script with us? I've been searching for a 2 day vwap script for TOS. This is exactly what I'm looking for. Thank you for your time.
 
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horserider

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@Stephan908vkt Welcome. Let us know how you use it and how successful it may be.
 
BenTen

BenTen

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@soary On that page, there is a green button called “View it on ThinkorSwim”. Click on that while you have your ToS program already running and logged in. It will automatically import it into your platform.
 
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soary

Member
Thanks but on what page? When I click on it I see a page to open an account which I already have and don't see that, then in my trade I don't see it either.



@soary On that page, there is a green button called “View it on ThinkorSwim”. Click on that while you have your ToS program already running and logged in. It will automatically import it into your platform.
 
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Stephan908vkt

New member
@Stephan908vkt Welcome. Let us know how you use it and how successful it may be.
Hey @horserider, I'm not a consistently profitable trader so I can't really say how successful it is for me, but I took a couple SMB courses a few years ago so the way I'm using the 2-day vwap is look for a continuation move after a directional/trend day, wait for the test of the 2-day vwap and watch for a reversal. I probably didn't explain that very well so here are some screenshots


NVTA - The purple line is the 2-day vwap. On 8/22, we had a strong down day, on 8/23, the plan would be to wait for a test of the 2-day vwap for a short

OSTK - Strong up day on 8/9 (Friday) so on Monday I was looking for a pullback to the 2-day vwap for a long opportunity.

Here's a screenshot of the OSTK trade I took. I try not to fade it without a little bit of confirmation so for OSTK, I waited for it to get back above the intraday vwap and also the prior close


Anyway, thank you so much again for sharing your indicator.
 
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horserider

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@Stephan908vkt Thanks for the illustration of use of the 2 day VWAP. Reversion and bounce. Nice idea. Hope it can help you be more consistently profitable.
 

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