JJJJJJ11111
Member
Hi
I notice many stock have larger than usual move at vwap.
anyone can help to code a scan which look for price is about + or - 0.5% within vwap?
I'm thinking of using average (high+low)/2 of 5min or 1 minute .
using absolute value of 0.5%
I notice many stock have larger than usual move at vwap.
anyone can help to code a scan which look for price is about + or - 0.5% within vwap?
I'm thinking of using average (high+low)/2 of 5min or 1 minute .
using absolute value of 0.5%
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