Show todays VWAP only

DjEskimo007

DjEskimo007

Member
Hey Guys,
was wondering if someone could help me plot todays VWAP only. I've tried adding in the code "showtodayonly" but it still shows the entire thing. Any help would be greatly appreciated. Ill post the default vwap code below.


Code: 
input numDevDn = -2.0;
input numDevUp = 2.0;
input timeFrame = {default DAY, WEEK, MONTH};

def cap = getAggregationPeriod();
def errorInAggregation =
    timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
    timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH;
assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");

def yyyyMmDd = getYyyyMmDd();
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);
}
def isPeriodRolled = compoundValue(1, periodIndx != periodIndx[1], yes);

def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;

if (isPeriodRolled) {
    volumeSum = volume;
    volumeVwapSum = volume * vwap;
    volumeVwap2Sum = volume * Sqr(vwap);
} else {
    volumeSum = compoundValue(1, volumeSum[1] + volume, volume);
    volumeVwapSum = compoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
    volumeVwap2Sum = compoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;
def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

plot VWAP = price;
plot UpperBand = price + numDevUp * deviation;
plot LowerBand = price + numDevDn * deviation;

VWAP.setDefaultColor(getColor(0));
UpperBand.setDefaultColor(getColor(2));
LowerBand.setDefaultColor(getColor(4))
 
Solution
halcyonguy
DjEskimo007 said:
was wondering if someone could help me plot todays VWAP only. I've tried adding in the code "showtodayonly" but it still shows the entire thing. Any help would be greatly appreciated. Ill post the default vwap code below.
Click to expand...

this version will allow the user to pick from,
showing all the lines or showing lines just for the current selected time period
with this input
input show_only_current_period = yes;


Code: 
# vwap_mtf_currenttime_0
def na = double.nan;

input show_only_current_period = yes;
def istoday = if GetLastDay() == GetDay() then 1 else 0;
def isweek = if GetLastweek() == Getweek() then 1 else 0;
def ismonth = if GetLastmonth() == Getmonth() then 1 else 0;
def day1 = if show_only_current_period then istoday else 1;
def...
Sort by date Sort by votes
DjEskimo007 said:
was wondering if someone could help me plot todays VWAP only. I've tried adding in the code "showtodayonly" but it still shows the entire thing. Any help would be greatly appreciated. Ill post the default vwap code below.
Click to expand...

this version will allow the user to pick from,
showing all the lines or showing lines just for the current selected time period
with this input
input show_only_current_period = yes;


Code: 
# vwap_mtf_currenttime_0
def na = double.nan;

input show_only_current_period = yes;
def istoday = if GetLastDay() == GetDay() then 1 else 0;
def isweek = if GetLastweek() == Getweek() then 1 else 0;
def ismonth = if GetLastmonth() == Getmonth() then 1 else 0;
def day1 = if show_only_current_period then istoday else 1;
def week1 = if show_only_current_period then isweek else 1;
def month1 = if show_only_current_period then ismonth else 1;

input numDevDn = -2.0;
input numDevUp = 2.0;
input timeFrame = {default DAY, WEEK, MONTH};

def only;
if timeFrame == timeFrame.DAY then {
  only = day1;
} else if timeFrame == timeFrame.week then {
  only = week1;
} else if timeFrame == timeFrame.month then {
  only = month1;
} else {
  only = 0;
}

def cap = getAggregationPeriod();
def errorInAggregation =
    timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
    timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH;
assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");

def yyyyMmDd = getYyyyMmDd();
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);
}
def isPeriodRolled = compoundValue(1, periodIndx != periodIndx[1], yes);

def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;

if (isPeriodRolled) {
    volumeSum = volume;
    volumeVwapSum = volume * vwap;
    volumeVwap2Sum = volume * Sqr(vwap);
} else {
    volumeSum = compoundValue(1, volumeSum[1] + volume, volume);
    volumeVwapSum = compoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
    volumeVwap2Sum = compoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;
def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

plot VWAP = if only then price else na;
plot UpperBand = if only then (price + numDevUp * deviation) else na;
plot LowerBand = if only then (price + numDevDn * deviation) else na;

VWAP.setDefaultColor(getColor(0));
UpperBand.setDefaultColor(getColor(2));
LowerBand.setDefaultColor(getColor(4));
#
 
Upvote 0 Downvote
Solution

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

SIGN UP NOW LEARN MORE
Is there a way to display the intraday VWAP, but for only the current day (hiding the lines for earlier days)? Having the previous days aren't relevant and I'd like to make the chart cleaner by just showing the current day. If we're able to toggle between starting with the premarket or market open, even better.

I feel like this should already exist, but I searched and couldn't find a indicator here. Thanks for your help!

Screenshot 2023-08-12 at 6.46.28 PM.png


Here is the current TOS code for VWAP...

#
# TD Ameritrade IP Company, Inc. (c) 2011-2023
#

input numDevDn = -2.0;
input numDevUp = 2.0;
input timeFrame = {default DAY, WEEK, MONTH};

def cap = getAggregationPeriod();
def errorInAggregation =
timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH;
assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");

def yyyyMmDd = getYyyyMmDd();
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);
}
def isPeriodRolled = compoundValue(1, periodIndx != periodIndx[1], yes);

def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;

if (isPeriodRolled) {
volumeSum = volume;
volumeVwapSum = volume * vwap;
volumeVwap2Sum = volume * Sqr(vwap);
} else {
volumeSum = compoundValue(1, volumeSum[1] + volume, volume);
volumeVwapSum = compoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
volumeVwap2Sum = compoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;
def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

plot VWAP = price;
plot UpperBand = price + numDevUp * deviation;
plot LowerBand = price + numDevDn * deviation;

VWAP.setDefaultColor(getColor(0));
UpperBand.setDefaultColor(getColor(2));
LowerBand.setDefaultColor(getColor(4));
 
Upvote 0 Downvote
UPDATE:
I was able to find a solution. I'm sharing here for anyone interesed.


declare hide_on_daily;

DefineGlobalColor("color1", CreateColor(190, 190, 255));


input numDevDn = -2.0;
input numDevUp = 2.0;
input timeFrame = {default DAY, WEEK, MONTH};

def cap = GetAggregationPeriod();
def errorInAggregation =
timeFrame == timeFrame.DAY and cap >= AggregationPeriod.WEEK or
timeFrame == timeFrame.WEEK and cap >= AggregationPeriod.MONTH;
Assert(!errorInAggregation, "timeFrame should be not less than current chart aggregation period");

def yyyyMmDd = GetYYYYMMDD();
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);
}
def isPeriodRolled = CompoundValue(1, periodIndx != periodIndx[1], yes);

def volumeSum;
def volumeVwapSum;
def volumeVwap2Sum;

if (isPeriodRolled) {
volumeSum = volume;
volumeVwapSum = volume * vwap;
volumeVwap2Sum = volume * Sqr(vwap);
} else {
volumeSum = CompoundValue(1, volumeSum[1] + volume, volume);
volumeVwapSum = CompoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap);
volumeVwap2Sum = CompoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap));
}
def price = volumeVwapSum / volumeSum;
def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0));

def VWAP = price;

def today = if GetLastDay() == GetDay() then 1 else 0;
def Cut_Off = if today then VWAP else Double.NaN;
plot VWAP_Plot = Cut_Off;
VWAP_Plot.SetStyle(Curve.SHORT_DASH);
VWAP_Plot.SetLineWeight(1);
VWAP_Plot.SetDefaultColor(GlobalColor("color1"));
 
Last edited by a moderator:
Upvote 0 Downvote
You must log in or register to reply here.
Thread starter Similar threads Forum Replies Date
T doesn't show ONH and ONL previous days Questions 1
P Heiken Bars show regular price Questions 1
R Alert triggered show in watchlist Questions 1
A How to show Time & Condition in Watchlist Columns Questions 5
Z TOS Volume Profile to show # of contracts (blue bar) Questions 7

Similar threads

Not the exact question you're looking for?

Start a new thread and receive assistance from our community.

87k+ Posts
463 Online
Create Post

Similar threads

Similar threads

The Market Trading Game Changer

Join 2,500+ subscribers inside the useThinkScript VIP Membership Club
  • Exclusive indicators
  • Proven strategies & setups
  • Private Discord community
  • ‘Buy The Dip’ signal alerts
  • Exclusive members-only content
  • Add-ons and resources
  • 1 full year of unlimited support
Try VIP Club Today

Frequently Asked Questions

What is useThinkScript?

useThinkScript is the #1 community of stock market investors using indicators and other tools to power their trading strategies. Traders of all skill levels use our forums to learn about scripting and indicators, help each other, and discover new ways to gain an edge in the markets.

How do I get started?

We get it. Our forum can be intimidating, if not overwhelming. With thousands of topics, tens of thousands of posts, our community has created an incredibly deep knowledge base for stock traders. No one can ever exhaust every resource provided on our site.

If you are new, or just looking for guidance, here are some helpful links to get you started.

What are the benefits of VIP Membership?
VIP members get exclusive access to these proven and tested premium indicators: Buy the Dip, Advanced Market Moves 2.0, Take Profit, and Volatility Trading Range. In addition, VIP members get access to over 50 VIP-only custom indicators, add-ons, and strategies, private VIP-only forums, private Discord channel to discuss trades and strategies in real-time, customer support, trade alerts, and much more. Learn all about VIP membership here.
How can I access the premium indicators?
To access the premium indicators, which are plug and play ready, sign up for VIP membership here.
Back
Top