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...
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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));
#
 
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Solution

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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"));
 
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