Sum of VWAP for specified period

horserider

Well-known member
VIP
Takes the sum of the vwap over the period set in the indicator. User can set the date to start the study and it goes till present time. Posting as a request from a member. Never used it. No idea how it works. Anyone testing it please report results.

Code:
# TS_PERIOD_VWAP

# http://www.thinkscripter.com

# [email protected]

# Last Update 19 OCT 2011

 

# Daily Charts and up only

 

input startDateYyyyMmDd = 20090309;

def beyondStartDate = if getYyyyMmDd()>= startDateYyyyMmDd then 1 else 0;

 

plot VWAP = TotalSum(if beyondStartDate then (((high+low+close)/3)*volume) else 0)/TotalSum(if beyondStartDate then volume else 0);

 

VWAP.SetDefaultColor(color.orange);

VWAP.SetStyle(curve.SHORT_DASH);

VWAP.SetLineWeight(2);

oenHH51.png

Yellow dashed line set to start 1/1/2019.
 

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