Any one help with this? I would like a scanner (aka to be notified) when a stock in my parameters crossed above or below Intra-Day VWAP.
Can someone help with this coding? I am not following. I have been trying to get a VWAP scan for the longest.... any help?Thanks Ben. Here's as far as I got. Does it look right to you for an above VWAP criteria?
1) would I need to do a scan (each) for above and below?
2) Would the aggregation period be for an intraday time period or Daily? I would like to be alerted as it happens.
input priceLow = low; input totalBars = 20; def myVWAP = reference VWAP()."VWAP"; def lowsAboveVWAP = Lowest(priceLow,totalBars) > myVWAP; plot scan = lowsAboveVWAP;
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