VWAP Crosses, Format, Watchlist, Label, Scan for ThinkorSwim

[SleepyZ]

does TOS have a ticker showing % of stocks within SP500 or nasdaq 100 above vwap?

or is it possible to make such an indicator?

I am not aware of a ticker, but you could try scans for those. Here is an example of SP500 above VWAP

 

[bakly]

I am attempting to set up a watchlist column that would visually show if the stock has stacked VWAPs (Weekly VWAP greater or equal to Monthly VWAP). For some reason, all I am getting is a "loading". Any input would help!

Here is what I have so far:

plot VWAPW = VWAP(period = AggregationPeriod.WEEK);
plot VWAPM = VWAP(period = AggregationPeriod.MONTH);

def bullish = VWAPW is greater than or equal to VWAPM;
def bearish = VWAPW is less than VWAPM;

AddLabel(bullish, “Bullish VWAP⇧”, color.black);
AddLabel(bearish, “Bearish VWAP⇩”, color.black);
AddLabel(!bullish and !bearish, " ", color.black);

AssignBackgroundColor (if bullish then color.green else if bearish then color.red else color.black);

def VWAPW = reference VWAP("time frame" = "WEEK");
def VWAPM = reference VWAP("time frame" = "MONTH");

def bullish = VWAPW is greater than or equal to VWAPM;
def bearish = VWAPW is less than VWAPM;

AddLabel(bullish, “Bullish VWAP⇧”, color.black);
AddLabel(bearish, “Bearish VWAP⇩”, color.black);
AddLabel(!bullish and !bearish, " ", color.black);

AssignBackgroundColor (if bullish then color.green else if bearish then color.red else color.black);

 

[Tej_Pra]

How to create a scan query and watchlist for 9EMA crossing over VWAP? Please help.

 

[MerryDay]

How to create a scan query and watchlist for 9EMA crossing over VWAP? Please help.

Moved your question here. In this thread, you will find 18 pages of VWAP crosses: scans, watchlists, labels, with many formatting options.

Directions for searching through large threads:
https://usethinkscript.com/threads/answers-to-commonly-asked-questions.6006/#post-58238

How to search for answers to any additional questions:
https://usethinkscript.com/threads/search-the-forum.12626/

 

[kellis812]

I trade this srategy now, (VWAP EMA crossover) and I wanted to get this link so I can instal in my studies in TOS.
Can someone tel her I can find it, pease?
Thank you

 

[ssmike123]

Thank you, I do have this on my chart and it works great, but I want to know if there was a way to be
notified/alert when the VWAP crossover the 9EMA

Hello Nads, I was looking for this also. Not sure how to do this from reading above posts. Were you able to make the complete code?
For VWAP I am using this & is Anchored to beginning of the trading day. Looking for Alert, when 9 EMA Crosses VWAP.

#yakBro intraday anchoredVWAP excluding extended hours volume 2019

declare hide_on_daily;

def anchorTime = 0930;
def anchorEnd = 1700;

input ShowTodayOnly = yes;
def Today = if GetDay() == GetLastDay() then 1 else 0;
def postAnchorTime = if SecondsFromTime(anchorTime) >= 0 then 1 else 0;
def endAchorTime = if SecondsTillTime(anchorEnd) >= 0 then 1 else 0;

#plot anchorVWAP for intraday
def volumeSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeSum[1] + volume else 0, volume);
def volumeVwapSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeVwapSum[1] + volume * vwap else 0, volume * vwap);

plot anchorVWAP = if ShowTodayOnly and !Today then Double.NaN else if anchorTime then volumeVwapSum / volumeSum else Double.NaN;
anchorVWAP.setStyle(Curve.Firm);
anchorVWAP.setDefaultColor(Color.light_ORANGE);
anchorVWAP.setlineWeight(2);

 

[SleepyZ]

Hello Nads, I was looking for this also. Not sure how to do this from reading above posts. Were you able to make the complete code?
For VWAP I am using this & is Anchored to beginning of the trading day. Looking for Alert, when 9 EMA Crosses VWAP.

#yakBro intraday anchoredVWAP excluding extended hours volume 2019

declare hide_on_daily;

def anchorTime = 0930;
def anchorEnd = 1700;

input ShowTodayOnly = yes;
def Today = if GetDay() == GetLastDay() then 1 else 0;
def postAnchorTime = if SecondsFromTime(anchorTime) >= 0 then 1 else 0;
def endAchorTime = if SecondsTillTime(anchorEnd) >= 0 then 1 else 0;

#plot anchorVWAP for intraday
def volumeSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeSum[1] + volume else 0, volume);
def volumeVwapSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeVwapSum[1] + volume * vwap else 0, volume * vwap);

plot anchorVWAP = if ShowTodayOnly and !Today then Double.NaN else if anchorTime then volumeVwapSum / volumeSum else Double.NaN;
anchorVWAP.setStyle(Curve.Firm);
anchorVWAP.setDefaultColor(Color.light_ORANGE);
anchorVWAP.setlineWeight(2);

This uses the code you posted and portions of the snippets posted above to create the alert.

In the image is the alerts showing in the message center.
A sound alert also was made each of the times shown in the message center.

#yakBro intraday anchoredVWAP excluding extended hours volume 2019

declare hide_on_daily;

def anchorTime = 0930;
def anchorEnd = 1700;

input ShowTodayOnly = yes;
def Today = if GetDay() == GetLastDay() then 1 else 0;
def postAnchorTime = if SecondsFromTime(anchorTime) >= 0 then 1 else 0;
def endAchorTime = if SecondsTillTime(anchorEnd) >= 0 then 1 else 0;

#plot anchorVWAP for intraday
def volumeSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeSum[1] + volume else 0, volume);
def volumeVwapSum = compoundValue(1, if postAnchorTime and endAchorTime then volumeVwapSum[1] + volume * vwap else 0, volume * vwap);

plot anchorVWAP = if ShowTodayOnly and !Today then Double.NaN else if anchorTime then volumeVwapSum / volumeSum else Double.NaN;
anchorVWAP.setStyle(Curve.Firm);
anchorVWAP.setDefaultColor(Color.light_ORANGE);
anchorVWAP.setlineWeight(2);

plot ema9 = expaverage(close, 9);
def cross = vwap crosses ema9;
alert(cross, if vwap crosses above ema9 then "OVER" else "UNDER", alert.bar, sound.Ding);

 

[ssmike123]

This uses the code you posted and portions of the snippets posted above to create the alert.

In the image is the alerts showing in the message center.
A sound alert also was made each of the times shown in the message center.

@SleepyZ, Thank You

 

[Dom173]

@BenTen @horserider any chance you can do me a quick indicator that posts signal arrows on the chart when the 5EMA crosses VWAP? Couldn't find anything like it. Thanks in advance!

 

[Juno (Best Day EVER)]

@BenTen Like a charm. Thank you sir!

what did you change the 9 EMA in the code to be pls?

 

[MerryDay]

what did you change the 9 EMA in the code to be pls?

# EMA crossing above Upper VWAP Band Watchlist Column
input lengthMA = 9;

You can modify the highlighted line to fit your strategy.

There is no definitive perfect length.
Minor adjustments will only have minor effects.
The 9ema is highly sensitive, which may not suit everyone.
Longer lengths such as 18ema or 21ema may have reduced noise, but will lag behind more.

 

[number9]

@BenTen @horserider any chance you can do me a quick indicator that posts signal arrows on the chart when the 5EMA crosses VWAP? Couldn't find anything like it. Thanks in advance!

Are you looking for a bullish crossover? If so, I think maybe what you're asking for is when VWAP crosses above the 5EMA. If so, this is what I came up with. If this is not what you meant, let me know.

def bullish = reference VWAP()."VWAP" crosses above MovAvgExponential("length" = 5)."AvgExp";

plot upArrow = bullish;

upArrow.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
upArrow.SetDefaultColor(CreateColor(145, 210, 144));

In regards to this script I posted, is there any way to modify it so it will only display an arrow for the most recent crossover? Or possibly within a certain number of bars (for example, only display an arrow if it occurs within the last 5 bars)? I messed around with some basic things I thought might work, but couldn't figure it out.

 

[SleepyZ]

In regards to this script I posted, is there any way to modify it so it will only display an arrow for the most recent crossover? Or possibly within a certain number of bars (for example, only display an arrow if it occurs within the last 5 bars)? I messed around with some basic things I thought might work, but couldn't figure it out.

The following will limit the plot of arrows when yes to the number of x arrows:
input limit_arrow_plot = yes;
input show_x_arrows = 1;

The following set to 1 will plot the arrow on the cross. If set higher it will move the arrow to the right from the cross by that increase:
input show_within_bars = 1;

#Example_cond_limit_plot

input limit_arrow_plot = yes;
input show_x_arrows    = 1;
input show_within_bars = 1;

def bullish = reference VWAP()."VWAP" crosses above MovAvgExponential("length" = 5)."AvgExp" within show_within_bars bars;
def dataCount = CompoundValue(1, if IsNaN(dataCount[1]) then 0 else if bullish then dataCount[1] + 1 else dataCount[1], 0);

plot upArrow = if limit_arrow_plot and HighestAll(dataCount) - dataCount <= show_x_arrows - 1
               then bullish
               else if !limit_arrow_plot
               then bullish
               else Double.NaN;
upArrow.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
upArrow.SetDefaultColor(CreateColor(145, 210, 144));
upArrow.SetLineWeight(4);
;

 

[number9]

The following will limit the plot of arrows when yes to the number of x arrows:
input limit_arrow_plot = yes;
input show_x_arrows = 1;

The following set to 1 will plot the arrow on the cross. If set higher it will move the arrow to the right from the cross by that increase:
input show_within_bars = 1;

Thank you! Works perfectly. I was able to apply this to a few other studies and it cleaned things up nicely

 

[CHAKI213]

good day @sleepZ,
i used your script
https://usethinkscript.com/threads/...r-pocs-for-thinkorswim.8153/page-6#post-72446
to do the same thing for vwap but it looks like it doesn't work properly
here is the code i hope you can guide me to fix it

def vwap = reference vwap("time frame" = "DAY","num dev dn" = -1,"num dev up" = 1);
def upperband = reference  vwap("time frame" = "DAY","num dev dn" = -1,"num dev up" = 1).UpperBand;
def lowerband = reference  vwap("time frame" = "DAY","num dev dn" = -1,"num dev up" = 1).LowerBand;

AddLabel(1, vwap, Color.WHITE);
AssignBackgroundColor(if close >vwap and close < upperband then Color.GREEN else if close >vwap and close > upperband then Color.DARK_GREEN else if close < vwap and close > lowerband then Color.RED else if close < vwap and close < lowerband then Color.DARK_RED else Color.BLACK);

 

[SleepyZ]

good day @sleepZ,
i used your script
https://usethinkscript.com/threads/...r-pocs-for-thinkorswim.8153/page-6#post-72446
to do the same thing for vwap but it looks like it doesn't work properly
here is the code i hope you can guide me to fix it

def vwap = reference vwap("time frame" = "DAY","num dev dn" = -1,"num dev up" = 1);
def upperband = reference  vwap("time frame" = "DAY","num dev dn" = -1,"num dev up" = 1).UpperBand;
def lowerband = reference  vwap("time frame" = "DAY","num dev dn" = -1,"num dev up" = 1).LowerBand;

AddLabel(1, vwap, Color.WHITE);
AssignBackgroundColor(if close >vwap and close < upperband then Color.GREEN else if close >vwap and close > upperband then Color.DARK_GREEN else if close < vwap and close > lowerband then Color.RED else if close < vwap and close < lowerband then Color.DARK_RED else Color.BLACK);

What problem are you having? It is a watchlist and looks okay on my testing your code.

 

[CHAKI213]

What problem are you having? It is a watchlist and looks okay on my testing your code.

the calculations are correct im having problems with the coloring its always dark green or red and not the tow other options

 

[SleepyZ]

the calculations are correct im having problems with the coloring its always dark green or red and not the tow other options

It appears to be working. Here it is in a watchlist of scan results. The custom column is set to 1min timeframe with the DAY VWAP

 

[142857]

@BenTen I copied the orignal link today and noticed the vwap values in the watchlist were not even close to accurate. It's such a simple script that I can't find any reason for it. I tried it with ext hours both on and off. Any suggestions?

 

[MerryDay]

@BenTen I copied the orignal link today and noticed the vwap values in the watchlist were not even close to accurate. It's such a simple script that I can't find any reason for it. I tried it with ext hours both on and off. Any suggestions?

You didn't provide enough information to say where you went astray.
Disparate data would indicate the settings of your chart are not the same as your watchlist.
A common culprit is the timeframe settings.

If you are still having difficulties, you would need to provide a shared chart link and a shared watchlist link, so the contributors can see what you are seeing and then offer solutions.