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

[XeoNoX]

Can anyone guide me . In this watchlist script if 9ema cross then green , cross below then red but no gray. I want it to stay green or red once cross up or down. Thanks in advance

that would nullify the within 3 bars part of the code. That would pretty much imply green over vwap and red under vwap and there is a study for that already somewhere on this forum.

 

[MerryDay]

@SonsOfRagnar

https://usethinkscript.com/threads/ema-and-vwap-crossover-indicator-for-thinkorswim.320/

 

[TCB]

Hi, is there a script available or can one be created to plot yesterday's end of day vwap price on todays chart. For example if the vwap at the close was 200, the script would draw a line on todays intraday chart at the 200 level. Thanks

 

[generic]

@TCB

declare hide_on_daily;

def marketclose = secondstillTime(1600) == 0;
def vw = if marketclose then reference vwap() else vw[1];
plot vwap = vw;

 

[TCB]

@TCB

declare hide_on_daily;

def marketclose = secondstillTime(1600) == 0;
def vw = if marketclose then reference vwap() else vw[1];
plot vwap = vw;

Thank you exactly what I was looking for!

 

[s1111]

Hey y'all
Pls does anyone have a script for EMA 9 crossing VWAP @1minute?
I tried writing it with the conditions on TOS but its not working.
any help would be appreciated. - Thanks

This is what I use
https://usethinkscript.com/threads/ema-and-vwap-crossover-indicator-for-thinkorswim.320/post-1851

 

[mngolfer123]

@TCB

declare hide_on_daily;

def marketclose = secondstillTime(1600) == 0;
def vw = if marketclose then reference vwap() else vw[1];
plot vwap = vw;

I have tried over 5 scripts and cannot get this study to look how I want. Do you know how I can get the study to only show 2day or 3day VWAP and not have those ugly lines connecting days together?

https://imgur.com/a/BTaDChz

declare hide_on_daily;

input DaysBack = 1;

def VWAP_StartDate = GetYYYYMMDD();
def BeyondStartDate = VWAP_StartDate >= GetYYYYMMDD()[DaysBack];
AddLabel(yes, BeyondStartDate, Color.WHITE);
def marketclose = SecondsTillTime(1600) == 0;
AddLabel(yes, marketclose, Color.WHITE);
def vw = if marketclose then reference vwap()[DaysBack] else vw[1];
plot vwap = vw;

vwap.SetDefaultColor(Color.ORANGE);
vwap.SetStyle(Curve.FIRM);
vwap.SetLineWeight(3);

 

[generic]

@mngolfer123

declare hide_on_daily;

input DaysBack = 2;

def days = getday() >= getlastday() - daysback;

def marketclose = SecondsTillTime(1600) == 0;

def vw = if marketclose then reference vwap() else vw[1];
plot vwap = if days then vw else double.nan;
vwap.setpaintingstrategy(paintingstrategy.horizontal);

 

[mngolfer123]

@mngolfer123

declare hide_on_daily;

input DaysBack = 2;

def days = getday() >= getlastday() - daysback;

def marketclose = SecondsTillTime(1600) == 0;

def vw = if marketclose then reference vwap() else vw[1];
plot vwap = if days then vw else double.nan;
vwap.setpaintingstrategy(paintingstrategy.horizontal);

@generic Thank you so much for this! I really appreciate it. I have been searching and digging through code for probably two weeks now. I have written a decent amount of ThinkScripts but I'm not on your level.

I have tried to change the code above to show only 1 VWAP per indicator, but I can't seem to figure that out either.

I wasn't sure how the "vw[1]" part of your code works. I get everything else, but it seems like I have to add in some more lines to get it so that it shows VWAP from the DaysBack candle at marketclose and extends it forward through the entire next trading day.

Thats what you have, but I'm wondering how I could drop the line from two days back or at least make it start at the 1600 marketclose time instead of the end of day time 1800?

declare hide_on_daily;

input DaysBack = 1;

def days = (getday() >= getlastday() - daysback);# and (GetDay() - daysback) and getday() <= getlastday();

def marketclose = SecondsTillTime(1600) == 0;

def vw = if marketclose then reference vwap() else vw[1];
plot vwap = if days then vw else double.nan;

#To verify values
AddLabel(Yes, days, color.yellow);
AddLabel(Yes, getday(), color.yellow);
AddLabel(Yes, getlastday(), color.yellow);
AddLabel(Yes, getlastday() - daysback, color.yellow);
AddLabel(Yes, marketclose, color.yellow);

vwap.setpaintingstrategy(paintingstrategy.horizontal);
vwap.SetDefaultColor(Color.ORANGE);
#vwap.SetStyle(Curve.FIRM);
vwap.SetLineWeight(3);

 

[generic]

@mngolfer123 Sorry, I don't really understand the question. Could you post a ss and I'll look at it tmr?
The code already checks for 1600 and plots vwap into next day.
The vw[1] just says the vwap value until it checks for market close.

 

[mngolfer123]

@mngolfer123 Sorry, I don't really understand the question. Could you post a ss and I'll look at it tmr?
The code already checks for 1600 and plots vwap into next day.
The vw[1] just says the vwap value until it checks for market close.

@generic Hey Generic! So it may be that I am using the show extended hours feature on my chart, which I need for my trading style. The VWAP from 2 days ago end at the end of day time of 1800 instead of the 1600, so essentially it is not the correct VWAP value from close.

https://imgur.com/a/WQj70ze

Then Also wondering how I would extend the VWAP line from 2 days ago all the way to the end of today?

 

[mngolfer123]

The vw[1] just says the vwap value until it checks for market close.

Okay, so I see that it plots the vwap value, but since it is in the else statement, it doesn't seem to use the "reference VWAP()" function at all?

def vw = if marketclose then reference vwap() else vw[1]; Not sure how it knows to use VWAP since the "reference VWAP()" is inside of the first IF/THEN statement.
plot vwap = if days then vw else double.nan;

 

[generic]

@mngolfer123 Okay, so the vwap value is correct but it gets cut off because of how the plot condition works. The plot condition will plot on the next day because it doesn't include AH from yesterday but the data for the plot is the vwap of yesterdays close. You should be able to verify this by adding vwap study and comparing the numbers.
If you look at the vw line of code then you'll see that vw is using reference vwap so vw[1], which saves the previous value of vw, will also use reference vwap.
Hope this makes sense.

 

[dsme1234]

I am trying to create a column on watchlist that shows if the close is in between VWAP upper band and vwap. But I found. the formula for calculating UpperBand = price + numDevUp * Deviation. The deviation is always = 0. Can anyone help me here thank you!

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 UpperBand = price + numDevUp * deviation;
def LowerBand = price + numDevDn * deviation;

def current = if ( close >= vwap and close < UpperBand)
              then 0
              else if close > UpperBand
              then 1
              else if close < vwap
              then -1
              else double.nan;

AddLabel(1, if current == 0
            then current
            else if current == 1
            then UpperBand
            else if current == -1
            then current
            else UpperBand,
            if current == 0
            then color.yellow
            else if current == 1
            then color.green
            else if current == -1
            then color.red
            else color.current);
AssignBackgroundColor( if current == 0

            then createColor(180,180,5)
            else if current == 1
            then createColor(51,102,0)
            else if current == -1
            then createColor(155,0,0)
            else color.current);

 

[rad14733]

@dsme1234 You're overcomplicating the conditional logic code... You should be using 1, -1, and Double.NaN...

Edited to add: Have some free time so taking a deeper look into your code...

After further review: I have simplified the code to only render colored Custom Watchlist Column cells... Your code didn't accurately calculate a value to display so I left that value blank... I'm sure the code could be further simplified but that's a good start... Notice how I have made three conditions rather than a bunch of conditional gobbledygook... This shrinks the code a lot and makes it easier to comprehend...

Let me know if this works...

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 UpperBand = price + numDevUp * deviation;
def LowerBand = price + numDevDn * deviation;

def between = Between(close, vwap, UpperBand);
def above = close > UpperBand;
def below = close < vwap;

AddLabel(yes, " ",
  if between then createColor(180,180,5)
  else if above then createColor(51,102,0)
  else if below then createColor(155,0,0)
  else color.current
);

AssignBackgroundColor(
  if between then createColor(180,180,5)
  else if above then createColor(51,102,0)
  else if below then createColor(155,0,0)
  else color.current
);

 

[dsme1234]

@dsme1234 You're overcomplicating the conditional logic code... You should be using 1, -1, and Double.NaN...

Edited to add: Have some free time so taking a deeper look into your code...

After further review: I have simplified the code to only render colored Custom Watchlist Column cells... Your code didn't accurately calculate a value to display so I left that value blank... I'm sure the code could be further simplified but that's a good start... Notice how I have made three conditions rather than a bunch of conditional gobbledygook... This shrinks the code a lot and makes it easier to comprehend...

Let me know if this works...

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 UpperBand = price + numDevUp * deviation;
def LowerBand = price + numDevDn * deviation;

def between = Between(close, vwap, UpperBand);
def above = close > UpperBand;
def below = close < vwap;

AddLabel(yes, " ",
  if between then createColor(180,180,5)
  else if above then createColor(51,102,0)
  else if below then createColor(155,0,0)
  else color.current
);

AssignBackgroundColor(
  if between then createColor(180,180,5)
  else if above then createColor(51,102,0)
  else if below then createColor(155,0,0)
  else color.current
);

Thank you! It looks way better than what I wrote. I also find that the time frame needs to set to 5min then it will calculates the proper Upperband value.

 

[Flow1]

@BenTen .. do you have the code to plot the vwap on chart. thanks

 

[MerryDay]

plot vwap = reference VWAP()."VWAP" ;
@Flow1

 

[Flow1]

@MerryDay hmmm.. do you have the rest of the code? not working

 

[MerryDay]

plot vwap = reference VWAP()."VWAP" ;