Distanza in punti e in % dal VWAP

• 03/27/2025 at 4:56 PM #245355
  Gabriele Battista

  Vorrei scrivere un indicatore che mi consenta di calcolare la distanza del close della candela dal VWAP in punti e in %. E’ possibile?

   

   

  

  Gabriele Battista

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  03/28/2025 at 9:31 AM #245376
  Iván

  Ecco qui

  //----------------------------------------------// // VWAP //----------------------------------------------// if day<>day[1] then d=1 VWAP=typicalprice else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif sd = std[d](abs(typicalprice-vwap)) endif //----------------------------------------------// // Distance //----------------------------------------------// dist=close-vwap distP=round((close/vwap-1)*100,2) //----------------------------------------------// RETURN distP as "Dist%" style(histogram), 0

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  //----------------------------------------------// // VWAP //----------------------------------------------// if day<>day[1] then d=1 VWAP=typicalprice else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif sd = std[d](abs(typicalprice-vwap)) endif //----------------------------------------------// // Distance //----------------------------------------------// dist=close-vwap distP=round((close/vwap-1)*100,2) //----------------------------------------------// RETURN distP  as "Dist%" style(histogram), 0

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  robertogozzi

  

  Iván

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