Is there any working intraday VWAP?

• 05/07/2021 at 8:22 AM #169004
  Florian

  Hello, First of all, I really want to thank you Nicolas, for the enormous work you do on a daily basis to improve our understanding of the programming tools associated with PRT. I wanted to go back to the tapes associated with the daily VWAP on PRT. The formula "VWAP = SUMMATION [d] (volume * typicalprice) / SUMMATION [d] (volume)" is correct. There is no doubt about it. On the other hand, I programmed the different standard deviations with the formula "sd = std [d] (abs (typicalprice-VWAP))" and I obtain results which absolutely do not match those of PRT. I suggest you see this difference in the attachment. Thanks for your feedback

  

  Florian

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  05/13/2021 at 7:56 AM #169554
  Florian

  Hello, Do you have an answer to my question concerning the programming of the standard deviations of the VWAP to stick to the different "Standard Deviation" proposed by PRT in version 11? Thanks in advance

  

  Florian

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  09/23/2021 at 9:59 AM #178200
  Karen

  I’m not sure if it’s just me or general issue, but the code from the indicator doesn’t match platform’s VWAP line. Yet, the line from PRC_VWAP intraday code is 100% identical to the line, that’s drawn by VWAP = SUMMATION[x](volume*typicalprice)/SUMMATION[x](volume) code. I am seeing this on every stock in US markets.

  

  Karen

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  01/25/2023 at 9:12 AM #208169
  Nicolas

  For reference purpose, this version version should work as the original indicator of the platform: https://www.prorealcode.com/topic/vwap-band-indicator/#post-196713

  

  Nicolas

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