need help with VWAP indicator

• 03/19/2017 at 1:54 PM #29060
  zapy66

  Hi, Please someone can help me to correct this code  thanks

  //”version=2
  //with barcolors and stuff
  study(“VWAP Stdev Bands v2 Mod”, overlay=true)
  devUp1 = input(0.5, title=”Stdev above (1)”)
  devDn1 = input(0.5, title=”Stdev below (1)”)

  devUp2 = input(2.01, title=”Stdev above (2)”)
  devDn2 = input(2.01, title=”Stdev below (2)”)

  devUp3 = input(2.51, title=”Stdev above (3)”)
  devDn3 = input(2.51, title=”Stdev below (3)”)

  devUp4 = input(3.09, title=”Stdev above (4)”)
  devDn4 = input(3.09, title=”Stdev below (4)”)

  devUp5 = input(4.01, title=”Stdev above (5)”)
  devDn5 = input(4.01, title=”Stdev below (5)”)
  showBcol = input(true, title=”Turn Barcolor ON/OFF?”)
  showDv2 = input(true, type=bool, title=”Show second group of bands?”)
  showDv3 = input(true, type=bool, title=”Show third group of bands?”)
  showDv4 = input(false, type=bool, title=”Show fourth group of bands?”)
  showDv5 = input(false, type=bool, title=”Show fifth group of bands?”)

  showPrevVWAP = input(false, type=bool, title=”Show previous VWAP close”)
  ColorSrc=input(close)
  price=ColorSrc
  start = security(tickerid, “D”, time)

  newSession = iff(change(start), 1, 0)

  vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
  volumesum = iff(newSession, volume, volumesum[1]+volume)
  v2sum = iff(newSession, volume*hl2*hl2, v2sum[1]+volume*hl2*hl2)
  myvwap = vwapsum/volumesum
  dev = sqrt(max(v2sum/volumesum – myvwap*myvwap, 0))

  A=plot(myvwap,style=circles, title=”VWAP”, color=black)
  U1=plot(myvwap + devUp1 * dev,style=circles, title=”VWAP Upper”, color=gray)
  D1=plot(myvwap – devDn1 * dev, style=circles, title=”VWAP Lower”, color=gray)

  myvwapu1= myvwap + devUp1 * dev
  myvwapd1= myvwap – devDn1 * dev

  U2=plot(showDv2 ? myvwap + devUp2 * dev : na, color=red, title=”VWAP Upper (2)”)
  D2=plot(showDv2 ? myvwap – devDn2 * dev : na, color=green, title=”VWAP Lower (2)”)

  myvwapu2= myvwap + devUp2 * dev
  myvwapu3= myvwap + devUp3 * dev
  myvwapd2= myvwap – devDn2 * dev
  myvwapd3= myvwap – devDn3 * dev

  U3=plot(showDv3 ? myvwap + devUp3 * dev : na, title=”VWAP Upper (3)”, color=red)
  D3=plot(showDv3 ? myvwap – devDn3 * dev : na, title=”VWAP Lower (3)”, color=green)

  myvwapu4= myvwap + devDn4 * dev
  myvwapd4= myvwap – devDn4 * dev

  U4=plot(showDv4 ? myvwap + devUp4 * dev : na, title=”VWAP Upper (4)”, color=red)
  D4=plot(showDv4 ? myvwap – devDn4 * dev : na, title=”VWAP Lower (4)”, color=green)

  U5=plot(showDv5 ? myvwap + devUp5 * dev : na, title=”VWAP Upper (5)”, color=red)
  D5=plot(showDv5 ? myvwap – devDn5 * dev : na, title=”VWAP Lower (5)”, color=green)

  prevwap = iff(newSession, myvwap[1], prevwap[1])

  plot(showPrevVWAP ? prevwap : na, style=circles, color=close > prevwap ? green : red)

  ColorMiddleU = price > myvwap and price < myvwapu2 ? white:na
  ColorMiddleD = price > myvwapd1 and price < myvwap ? black:na

  ColorDv1d = price > myvwapd2 and price < myvwapd1 ? gray:na
  ColorDv1u = price > myvwapu1 and price < myvwapu2 ? gray:na

  ColorDv2d = price > myvwapd3 and price < myvwapd2 ? green:na
  ColorDv2u = price > myvwapu2 and price < myvwapu3 ? maroon:na

  ColorDv3d = price > myvwapd4 and price < myvwapd3 ? lime:na
  ColorDv3u = price > myvwapu3 and price < myvwapu4 ? red:na

  barcolor(showBcol?ColorMiddleD:na, title=”BarColor vwap-1 Lower”)
  barcolor(showBcol?ColorMiddleU:na, title=”BarColorColor vwap-1 upper”)
  barcolor(showBcol?ColorDv1d:na, title=”BarColor 1-2 Lower”)
  barcolor(showBcol?ColorDv1u:na, title=”BarColorColor 1-2 upper”)
  barcolor(showBcol?ColorDv2d:na, title=”BarColor 2-3 Lower”)
  barcolor(showBcol?ColorDv2u:na, title=”BarColorColor 2-3 upper”)
  barcolor(showBcol?ColorDv3d:na, title=”BarColor 3-4 Lower”)
  barcolor(showBcol?ColorDv3u:na, title=”BarColorColor 3-4 upper”)

  fill(U1, U2, color=red, transp=90, title=”Over Bought Fill 1″)
  fill(D1, D2, color=green, transp=90, title=”Over Sold Fill 1″)
  fill(U2, U3, color=red, transp=90, title=”Over Bought Fill 2″)
  fill(D2, D3, color=green, transp=90, title=”Over Sold Fill 2″)
  fill(U3, U4, color=red, transp=90, title=”Over Bought Fill 3″)
  fill(D3, D4, color=green, transp=90, title=”Over Sold Fill 3″)
  fill(U4, U5, color=red, transp=90, title=”Over Bought Fill 4″)
  fill(D4, D5, color=green, transp=90, title=”Over Sold Fill 4″)
  fill(A, U1, color=gray, transp=90, title=”Middle Fill Up”)
  fill(A, D1, color=gray, transp=90, title=”Middle Fill Down”)

   

  

  zapy66

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  03/19/2017 at 5:35 PM #29074
  Nicolas

  Well, this code is not a Probuilder one. If you want it to be available on prorealtime, it would need to be completely translated. Where did you find it?

  Do you have screenshots of this indicator to see how it looks? Thanks.

  

  Nicolas

  Keymaster

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  03/20/2017 at 9:13 AM #29118
  Nicolas

  This is a Pinescript code, just classic VWAP with deviation bands. You can find this indicator in the library already: intraday VWAP with deviation bands

  

  Nicolas

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  03/20/2017 at 9:42 AM #29124
  zapy66

  this intraday vwap doesn’t work  in my chart

  

  zapy66

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  03/20/2017 at 9:57 AM #29125
  zapy66

  i found it on tradingview

  

  zapy66

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  03/20/2017 at 10:03 AM #29126
  Nicolas

  zapy66 wrote:

  this intraday vwap doesn’t work in my chart

  You need instrument that deal Volumes. On which ones did you try?

  

  Nicolas

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  03/20/2017 at 1:16 PM #29162
  zapy66

  prorealtime  eur/usd 1m

  

  zapy66

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  03/20/2017 at 1:40 PM #29165
  Nicolas

  Since VWAP is calculated with Volumes information, the instrument you want to trade with VWAP must deal Volumes. Just add Volume indicator on chart to see if you have Volumes or not. If this indicator don’t return anything, then there is no Volumes available for this security and VWAP should not be able to calculate itself.

  Try on any share intraday chart or index for instance, and you’ll be able to see VWAP.

  

  Nicolas

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  03/21/2017 at 2:54 AM #29252
  zapy66

  thank you

  

  zapy66

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