VWAP Daily + standard deviation

• 06/18/2020 at 11:37 AM #136395
  Pinkybouh

  Bonjour,

  J’aimerais pouvoir afficher la VWAP Daily sur mon graphique ainsi que 2 standard déviation : +1 / -1  et  +2 / -2

  Pouvez vous m’aider svp ?

  Cordialement

  

  Pinkybouh

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  06/18/2020 at 11:46 AM #136401
  Nicolas

  C’est un indicateur de base de la plateforme, il se trouve dans la liste des indicateurs prédéfinis (VWAP Bands en anglais), le mieux étant de chercher le mot clé VWAP dans la liste disponible.

  

  Nicolas

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  06/18/2020 at 1:02 PM #136427
  Pinkybouh

  Oui je l’ai dans la plateforme mais j’aimerais en créer un qui ajouterait des standard déviation de +1 -1 et + 2 – 2 donc une ligne centrale le VWAP et deux SD en ligne également (un peu un principe de bande de bollinger)

  

  Pinkybouh

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  06/18/2020 at 1:47 PM #136434
  Pinkybouh

  Merci j’ai fouiller et combiner les codes avec couleurs, merci de ton avis :

  //PRC_VWAP intraday if day<>day[1] then d=0 else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif sd = std[d](abs(typicalprice-vwap)) SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 SDup4 = vwap+sd*4 SDlw4 = vwap-sd*4 SDup5 = vwap+sd*5 SDlw5 = vwap-sd*5 endif if vwap>vwap[1] then color = 1 else color = -1 endif RETURN VWAP coloured by color STYLE(LINE,2) as “VWAP”, SDup1 coloured(255,20,147) STYLE(LINE,2) as “upper 1 STD”, SDlw1 coloured(255,20,147) STYLE(LINE,2) as “lower 1 STD”, SDup2 coloured(127,55,0) STYLE(LINE,2) as “upper 2 STD”, SDlw2 coloured(127,55,0) STYLE(LINE,2) as “lower 2 STD”, SDup3 coloured(102,102,102) STYLE(DOTTEDLINE,2) as “upper 3 STD”, SDlw3 coloured(102,102,102) STYLE(DOTTEDLINE,2) as “lower 3 STD”, SDup4 coloured(102,102,102) STYLE(LINE,2) as “upper 4 STD”, SDlw4 coloured(102,102,102) STYLE(LINE,2) as “lower 5 STD”, SDup5 coloured(0,255,127) STYLE(LINE,2) as “upper 5 STD”, SDlw5 coloured(0,255,127) STYLE(LINE,2) as “lower 4 STD”

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  //PRC_VWAP intraday   if day<>day[1] then d=0 else d=d+1 if volume >0 then VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif sd = std[d](abs(typicalprice-vwap))   SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 SDup4 = vwap+sd*4 SDlw4 = vwap-sd*4 SDup5 = vwap+sd*5 SDlw5 = vwap-sd*5 endif   if vwap>vwap[1] then color = 1 else color = -1 endif   RETURN VWAP coloured by color STYLE(LINE,2) as “VWAP”, SDup1 coloured(255,20,147) STYLE(LINE,2) as “upper 1 STD”, SDlw1 coloured(255,20,147) STYLE(LINE,2) as “lower 1 STD”, SDup2 coloured(127,55,0) STYLE(LINE,2) as “upper 2 STD”, SDlw2 coloured(127,55,0) STYLE(LINE,2) as “lower 2 STD”, SDup3 coloured(102,102,102) STYLE(DOTTEDLINE,2) as “upper 3 STD”, SDlw3 coloured(102,102,102) STYLE(DOTTEDLINE,2) as “lower 3 STD”, SDup4 coloured(102,102,102) STYLE(LINE,2) as “upper 4 STD”, SDlw4 coloured(102,102,102) STYLE(LINE,2) as “lower 5 STD”, SDup5 coloured(0,255,127) STYLE(LINE,2) as “upper 5 STD”, SDlw5 coloured(0,255,127) STYLE(LINE,2) as “lower 4 STD”

   

  Edit: code reformaté par la modération, merci d’utiliser le bouton “insert prt code”

  

  Pinkybouh

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  06/18/2020 at 2:13 PM #136439
  JC_Bywan

  Emplacement du bouton “insert PRT code” dans l’image ci-jointe

  

  JC_Bywan

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  06/18/2020 at 4:46 PM #136483
  Nicolas

  voir ce code qui correspond à ce que tu cherches à faire : https://www.prorealcode.com/topic/is-there-any-working-intraday-vwap/#post-116309

  

  Nicolas

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  06/19/2020 at 10:23 AM #136541
  Pinkybouh

  Merci Nicolas, il y a un peu de bruit entre cette VWAP et l’indicateur officiel mais cela semble correct à 95%.

  

  Pinkybouh

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