VWAP Date anchored + ORARIO

• 11/14/2024 at 4:49 PM #240381
  Edisone

  Salve.

  Per un uso su time frame intraday (es.-1H) è possibile aggiungere l’ora/minuti al seguente codice ?

  esempio che il vwap sia ancorato sulla barra del giorno es. 202141018 alle ore es. 15.00.

  Grazie

  Saluti

   

  VWAP Date anchored + orario

  startDate=20141018 VWAP=undefined SDup1 = undefined SDlw1 = undefined SDup2 = undefined SDlw2 = undefined SDup3 = undefined SDlw3 = undefined if opendate=startDate then startbar=barindex endif if opendate>=startDate then barcount=barindex-startbar d = max(1, barcount) src = customclose if volume > 0 THEN VWAP = summation[d](Volume * src)/summation[d](Volume) ENDIF if(barcount=0) then sd = 0 else p1 = summation[d](Volume * src) p2 = summation[d](Volume) p3 = summation[d](Volume * src * src) ma = p1/p2 ma2 = p3/p2 sd = SQRT(ABS(ma2 - ma * ma) ) endif if viewSD then SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 endif SDup1 = vwap+sd*1 SDlw1 = vwap-sd*1 SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 endif R=1 G=1 B=1 RETURN VWAP coloured(R,G,B) as "VWAP", SDup1 coloured(R,G,B) as "upper 1 STD", SDlw1 coloured(R,G,B) as "lower 1 STD", SDup2 coloured(R,G,B) as "upper 2 STD", SDlw2 coloured(R,G,B) as "lower 2 STD", SDup3 coloured(R,G,B) as "upper 3 STD", SDlw3 coloured(R,G,B) as "lower 3 STD"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58

  startDate=20141018   VWAP=undefined SDup1 = undefined SDlw1 = undefined SDup2 = undefined SDlw2 = undefined SDup3 = undefined SDlw3 = undefined   if opendate=startDate then startbar=barindex endif if opendate>=startDate then barcount=barindex-startbar   d = max(1, barcount)   src = customclose   if volume > 0 THEN VWAP = summation[d](Volume * src)/summation[d](Volume) ENDIF   if(barcount=0) then sd = 0 else p1 = summation[d](Volume * src) p2 = summation[d](Volume) p3 = summation[d](Volume * src * src) ma = p1/p2 ma2 = p3/p2 sd = SQRT(ABS(ma2 - ma * ma) ) endif   if viewSD then SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 endif   SDup1 = vwap+sd*1 SDlw1 = vwap-sd*1 SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3   endif   R=1 G=1 B=1   RETURN VWAP coloured(R,G,B) as "VWAP", SDup1 coloured(R,G,B) as "upper 1 STD", SDlw1 coloured(R,G,B) as "lower 1 STD", SDup2 coloured(R,G,B) as "upper 2 STD", SDlw2 coloured(R,G,B) as "lower 2 STD", SDup3 coloured(R,G,B) as "upper 3 STD", SDlw3 coloured(R,G,B) as "lower 3 STD"

  

  Edisone

  Participant

  Topics: 47

  Replies: 75

  Been thanked: 2 times
  11/14/2024 at 5:48 PM #240383
  robertogozzi

  Cosa intendi per “ancorato“?

   

   

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17479

  Been thanked: 4246 times
  11/14/2024 at 6:42 PM #240386
  Edisone

  Ancorato nel senso che decidi tu da quale giorno deve inziare il vwap (per semplicità nel codice ho impostato il 18 ottobre 2024).

  Vorrei aggiungere la possibilità di decidere anche l’orario per poterlo usare in un time frame intrday.

  

  Edisone

  Participant

  Topics: 47

  Replies: 75

  Been thanked: 2 times
  11/17/2024 at 11:52 AM #240431
  robertogozzi

  Ecco, ho aggiunto anche l’orara d’inizio (starttime):

  once startDate=20240108 once starttime=090000 once VWAP = undefined once SDup1 = undefined once SDlw1 = undefined once SDup2 = undefined once SDlw2 = undefined once SDup3 = undefined once SDlw3 = undefined if (opendate=startDate) AND (opentime=starttime) then startbar=barindex endif if (opendate>startDate) or (opendate=startDate) and (opentime>=starttime) then barcount=barindex-startbar d = max(1, barcount) src = customclose if volume > 0 THEN VWAP = summation[d](Volume * src)/summation[d](Volume) ENDIF if(barcount=0) then sd = 0 else p1 = summation[d](Volume * src) p2 = summation[d](Volume) p3 = summation[d](Volume * src * src) ma = p1/p2 ma2 = p3/p2 sd = SQRT(ABS(ma2 - ma * ma) ) endif if viewSD then SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 endif SDup1 = vwap+sd*1 SDlw1 = vwap-sd*1 SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 endif R=1 G=1 B=1 RETURN VWAP coloured(R,G,B) as "VWAP", SDup1 coloured(R,G,B) as "upper 1 STD", SDlw1 coloured(R,G,B) as "lower 1 STD", SDup2 coloured(R,G,B) as "upper 2 STD", SDlw2 coloured(R,G,B) as "lower 2 STD", SDup3 coloured(R,G,B) as "upper 3 STD", SDlw3 coloured(R,G,B) as "lower 3 STD"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59

  once startDate=20240108 once starttime=090000   once VWAP  = undefined once SDup1 = undefined once SDlw1 = undefined once SDup2 = undefined once SDlw2 = undefined once SDup3 = undefined once SDlw3 = undefined   if (opendate=startDate) AND (opentime=starttime) then startbar=barindex endif if (opendate>startDate) or (opendate=startDate) and (opentime>=starttime) then barcount=barindex-startbar   d = max(1, barcount)   src = customclose   if volume > 0 THEN VWAP = summation[d](Volume * src)/summation[d](Volume) ENDIF   if(barcount=0) then sd = 0 else p1 = summation[d](Volume * src) p2 = summation[d](Volume) p3 = summation[d](Volume * src * src) ma = p1/p2 ma2 = p3/p2 sd = SQRT(ABS(ma2 - ma * ma) ) endif   if viewSD then SDup1 = vwap+sd SDlw1 = vwap-sd SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3 endif   SDup1 = vwap+sd*1 SDlw1 = vwap-sd*1 SDup2 = vwap+sd*2 SDlw2 = vwap-sd*2 SDup3 = vwap+sd*3 SDlw3 = vwap-sd*3   endif   R=1 G=1 B=1   RETURN VWAP coloured(R,G,B) as "VWAP", SDup1 coloured(R,G,B) as "upper 1 STD", SDlw1 coloured(R,G,B) as "lower 1 STD", SDup2 coloured(R,G,B) as "upper 2 STD", SDlw2 coloured(R,G,B) as "lower 2 STD", SDup3 coloured(R,G,B) as "upper 3 STD", SDlw3 coloured(R,G,B) as "lower 3 STD"

   

  2 users thanked author for this post.

  Razz, Edisone

  

  robertogozzi

  Moderator

  Topics: 69

  Replies: 17479

  Been thanked: 4246 times
• Author
  Posts