VWAP Date & Time Anchored

• 06/26/2020 at 8:13 AM #137208
  Geons

  Hi to everyone! I know the VWAP Date Anchored from the library, and also the intraday VWAP indicator. But, I want to combine all into one. I want to have the option on settings to select specific date in the past and also specific time of that selected date. Can anyone help me with this please??

  

  Geons

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  06/26/2020 at 10:38 AM #137232
  Geons

  With some modifications I made this :

  // --- settings //startDate = 20161212 //startTime = 123000 // --- end of settings VWAP=undefined if opendate=startDate and opentime=starttime then startbar=barindex endif if opendate>=startDate then barcount=barindex-startbar d = max(1, barcount) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif RETURN VWAP as "VWAP D+T"

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  // --- settings //startDate = 20161212 //startTime = 123000 // --- end of settings   VWAP=undefined   if opendate=startDate and opentime=starttime then startbar=barindex   endif     if opendate>=startDate then barcount=barindex-startbar       d = max(1, barcount)   VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)   endif   RETURN VWAP as "VWAP D+T"

  But, I can’t find a way to start VWAP from the specific time of the day. In my code the indicator prints a zero line from the start of the Date, and calculates VWAP from the start time. Can someone helps with this please?

  

  Geons

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  06/26/2020 at 10:56 AM #137237
  Vonasi

  Perhaps something like this?

  // --- settings startDate = 20161212 startTime = 120000 // --- end of settings VWAP=undefined if opendate=startDate and opentime=starttime then startbar=barindex flag = 1 endif if opendate>=startDate and flag then barcount=barindex-startbar d = max(1, barcount) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif RETURN VWAP as "VWAP D+T"

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  // --- settings startDate = 20161212 startTime = 120000 // --- end of settings   VWAP=undefined   if opendate=startDate and opentime=starttime then startbar=barindex flag = 1 endif   if opendate>=startDate and flag then barcount=barindex-startbar d = max(1, barcount) VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume) endif   RETURN VWAP as "VWAP D+T"

   

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  Vonasi

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  06/26/2020 at 11:35 AM #137241
  Geons

  Thank you Vonasi! It works!

  

  Geons

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