VWAP Screener ?

• 03/20/2017 at 4:57 PM #29206
  scarface34

  Hi

  Do you know if it is possible to create a VWAP screener to scan based on stocks hitting the VWAP line or the 1st standard deviation point ?

  Being a non programmer i have tried the wizard and when i click on the VWAP line it displays “price”

  Appreciate any advice

  Thanks

   

  

  scarface34

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  03/20/2017 at 5:10 PM #29212
  GraHal

  Hi

  I just searched on VWAP on this site and there are loads of hits … any of them help you?

  I’ll look more later, but my grandson is calling me now 🙂

  Cheers
  GraHal

   

  

  GraHal

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  03/20/2017 at 5:13 PM #29213
  scarface34

  Thanks Grahal – unfort no ;((

  

  scarface34

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  03/20/2017 at 10:17 PM #29243
  GraHal

  Code below works for me and screener results are markets where High crosses over VWAP ( = 1 in far right column).  (I don’t know why all the ‘0 results’ also show … I might sort that).

  Does it work same for you?  You can change for any vwap result / option you need?

  Mmm cant see the ‘Insert PRC Code button’ so I’ll just copy and paste and I will edit when I’ve sorted the format PRT Code button.

  // VWAP DID
  d = 200

  vw = volume*close
  vwsum = SUMMATION[d](vw)
  volsum = SUMMATION[d](volume)
  vwap = vwsum/volsum
  //stv= STD[d] ( vwap ) //(close)
  //upline = vwap + stv
  //dnline = vwap – stv
  //
  ///////////////////////

  //upline1 = vwap + stv * 2
  //dnline1 = vwap – stv * 2
  //upline2 = vwap + stv * 3
  //dnline2 = vwap – stv * 3
  //cc = customclose

  Screener (High crosses over vwap as “VWA”)

  //RETURN vwap AS “VWAP” , upline AS “upper band” , dnline AS “lower band” , cc as ” customclose ” , upline1 AS “upper band 1” , dnline1 AS “lower band 1” , upline2 AS “upper band 2” , dnline2 AS “lower band 2”

  GraHal

  

  GraHal

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  03/20/2017 at 10:35 PM #29244
  GraHal

  Had to clear 8 categories of ‘History’ … see attached … right pain as now I’ll have to login all my fav sites again!  Then exit everything, then back in again!  I’m using Chrome … doesn’t seem possible to clear individual site cookies / site preferences etc??

  Anyway here’s the code in correct format … it’s the ‘VWAP Indicator’ converted into a Screener.

  // VWAP DID d = 200 vw = volume*close vwsum = SUMMATION[d](vw) volsum = SUMMATION[d](volume) vwap = vwsum/volsum //stv= STD[d] ( vwap ) //(close) //upline = vwap + stv //dnline = vwap - stv // /////////////////////// //upline1 = vwap + stv * 2 //dnline1 = vwap - stv * 2 //upline2 = vwap + stv * 3 //dnline2 = vwap - stv * 3 //cc = customclose Screener (High crosses over vwap as "VWA") //RETURN vwap AS "VWAP" , upline AS "upper band" , dnline AS "lower band" , cc as " customclose " , upline1 AS "upper band 1" , dnline1 AS "lower band 1" , upline2 AS "upper band 2" , dnline2 AS "lower band 2"

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22

  // VWAP  DID d = 200   vw = volume*close vwsum = SUMMATION[d](vw) volsum = SUMMATION[d](volume) vwap = vwsum/volsum //stv= STD[d] ( vwap ) //(close) //upline = vwap + stv //dnline = vwap - stv // ///////////////////////   //upline1 = vwap + stv * 2 //dnline1 = vwap - stv * 2 //upline2 = vwap + stv * 3 //dnline2 = vwap - stv * 3 //cc = customclose   Screener (High crosses over vwap as "VWA")   //RETURN vwap AS "VWAP" , upline AS "upper band" , dnline AS "lower band" , cc as " customclose " , upline1 AS "upper band 1" , dnline1 AS "lower band 1" ,  upline2 AS "upper band 2" , dnline2 AS "lower band 2"

   

   

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  Dadoo

  

  GraHal

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  03/20/2017 at 11:35 PM #29247
  GraHal

  If the last few lines are as below then results are only markets that meet the Screener condition …

  Format below also makes it easier to screen for Std Dev (currently commented out).

  C1 = High crosses over vwap Screener [C1] (C1 as "VWA")

  1 2 3

  C1 = High crosses over vwap Screener [C1] (C1 as "VWA")

  GraHal

  

  GraHal

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  03/21/2017 at 12:08 AM #29248
  manel

  Hi Grahal – you can clear individual site cookies in Chrome.  It’s under Settings > Advanced Settings > Content Settings > All cookies and site data.

  

  manel

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  03/21/2017 at 12:42 AM #29249
  GraHal

  Aha many thanks Manel, I’ve  used Firefox for years but fancied a change and Chrome is also handy for translating  the foreign Threads on here! 🙂

  I’m going to incorporate VWAP Bands into my manual trading (I like trying new tools!) … check out below … just the info I mean not the system they are selling! 🙂

  A good summary re VWAP …

  http://www.nirvanasystems.com/wp-content/uploads/2016/10/ProfitBands-1.pdf

  Regards
  GraHal

  

  GraHal

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  03/21/2017 at 2:21 PM #29290
  GraHal

  What’s the origin  / source / argument for use of ‘200’ in the above code?? Anybody know please?

  The code is from the Indicator Library, I converted it to a Screener, but now I’m questioning the d = 200 rationale??

  // VWAP DID d = 200

  1 2	// VWAP  DID d = 200

   

  

  GraHal

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  03/23/2017 at 11:37 AM #29569
  scarface34

  Thanks guys i will give it a try and let you know my feedback – much appreciated

   

  

  scarface34

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  03/23/2017 at 12:00 PM #29579
  Nicolas

  “200” means 200 periods for the VWAP calculation .. only.

  
  @scarface34 Are you using VWAP in intraday or in superior timeframe?

  

  Nicolas

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  10/28/2020 at 2:10 PM #148784
  Dadoo

  It’s a beautifull job GraHal

  thank you

  

  Dadoo

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