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You mean me Dingo or the other poster...?
--- In amibroker@xxxxxxxxxxxxxxx, dingo <waledingo@xxx> wrote:
>
> How about posting your complete code?
>
> d
>
> On Sun, Jan 25, 2009 at 2:41 PM, mo_means_go <mo_means_go@xxx> wrote:
>
> > Thanks! It's working perfectly! The flow logic totally escaped me.
> > I over complicated it. Have a great day/evening.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@> wrote:
> > >
> > > Try this... no need to covert to daily time frame...
> > >
> > > TodayVolume = Sum( V, Bars_so_far_today );
> > > VWAP = Sum ( ( ( H + L ) / 2 ) * V, Bars_so_far_today ) /
TodayVolume;
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "mo_means_go" <mo_means_go@>
wrote:
> > > >
> > > > Thanks sidharta70. I thought I had it but I was looking at a
daily
> > > > time frame. Once switched to intraday my formula wasn't right:
> > > >
> > > > AP = (O+H+L+C)/4; //Average Period Price
> > > > Bars = 1 + BarsSince( Day() != Ref( Day(), -1 ));
> > > > VAP = Sum(V*AP,Bars); // Volume x Price
> > > > TimeFrameSet(inDaily);
> > > > DV = V; //Daily Volume
> > > > TimeFrameRestore();
> > > > VWAP = VAP/DV;
> > > > Plot(VWAP, "VWAP", colorBlack, styleDashed);
> > > >
> > > > I guess I need to think about this some more.
> > > >
> > > > Thanks.
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70" <sidhartha70@>
wrote:
> > > > >
> > > > > I did some stuff on VWAP... clearly you have to define a start
> > > > > point... that's easier for stocks than some of futures contracts
> > I was
> > > > > looking at... but you'll need something like this to get the
> > number of
> > > > > bars in a day...
> > > > >
> > > > > Bars_so_far_today = 1 + BarsSince( Day() != Ref( Day(), -1 );
> > > > >
> > > > >
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "mo_means_go" <mo_means_go@>
> > wrote:
> > > > > >
> > > > > > Has anybody ever developed this for use on intraday charts?
> > > > > >
> > > > > > Without tick information it is a brute force calculation, but
> > would
> > > > > > seem to be fairly accurate on one minute charts.
> > > > > >
> > > > > > The definition is "sum of the shares bought X share price" /
> > "total
> > > > > > shares traded for the day"
> > > > > >
> > > > > > In this case the sum function is over the one minute time
> > frame. My
> > > > > > assumption is that the daily volume is acquired by:
> > > > > >
> > > > > > TimeFrameSet(inDaily);
> > > > > > DV = V;
> > > > > > TimeFrameRestore();
> > > > > >
> > > > > > However, I'm lost as to how to get the sum of the intraday
> > volume x
> > > > > price:
> > > > > >
> > > > > > VAP = Sum(V*AP; RANGE); //AP = average bar price
> > > > > >
> > > > > > Does anybody know how I arrive at the RANGE? It has to be the
> > bars
> > > > > > since yesterdays close using one minute bars, but how do I
arrive
> > > > > > at the number?
> > > > > >
> > > > >
> > > >
> > >
> >
> >
> >
> > ------------------------------------
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> >
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>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
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*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
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*********************
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For other support material please check also:
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