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you could do something like:
a = ( H + L + C ) / 3;
vwap = Cum( ( a - Ref( a, -1 ) ) * V );
Plot( vwap, "VWAP", ParamColor( "Color", colorBlue ), styleLine | styleOwnScale );
or: n = Param ("periods",21,5,200,1);
Vwap = Sum(V*C,n)/Sum (V,n);
Plot( vwap, "VWAP", ParamColor( "Color", colorBlue ), styleLine | styleOwnScale );
On Wed, Oct 28, 2009 at 10:20 PM, <h153tu@xxxxxxxxx> wrote:
Tq a lot Bill..
If I want to export this AFL which calculate in intraday data into daily chart? Is ist possible in amibroker? Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung Teruuusss...!
Date: Wed, 28 Oct 2009 21:58:25 -0400 Subject: Re: [amibroker] Re: Fw: URGENT NEED HELP
This program only works on intraday data because it starts over at the start of each day. In other words, the VWAP and Price are the same at the market open. Any prior day data is not included in the VWAP calculation. I don't believe VWAP was intended to be used for daily data.
On Wed, Oct 28, 2009 at 7:42 PM, Mike <sfclimbers@xxxxxxxxx> wrote:
If I'm the Mike that you are asking; I'm sorry, but I have not done any work with multiple timeframes, nor with intraday data.
Someone else will have to jump in on this one.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, h153tu@xxx wrote:
>
> MIKE or TJ can u help me on my previous message?
>
> Tq b4
> Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung Teruuusss...!
>
> -----Original Message-----
> From: h153tu@xxx
> Date: Wed, 28 Oct 2009 13:53:26
> To: <amibroker@xxxxxxxxxxxxxxx>
> Subject: URGENT NEED HELP
>
> Dear all
>
> Need ur help..
> I want to plot INTRADAY VWAP (I got it from AFL library) into EOD chart
>
> This is the AFL code
> Bars_so_far_today=1+barssince(day() != ref(day(),-1));
> Startbar = valuewhen(timenum() ==093000,barindex());
> Timeframeset(in1minute);
> Todayvolume=(sum(v,Bars_so_far_today);
> Iif(barindex () >= startbar,vwap =sum(c*v,Bars_so_far_today)/todayvolume,0);
> Plot(timeframeexpand(vwap,in1minute),"VWAP",colororange,stylethick);
>
> The result in intraday chart and daily chart were different, in daily chart I got yesterday close as a result not as in intraday chart
>
> Can anyone help me?
> Tq b4
> Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung Teruuusss...!
>
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