[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Plz Correct My AFL [2 Attachments]



PureBytes Links

Trading Reference Links

[Attachment(s) from h153tu included below]

Dear all...

I send u 2 attachment file which show different value of VWAP (volume weighted average price)

I want to export VWAP values in1Minutes chart into daily chart, and here my AFL code:
In 1 minutes chart i plot this AFL:
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today  ) /
TodayVolume,0);

It WORKs in 1minutes chart

in Daily chart i plot this AFL:
TimeFrameSet(in1Minute);
Bars_so_far_today = 1+BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today  ) /
TodayVolume,0);
TimeFrameRestore();
Plot (TimeFrameExpand(VWAP,in1Minute),"VWAP",colorOrange, styleThick);

In daily chart i face the problem, this AFL calculate with this logic
as u know VWAP its calculate close every 1 minutes bar * its volume divide by all day volume, but in daily chart the logic became close yesterday daily bar*its daily volume and divide by daily volume so the result in daily chart is yesterday close as in attachment file

Could u help me through this problem, coz i've been facing it 1 month ago and can't get the answer

tq a lot

Always Learn, Always Better
S'2


Get your new Email address!
Grab the Email name you've always wanted before someone else does!

Attachment(s) from h153tu

2 of 2 Photo(s)


__._,_.___


**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/





Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___