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[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
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Attachment(s) from h153tu
2 of 2 Photo(s)
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