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Creating a VWAP Value based on largest intra-day trough to peak value Rate this Topic:
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airrun
Posted : Sunday, May 6, 2018 11:57:29 AM
Gold Customer Gold Customer

Joined: 5/19/2005
Posts: 17

Need to create a VWAP value (static value) to turn into a line to display on an intraday chart (5 minute bars for example) based on the largest intra-day high/low move of that day (trough to peak or peak to trough) on the intraday chart. Is this at all possible or an easier way to look at this? Thank you for any help.

Bruce_L
Posted : Monday, May 7, 2018 9:19:54 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

I can't think of a way to do this in TC2000. There isn't a way to identify the start or stop of the trading day in the Personal Criteria Formula Language in order to calculate the desired value.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
airrun
Posted : Sunday, May 13, 2018 2:23:35 PM
Gold Customer Gold Customer

Joined: 5/19/2005
Posts: 17

Bruce, is it possible to have a VWAP trendline (horizontal) based on intraday chart at all? Sorry if this is redundant to first queustion, but I want to be sure I understand the limitations. 

Bruce_L
Posted : Monday, May 14, 2018 12:23:50 PM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

There isn't any way to automatically create a horizontal trendline based on the plain VWAP indicator in TC2000 currently.



-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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