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acamb626
Posted : Friday, May 1, 2009 10:47:35 AM
Registered User
Joined: 4/28/2009
Posts: 8
 Is there a VWAP indicator in StockFinder?
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Bruce_L
Posted : Friday, May 1, 2009 11:14:47 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138
 You may wish to review the following for previous discussions on the topic:

VWAP on a 5 min chart
VWAP
VWAP indicator

There was also a type of Volume Weighted Moving Average that allows you to enter a starting date and time that was developed for the Midas Trader's Tips in S&C Magazine. The granularity of its calculations is based on the Time Frame of the Chart. It used the following RealCode Indicator for this type of VWAP.

'# Year = UserInput.Integer = 2009
'# Month = UserInput.Integer = 1
'# Day = UserInput.Integer = 1
'# Leave the Hour, Minute, Second values set to 0 for MIDAS.
'# Hour = UserInput.Integer = 0
'# Minute = UserInput.Integer = 0
'# Second = UserInput.integer = 0
Static StartDate As Date
Static SumPrice As Double
Static SumVol As Double
If isFirstBar Then
    StartDate = New Date(Year, Month, Day, Hour, Minute, Second)
    SumPrice = 0
    SumVol = 0
End If
If CurrentDate >= StartDate Then
    SumPrice += Price.Last * Volume.Value
    SumVol += Volume.Value
    Plot = SumPrice / SumVol
Else
    Plot = Single.NaN
End If
-Bruce
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