For 1-minute bars, is it possible to count the number of times (during the current day) that the low price of a bar was below VWAP?  I'd like to be able to use the result as a column in a scan results table.

Thanks.

No, it is not possible. We could count the number of times the low was below a Moving VWAP during the a rolling trading day (so 390 minutes), but not for a plain VWAP and not since the start of the current trading day (unless it was after the market closed).

How would you do it for the moving VWAP?  I'm having a little trouble with this one.  Thanks.

OK, let's say you wanted to count the number of times the low was below the 24 period moving VWAP during the most recent 390 x 1 minute bars.

You could create a Custom PCF Indicator with the following settings.

- Period: 390
- Average Type: Simple
- Formula: 390 * ABS(L < (((O + H + L + C) * V + (O1 + H1 + L1 + C1) * V1 + (O2 + H2 + L2 + C2) * V2 + (O3 + H3 + L3 + C3) * V3 + (O4 + H4 + L4 + C4) * V4 + (O5 + H5 + L5 + C5) * V5 + (O6 + H6 + L6 + C6) * V6 + (O7 + H7 + L7 + C7) * V7 + (O8 + H8 + L8 + C8) * V8 + (O9 + H9 + L9 + C9) * V9 + (O10 + H10 + L10 + C10) * V10 + (O11 + H11 + L11 + C11) * V11 + (O12 + H12 + L12 + C12) * V12 + (O13 + H13 + L13 + C13) * V13 + (O14 + H14 + L14 + C14) * V14 + (O15 + H15 + L15 + C15) * V15 + (O16 + H16 + L16 + C16) * V16 + (O17 + H17 + L17 + C17) * V17 + (O18 + H18 + L18 + C18) * V18 + (O19 + H19 + L19 + C19) * V19 + (O20 + H20 + L20 + C20) * V20 + (O21 + H21 + L21 + C21) * V21 + (O22 + H22 + L22 + C22) * V22 + (O23 + H23 + L23 + C23) * V23) / 96 / AVGV24))

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