you could do something like:
a = ( H + L + C ) / 3;
vwap = Cum( ( a - Ref( a, -1 ) ) * V );
Plot( vwap, "VWAP", ParamColor( "Color", colorBlue ), styleLine |
styleOwnScale );
or:
n = Param ("periods",21,5,200,1);
Vwap = Sum(V*C,n)/Sum (V,n);
Plot( vwap, "VWAP", ParamColor( "Color", colorBlue ), styleLine |
styleOwnScale );
On Wed, Oct 28, 2009 at 10:20 PM, <[email protected]> wrote:
>
>
> Tq a lot Bill..
>
> If I want to export this AFL which calculate in intraday data into daily
> chart? Is ist possible in amibroker?
>
> Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung
> Teruuusss...!
> ------------------------------
> *From: * Bill S <[email protected]>
> *Date: *Wed, 28 Oct 2009 21:58:25 -0400
> *To: *<[email protected]>
> *Subject: *Re: [amibroker] Re: Fw: URGENT NEED HELP
>
>
>
> This program only works on intraday data because it starts over at the
> start of each day. In other words, the VWAP and Price are the same at the
> market open. Any prior day data is not included in the VWAP calculation. I
> don't believe VWAP was intended to be used for daily data.
>
> On Wed, Oct 28, 2009 at 7:42 PM, Mike <[email protected]> wrote:
>
>>
>>
>> If I'm the Mike that you are asking; I'm sorry, but I have not done any
>> work with multiple timeframes, nor with intraday data.
>>
>> Someone else will have to jump in on this one.
>>
>> Mike
>>
>> --- In [email protected] <amibroker%40yahoogroups.com>, h15...@...
>> wrote:
>> >
>> > MIKE or TJ can u help me on my previous message?
>> >
>> > Tq b4
>> > Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung
>> Teruuusss...!
>> >
>> > -----Original Message-----
>> > From: h15...@...
>> > Date: Wed, 28 Oct 2009 13:53:26
>> > To: <[email protected] <amibroker%40yahoogroups.com>>
>> > Subject: URGENT NEED HELP
>> >
>> > Dear all
>> >
>> > Need ur help..
>> > I want to plot INTRADAY VWAP (I got it from AFL library) into EOD chart
>> >
>> > This is the AFL code
>> > Bars_so_far_today=1+barssince(day() != ref(day(),-1));
>> > Startbar = valuewhen(timenum() ==093000,barindex());
>> > Timeframeset(in1minute);
>> > Todayvolume=(sum(v,Bars_so_far_today);
>> > Iif(barindex () >= startbar,vwap
>> =sum(c*v,Bars_so_far_today)/todayvolume,0);
>> > Plot(timeframeexpand(vwap,in1minute),"VWAP",colororange,stylethick);
>> >
>> > The result in intraday chart and daily chart were different, in daily
>> chart I got yesterday close as a result not as in intraday chart
>> >
>> > Can anyone help me?
>> > Tq b4
>> > Sent from my BlackBerry® smartphone from Sinyal Bagus XL, Nyambung
>> Teruuusss...!
>> >
>>
>>
>
>
