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
Always Learn, Always Better
S'2
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