_SECTION_BEGIN( "VWAP"); Bars_so_far_tod ay = 1 + BarsSince( Day() != Ref(Day(), -1)); StartBar = ValueWhen(TimeN um() == 091500, BarIndex()); TodayVolume = Sum(V,Bars_so_f ar_today); IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_tod ay ) / TodayVolume,0); Plot (VWAP,"VWAP",co lorOrange, styleThick); _SECTION_END(); dn = DateTime(); sd = SelectedValue( dn ); start = dn == sd; mp = C; PV = mp * V; CV = Cum( V ); VSS = CV - ValueWhen( start, CV ); denom = IIf( VSS == 0, 1, VSS ); num = Cum( PV ) - ValueWhen( start, Cum( PV ) ); M = IIf( BarsSince( start ), num/denom, mp ); Plot( C, Date() + " Close", colorYellow, styleBar ); Plot( M, "M" + _PARAM_VALUES() , colorYellow, styleThick );