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Vwap

_SECTION_BEGIN("VWAP");

Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today ) / TodayVolume,0);
Plot (VWAP,"VWAP",colorOrange, 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 );

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