Skip to main content

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 );

Comments

Post a Comment

Popular posts from this blog

STAN WEINSTEIN'S STRATEGY - Halan Manoj Kumar

// THIS AFL INCORPORATES MOST OF THE CONCEPTS OF STAN WEINSTEINS TRADING METHODOLOGY. // USE ONLY WEEKLY CHART. // THIS AFL DOES NOT GUARANTEE ANY POSITIVE RETURNS. // USE THIS AFL AT YOUR OWN RISK // THIS AFL WAS DEVELOPED BY HALAN MANOJ KUMAR, MSC,CAIIB,FRM,PRM,CMA,ACMA. HOWEVER IN SOME CASES INDIVIDUAL CODE SNIPPETS ARE FROM DIFFERENT SOURCES AND I THANK THOSE DEVELOPERS. // ANY CONCEPTUAL QUERIES OR COMMENTS CAN BE MAILED TO scorpiomanoj73@gmail.com _SECTION_BEGIN("CHART"); SetChartOptions(0,chartShowArrows|chartShowDates); _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%)", O, H, L, C, SelectedValue( ROC( C, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END(); //RELATIVE STRENGTH // IF YOUR NIFTY TRADING SYMBOL IS DIFFERENT, PLEASE USE THAT INSTEAD OF ONE MENTIONED HERE. rsmaPeriod...
Post a Comment
Read more

10K AFL FREE INTRADAY TRADING.afl

_SECTION_BEGIN("Price1"); SetChartOptions(0,chartShowArrows|chartShowDates); Plot( C, "Close", ParamColor("Color", colorRed ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END(); //_SECTION_BEGIN("Pivot")     YH = TimeFrameGetPrice("H", inDaily, -1);        // yesterdays high     YL = TimeFrameGetPrice("L", inDaily, -1);        //                low     YC = TimeFrameGetPrice("C", inDaily, -1);        //                close     YO = TimeFrameGetPrice("O", inDaily);            // current day open     //Normal Pivot     PP = (YH + YL + YC) / 3;     R1 = (2 * PP) - YL;     R2 = PP + (YH - YL); ...
Post a Comment
Read more

TDI

TDI - Indicator  Many things together in one simple, small indicator .... Buy-Sell Signals , Avoid False Signals, check Volatility.... For short, medium trading and long term investing ... // // The Code /* 1) Enter long when the green line is above the red line AND enter Short when the red line is the above green line. 2) for Short-term trading, enter long when the green is above both the red AND the brown line; 3) Enter Short when the red one is above both the green AND the brown ones. 4) for medium-term trading, go long under the same conditions as for the Short-term trading but only when all lines are below 50; to go Short — the same but above 50. 5) Mind the blue volatility band as it points to the long-term trend strength AND volatility when wide. Steep green line changes also Signal Short-term market volatility. */ SetChartBkColor (ParamColor("Ou ter panel color ",colorLightYel low)); // color of outer border SetChartBkGradi entFill( ParamColor("Inn er pan...
Post a Comment
Read more