Anchored VWAP
Author: sundaar
Creation Date: 5/13/2020 7:00 PM
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sundaar

#1
Hello

Do we have in any of our indicators - anchored vwap .

i do see Vwap in our community indicators,anything equivalent to AVWAP?

thank you
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Eugene

#2
Hi,

So the idea of AVWAP is to set some anchor date like major news to start calculation from it. Isn't it the same as simply setting the starting date of the chart and plotting VWAP?

A look at several sources on the web doesn't convince me that having this in C.Indicators would be a benefit.
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sundaar

#3
Eugene:
yes you're right its VwaP measured from specific dates, if there is any way i can keep dates flexible as user input from existing Vwap implementation.

Intent is to compare current vwap to recent lows and high(Vwap dates) to capture measured moves,quiet powerful metrics in shorting.

Appreciate if you can get some pointers to update existing Vwap source code.


thank you

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Eugene

#4
Introducing such indicator (or even as an option of VWAP) to C.Indicators looks like slim pickings to me. But you can create a custom DataSeries and fill it with VWAP values starting from certain bar:

CODE:
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sundaar

#5
thank you, will use this as baseline
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sundaar

#6
Eugene

i tried using Vwap and above AvwaP code, it shows same values even if i use different dates for Awap.

I want AwaP values from selected date to current date which should be average of all (Awap values) different from original Vwap.

Is there any way i can achieve that?

thank you
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Eugene

#7
I believe this is what you're looking for:

CODE:
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sundaar

#8
you're the man....perfect. thanks a lot
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Eugene

#9
Glad to help you.
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sundaar

#10
Eugene: I need minor update to the code , i added Vwap to chart and used above AvwaP code ,it works as expected.

Now i need a trigger or alert if there is crossover of both (Vwap and AvwaP) it can be either upside or downside doesn't matter.

Do you have any sample code or any pointers to get this done.

thank you
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Eugene

#11
How about this?

CODE:
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sundaar

#12
thanks a lot..it helped..testing more..
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Eugene

#13
Glad to hear it.
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