// Downloaded From https://www.WiseStockTrader.com
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );


_SECTION_BEGIN("VWAP");

Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 090000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today ) /
TodayVolume,0);
Plot (VWAP,"VWAP",colorGreen, styleThick);
_SECTION_END();

_SECTION_BEGIN("ATP");

DayChange = Day() != Ref(Day(), -1);
AvgTradePrice = Null;
CurDayBars = 0;
CurDayCloseSum = 0;
 
for (i = 0; i < BarCount; i++)
{
if (DayChange[i])
{
CurDayCloseSum = C[i];
CurDayBars = 1;
}
else
{
CurDayCloseSum = CurDayCloseSum + C[i];
CurDayBars++;
}
AvgTradePrice[i] = CurDayCloseSum / CurDayBars;
}
Plot(AvgTradePrice, "AvgTradePrice",colorRed,styleThick);
ATP=AvgTradePrice;
 
_SECTION_END();

Buy  =Cover=Ref(L,-1)>Ref(VWAP,-1) AND Ref(L,-1)>Ref(AvgTradePrice,-1)AND H>Ref(H,-1);
Short=Sell=Ref(AvgTradePrice,-1)>Ref(H,-1) AND Ref(VWAP,-1)>Ref(H,-1)AND L<Ref(L,-1);


Buy=ExRem(Buy,Short) OR ExRem(Buy,Sell) ;
Short=ExRem(Short,Buy) OR ExRem(Short,Cover);
Sell=ExRem(Sell,Buy);
Cover=ExRem(Cover,Short);


PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-45);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-55); 
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-50); 
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=55);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=65); 
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-60);