// Downloaded From https://www.WiseStockTrader.com
_SECTION_BEGIN("TWAP");
/*
The TWAP for a stock is calculated by Averaging OHLC in each bar then averaging the whole previous bars
Jarrah
*/


Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 090000, BarIndex());
TodayClose = Sum(C,Bars_so_far_today);
TodayHigh = Sum(H,Bars_so_far_today);
TodayLow = Sum(L,Bars_so_far_today);
TodayOpen = Sum(O,Bars_so_far_today);
TWAP = (TodayClose + TodayHigh + TodayLow + TodayOpen)/4 ;
IIf (BarIndex() >= StartBar, ATWAP = TWAP / Bars_so_far_today,0);
Plot (ATWAP,"TWAP",colorYellow, styleThick);
_SECTION_END();