Stock Portfolio Organizer

The ultimate porfolio management solution.

Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

VWAP for Amibroker (AFL)

Rating:
5 / 5 (Votes 1)
Tags:
amibroker, exploration

Scan VWAP crossover/crossdown for buy/sell signal

Similar Indicators / Formulas

General Market Exploration by XeL
Submitted by xel about 6 years ago
Scanning Gap Up and Gap Down
Submitted by vinodsk almost 5 years ago
Deel - Average Dollar Price Volatility
Submitted by kaiji over 8 years ago
Vol Peak 5 Day [Scan only]
Submitted by lusmomoney almost 5 years ago
TEMA_Regression Crossover
Submitted by marcheur almost 5 years ago

Indicator / Formula

Copy & Paste Friendly
/* vwap crossover */
_SECTION_BEGIN("WMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15 );
Plot( WMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorBlue), ParamStyle("Style") ); 
_SECTION_END();

//====//

f=Param(" Periods  ",5,1,5000); 
VWAP=Sum(V*C,f)/Sum(V,f); 
Plot (VWAP,"VWAP",ParamColor( "Color", colorCycle ), ParamStyle("Style") );
GraphXSpace=3;
Buy = Cross(VWAP,WMA(C,15));
Sell = Cross(WMA(C,15),VWAP);
PlotShapes(shapeUpArrow*Buy,colorBlack);
PlotShapes(shapeDownArrow*Sell,colorRed);
//====//

_SECTION_BEGIN("Price1");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{VALUES}}", VWAP, SelectedValue( ROC( VWAP, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();
Filter=Buy;
AddColumn(Buy ,"cross MA 20 50",1.0);
AddColumn(Open,"Open",1.0);
AddColumn(High,"High",1.0);
AddColumn(Low,"Low",1.0);
AddColumn(Close,"Close",1.0);
AddColumn(Volume,"Volume",1.0);

1 comments

1. Mohammedgazi

hey, I wanted to talk to you personally regarding vwap

Leave Comment

Please login here to leave a comment.

Back