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5 / 5 (Votes 1)

amibroker, oscillator, vwap

Indicator

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function Lastthursday()
{
    Daysinmonth = IIf( Month() == 1 OR Month() == 3 OR Month() == 5 OR Month() == 7 OR Month() == 8 OR Month() == 10 OR Month() == 12, 31, 30 );
    Daysinmonthfeb = IIf( Year() % 4 == 0 AND Year() % 100 != 0, 29, 28 );
    Daysinmonthfinal = IIf( Month() == 2, Daysinmonthfeb, Daysinmonth );
    returnvalue = IIf( Daysinmonthfinal - Day() < 7 AND DayOfWeek() == 4, 1, IIf( Daysinmonthfinal - Day() < 8 AND DayOfWeek() == 3 AND Ref( DayOfWeek(), 1 ) != 4 AND Day() != Daysinmonthfinal , 1, 0 ) );
    return returnvalue;
}
 
Period = ParamList( "Base", "Daily|Weekly|Monthly|Lastthursday|Yearly", 1 );
 
if(Period=="Daily" )
{
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
average = (H+L+C)/3;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * V, Bars_so_far_today  ) / TodayVolume,0);
}
 
if(Period=="Weekly" OR Interval()==24 * 3600 )  
{ 
Bars_so_far_today = 1 + BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ));
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
Vol = TimeFrameGetPrice("V", inWeekly, 0);
TodayVolume = Sum(Vol,Bars_so_far_today);
average = (H+L+C)/3;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * Vol, Bars_so_far_today  ) / TodayVolume,0);
}
 
if(Period=="Monthly"  )
{
Bars_so_far_today = 1 + BarsSince(Month() != Ref(Month(), -1));
Vol = TimeFrameGetPrice("V", inMonthly, 0);
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
TodayVolume = Sum(Vol,Bars_so_far_today);
average = (H+L+C)/3;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * Vol, Bars_so_far_today  ) / TodayVolume,0);
}
 
Plot (VWAP,"VWAP", IIf(Ref(VWAP,2)<VWAP,colorRed,colorBrightGreen),styleStaircase);

1. xmrone

over 5 years ago

Dear Ricky,
I’m feeling curious on why you put this code on plot ? Why you use Ref +2 ?

IIf(Ref(VWAP,2)<VWAP,colorRed,colorBrightGreen)

Thank you for your kind explanation.

Cheers,
Hendra

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2. SADAI

over 5 years ago

Good indicator with good success rate.Keep it

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Stock Portfolio Organizer

WiseTrader Toolbox

Simple VWAP for Amibroker (AFL)
newricky
almost 6 years ago
Amibroker (AFL)

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Indicator / Formula

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