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Date/Time: Sat, 04 May 2024 12:03:34 +0000



[User Discussion] - VWAP By Time Periods Custom Study

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[2015-09-13 09:17:16]
eagle - Posts: 92
Since the Volume By Price study does not include VWAP, I have written a VWAP study. It is based on Zdislav's VWAP/VbP study. I use SC Package 3, so I don't have access to the Draw Volume Profile Drawing Tool used in Zdislav's study.

This study uses the Line Drawing Tool to pick the starting and ending bars for a VWAP. The Line Drawing can then be hidden. It also draws a current day's VWAP and a previous day's VWAP.

Please test this. Any comments and suggestions are welcome. Thanks.
Date Time Of Last Edit: 2015-09-13 14:34:33
[2015-09-13 14:39:40]
eagle - Posts: 92
There was an error in the previous files that caused the previous day's VWAP line to not be drawn properly. That's corrected with these files.

If you downloaded either of the previous files, please update to these.
Date Time Of Last Edit: 2015-09-14 02:57:39
[2015-09-14 03:02:50]
eagle - Posts: 92
There was another error in the second set of files that caused only one Line Tool Drawing VWAP to be printed at one time. Here's a third set of files with that issue corrected. Please update any previous downloads. Thanks.
attachmentVWAPbyTimePeriods.cpp - Attached On 2015-09-14 03:01:59 UTC - Size: 10.89 KB - 401 views
attachmentVWAPbyTimePeriods.dll - Attached On 2015-09-14 03:02:11 UTC - Size: 31 KB - 343 views

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