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Date/Time: Fri, 26 Apr 2024 03:07:23 +0000



[Programming Help] - Z-Score distance from Intraday VWAP aka Vscore Indicator

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[2021-01-08 20:46:04]
jakesans - Posts: 50
Hi SC,

Wondering if possible to add new study which would be combination of your existing VWAP and Z-Score study. I tried to code myself, but am falling short on getting bars since VWAP StartDateTime to replace Z-Score length. I just don't have the expertise for that piece of code. So just as the name implies the goal is start the calculation at the start time input of today's intraday VWAP which is the mean input and the last price is your data point input for which you calculate the z-score. The reversion signals appear to be quite good. Hopefully that makes sense.

I appreciate your consideration.

Thx,
JS
imageV-score.gif / V - Attached On 2021-01-08 20:43:43 UTC - Size: 39.13 KB - 357 views

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