StockFetcher Forums · Filter Exchange · A work in progress... VWAP<< >>Post Follow-up
TheRumpledOne
6,359 posts
msg #39405
Ignore TheRumpledOne
12/6/2005 2:02:23 AM

Fetcher[/* VWAP - first attempt */
set{APtop1a, high + low}
set{APtop2a, APtop1a + close}
set{APa, APtop2a / 3}
set{PriceWa, APa * volume}

set{APtop1b, high 1 day ago + low 1 day ago}
set{APtop2b, APtop1b + close 1 day ago}
set{APb, APtop2b / 3}
set{PriceWb, APb * volume 1 day ago}

set{PriceW, PriceWa + PriceWb}

set{ShareW, volume + volume 1 day ago}
set{VWAP, PriceW / ShareW}

set{Vb, days(close is above vwap, 100)}
set{Va, days(close is below vwap, 100)}
set{CVWAP, Va - Vb}




add column vwap

close above 20
volume above 1000000
]



A work in progress...



TheRumpledOne
6,359 posts
msg #39456
Ignore TheRumpledOne
12/10/2005 3:18:38 PM

Fetcher[/* VWAP - second attempt */
set{APtop1a, high + low}
set{APtop2a, APtop1a + close}
set{APa, APtop2a / 3}
set{PriceWa, APa * volume}

set{APtop1b, high 1 day ago + low 1 day ago}
set{APtop2b, APtop1b + close 1 day ago}
set{APb, APtop2b / 3}
set{PriceWb, APb * volume 1 day ago}

set{PriceW, PriceWa + PriceWb}

set{ShareW, volume + volume 1 day ago}
set{VWAP, PriceW / ShareW}

set{Vb, days(close is above vwap, 100)}
set{Va, days(close is below vwap, 100)}
set{CVWAP, Va - Vb}

add column vwap

add column vma(2)

add column ema(5)
add column vma(5)

close above 20
volume above 1000000

draw vwap on plot close

draw vma(2) on plot close

draw ema(5)
draw vma(5) on plot close
]



Interesting!!


TheRumpledOne
6,359 posts
msg #39457
Ignore TheRumpledOne
12/10/2005 3:26:40 PM

Fetcher[

/* VWAP - second attempt */
set{APtop1a, high + low}
set{APtop2a, APtop1a + close}
set{APa, APtop2a / 3}
set{PriceWa, APa * volume}

set{APtop1b, high 1 day ago + low 1 day ago}
set{APtop2b, APtop1b + close 1 day ago}
set{APb, APtop2b / 3}
set{PriceWb, APb * volume 1 day ago}

set{PriceW, PriceWa + PriceWb}

set{ShareW, volume + volume 1 day ago}
set{VWAP, PriceW / ShareW}

set{Vb, days(close is above vwap, 100)}
set{Va, days(close is below vwap, 100)}
set{CVWAP, Va - Vb}

add column vwap


add column ema(5)
add column vma(5)

close above 20
volume above 1000000

draw vwap on plot close


draw ema(5)
draw vma(5) on plot close
]



I am thinking the ema(5) and vma(5) crossover my prove useful...

Fetcher[
set{evb, days(ema(5) is above vma(5), 100)}
set{eva, days(ema(5) is below vma(5), 100)}
set{EmaxVma, eva - evb}

add column EmaxVma
add column ema(5)
add column vma(5)

close above 20
volume above 1000000

draw ema(5)
draw vma(5) on plot close

sort column 5 descending
]



I think I am on to something...


TheRumpledOne
6,359 posts
msg #39458
Ignore TheRumpledOne
12/10/2005 3:34:14 PM

Fetcher[
set{evb, days(ema(5) is above vma(5), 100)}
set{eva, days(ema(5) is below vma(5), 100)}
set{EmaxVma, eva - evb}

add column EmaxVma
add column ema(5)
add column vma(5)

close above 20
volume above 1000000

ema(5) above ema(5) 1 day ago
vma(5) above vma(5) 1 day ago

draw ema(5)
draw vma(5) on plot close

sort column 5 descending
]



Jury still out...


ds2007
15 posts
msg #56667
Ignore ds2007
11/11/2007 11:57:21 AM

I am playing around with TRO'S VWAP indicator and would like to know how to plot it to the top portion of the chart, instead of the bottom portion. I would like to see it as an overlay to the price bars.

StockFetcher Forums · Filter Exchange · A work in progress... VWAP<< >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2016 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus