StockFetcher Forums · Filter Exchange · A work in progress... VWAP<< >>Post Follow-up
TheRumpledOne
6,529 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
6,529 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
6,529 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
6,529 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.
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