NotesWhat is notes.io?

Notes brand slogan

Notes - notes.io

//VWAP CODE - updated
SetChartOptions(2,chartWrapTitle);
SetChartBkColor(ParamColor("Background", colorLightGrey)) ;
// Author: Pratap Balakrishnan
// Copyright: All rights reserved. Not to be circulated or shared or posted on websites without the author's written permission.
// email id: [email][email protected][/email]
//
/*
The VWAP for a stock is calculated by adding the dollars traded for every
transaction in that stock ("price" x "number of
shares traded") and dividing the total shares traded. A VWAP is computed
from the Open of the market to the market Close, AND is
calculated by Volume weighting all transactions during this time period

*/
Layer = Param("Layer", 0, -5, 5, 1) ;
showprice = ParamToggle("Show Price", "No|Yes", 0) ;
if (showprice)
{
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} " + EncodeColor( colorGreen ) + " Open %g," + EncodeColor( colorBlue ) + " Hi %g, " + EncodeColor( colorRed ) + " Lo %g, " + EncodeColor( colorBlack ) + " Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", colorBlack, styleNoTitle | styleCandle,0,0,0,Layer );
//Peaking Volumes
HiVolume = IIf(V > (2 * MA(V,10)), True, False);
PlotShapes(shapeSmallCircle * HiVolume, IIf(C > O, colorBlack, colorWhite), 0, (O+C)/2, 0);
ToolTip = "Open = " + O + "nHigh = " + H + "nLow = " + L + "nClose = " + C ;
}

SetChartBkColor(colorLightGrey) ;

turnvwapoff = ParamToggle("VWAP All OFF", "No|Yes", 0) ;
showintitle = ParamToggle("Show in Title", "No|Yes", 0) ;
Filterdaych = ParamToggle("Filter Day Change Connections", "No|Yes", 1) ;
Vwapmode = ParamList("VWAP mode", "As Per Param|Only VWAP|VWAP+SD|VWAP+2SD", 0) ;
showvwap = ParamToggle("Show VWAP", "No|Yes", 1) ;
showvwap1sd = ParamToggle("Show VWAP 1SD", "No|Yes", 1) ;
showvwap2sd = ParamToggle("Show VWAP 2SD", "No|Yes", 1) ;
showvwap3sd = ParamToggle("Show VWAP 3SD", "No|Yes", 0) ;
showvwapband = ParamToggle("Show VWAP Trend Bands", "No|Yes", 0) ;
showvwapswband = ParamToggle("Show VWAP Sideways Bands", "No|Yes", 1) ;
showprevdayvals = ParamToggle("Show Prev Day Values", "No|Yes", 1) ;
showprev2dayvals = ParamToggle("Show Prev 2 Day Values", "No|Yes", 1) ;
showprevdayband = ParamToggle("Show Prev Day Bands", "No|Yes", 1) ;
showextprevday = ParamToggle("Show Extension", "No|Yes", 1) ;
showextbandprevday = ParamToggle("Show Extension Band", "No|Yes", 1) ;
extend = Param("Extend", 10, 0, 100, 1) ;


Vwaplayer = Param("VWAP Layer", -3, -5, 5, 1) ;
extlayer = Param("Extend Layer", -2, -5, 5, 1) ;

MAwidthper = Param("MA Width %", 0.005, 0, 10, 1) ;
SDwidthper = Param("SD Width %", 0.005, 0, 10, 1) ;
MAwidth = SelectedValue(C) * MAwidthper /100 ;
SDwidth = SelectedValue(C) * SDwidthper /100 ;


showtradearr = ParamToggle("Trade Arrow", "No|Yes", 1) ;

showtext = ParamToggle("Show Text", "No|Yes", 1) ;
Clrtext = ParamColor("Color Text", colorBlack) ;
showvahvaltext = ParamToggle("Show VAH-VAL Text", "No|Yes", 1) ;

Onlyvwap = False ;
withsd = False ;
with2sd = False ;

switch (Vwapmode)
{
// case "As Per Param":
// break ;
case "Only VWAP" :
Onlyvwap = True ;
break ;
case "VWAP+SD" :
Onlyvwap = True ;
withsd = True;
break ;
case "VWAP+2SD" :
Onlyvwap = True ;
withsd = True;
with2sd = True;
break ;
}

if (Onlyvwap)
{
if (withsd)
showvwap1sd = True;
else
showvwap1sd = False ;
if (with2sd)
showvwap2sd = True;
else
showvwap2sd = False ;
showvwap3sd = False ;
showvwapband = False ;
showvwapswband = False ;
showprevdayvals = False ;
showprev2dayvals = False ;
showprevdayband = False ;
showvwapband = False ;

// showtradearr = False ;
showcomm = False ;
showtext = withsd ;
}

stylelabel = 0 ;
if (showtext)
stylelabel = styleNoLabel ;

styletitle = 0 ;
if (NOT showintitle)
styletitle = styleNoTitle ;


if (NOT turnvwapoff)
{
P = (H + L + C) / 3;
nd = Day() != Ref(Day(),-1) ;
Bars_so_far_today = 1 + BarsSince( nd);

TodayVolume = Sum(V,Bars_so_far_today);
CumV = Sum(V,Bars_so_far_today);
CumVWP = Sum (P * V, Bars_so_far_today );
VWAP = CumVWP / CumV;

VWAPsd = IIf(Ref(nd, 1), 0, VWAP);
CumVsd = IIf(Ref(nd, 1), 0, CumV);

S = Sum(Ref(CumVsd, -1) * V * (P - Ref(VWAPsd, -1))^2 / CumV,Bars_so_far_today);
Variance = S / CumV;
SD = sqrt(Variance);

Vwapm1 = VWAP - SD ;
Vwapp1 = VWAP + SD ;
Vwapm2 = VWAP -2*SD ;
Vwapp2 = VWAP +2*SD ;
Vwapm3 = VWAP -3*SD ;
Vwapp3 = VWAP +3*SD ;

dt = DateTime() ;

dtnum = DateTimeConvert(0, dt) ;
newdt = dtnum != Ref(dtnum, -1) ;

Lastbar = H-H ;
if (Filterdaych)
Lastbar = dtnum != Ref(dtnum, 1) ;

RefVWAP = VWAP;
RefVwapm1 = Vwapm1;
RefVwapp1 = Vwapp1 ;
RefVwapm2 = Vwapm2;
RefVwapp2 = Vwapp2;
RefVwapm3 = Vwapm3;
RefVwapp3 = Vwapp3;

Clrvwap = ParamColor("Color VWAP",colorBlack) ;
Clrvwapm1 = ParamColor("Color VWAP -1SD", colorGreen) ;
Clrvwapp1 = ParamColor("Color VWAP +1SD", colorRed) ;

strnday = "day";
if (showvwap)
{
// Vwapstyle = 0 ;
// if (ndays > 1)
Vwapstyle = styleNoRescale ;
Plot(IIf(Lastbar, Null, RefVWAP), "VWAP"+strnday, Clrvwap , styleThick|stylelabel|Vwapstyle, Null, Null, 0, 1);
if (MAwidth > 0)
PlotOHLC(IIf(Lastbar, Null, RefVWAP+MAwidth), IIf(Lastbar, Null, RefVWAP+MAwidth), IIf(Lastbar, Null, RefVWAP-MAwidth), IIf(Lastbar, Null, RefVWAP-MAwidth), "",Clrvwap, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 1 ) ;
}

Plot(SD, "SD", colorBlack, styleNoDraw|styleNoLabel|styleNoRescale) ;
if (showvwap1sd)
{
Plot(IIf(Lastbar, Null, RefVwapm1), "-1SD"+strnday, Clrvwapm1, styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
Plot(IIf(Lastbar, Null, RefVwapp1), "+1SD"+strnday, Clrvwapp1, styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
if (SDwidth > 0)
PlotOHLC(IIf(Lastbar, Null, RefVWAPm1+SDwidth), IIf(Lastbar, Null, RefVWAPm1+SDwidth), IIf(Lastbar, Null, RefVWAPm1-SDwidth), IIf(Lastbar, Null, RefVWAPm1-SDwidth), "",Clrvwapm1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

if (SDwidth > 0)
PlotOHLC(IIf(Lastbar, Null, RefVWAPp1+SDwidth), IIf(Lastbar, Null, RefVWAPp1+SDwidth), IIf(Lastbar, Null, RefVWAPp1-SDwidth), IIf(Lastbar, Null, RefVWAPp1-SDwidth), "",Clrvwapp1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

}

if (showvwap2sd)
{
Plot(IIf(Lastbar, Null, RefVwapm2), "-2SD"+strnday, ParamColor("Color VWAP -2SD", colorSeaGreen), styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
Plot(IIf(Lastbar, Null, RefVwapp2), "+2SD"+strnday, ParamColor("Color VWAP +2SD", colorOrange), styleThick + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
if (SDwidth > 0)
PlotOHLC(IIf(Lastbar, Null, RefVWAPm2+SDwidth), IIf(Lastbar, Null, RefVWAPm2+SDwidth), IIf(Lastbar, Null, RefVWAPm2-SDwidth), IIf(Lastbar, Null, RefVWAPm2-SDwidth), "",ParamColor("Color VWAP -2SD", colorSeaGreen), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

if (SDwidth > 0)
PlotOHLC(IIf(Lastbar, Null, RefVWAPp2+SDwidth), IIf(Lastbar, Null, RefVWAPp2+SDwidth), IIf(Lastbar, Null, RefVWAPp2-SDwidth), IIf(Lastbar, Null, RefVWAPp2-SDwidth), "",ParamColor("Color VWAP +2SD", colorOrange), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
}

if (showvwap3sd)
{
Plot(IIf(Lastbar, Null, RefVwapm3), "-3SD"+strnday, ParamColor("Color VWAP -3SD", colorRed), styleThick + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
Plot(IIf(Lastbar, Null, RefVwapp3), "+3SD"+strnday, ParamColor("Color VWAP +3SD", colorBlue), styleThick + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
}


if (showvwapband)
{
PlotOHLC(IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm2), IIf(Lastbar, Null, RefVwapm2), "",ParamColor("Down Trend", colorRose), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
PlotOHLC(IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp2), IIf(Lastbar, Null, RefVwapp2), "",ParamColor("Up Trend", colorSkyblue), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
}

// if (showvwapswband)
// {
// PlotOHLC(RefVwapm1, RefVwapm1, RefVwapp1, RefVwapp1, "",ParamColor("Sideways Color", colorLavender), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
// }


Avgp = (H+L+C)/3 ;

if (showtradearr)
{

Buy = Avgp >= Refvwapp1 ;
Short = Avgp <= Refvwapm1 ;

Sell = Avgp <= Refvwapp1 ;
Cover = Avgp >= Refvwapm1 ;

Buy = ExRem(Buy, Short OR Sell) ;
Short = ExRem(Short, Buy OR Cover) ;

sdp1touch = False ; // Ht >= Refvwapp1 ;
sdm1touch = False ; //Lt >= Refvwapm1 ;

Sell = ExRem(Sell, Buy OR sdp1touch ) ;
Cover = ExRem(Cover, Short OR sdm1touch ) ;

PlotShapes(Buy*shapeUpArrow, colorBlue, 0, H, 12) ;
PlotShapes(Short*shapeDownArrow, colorRed, 0, L, 12) ;

PlotShapes(Cover*shapeUpArrow, colorBlack, 0, H, 12) ;
PlotShapes(Sell*shapeDownArrow, colorBlack, 0, L, 12) ;

}

shift = Param("Shift", 0, -1, 0, 1) ;

prevdayvalue = prevdayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 1) ;
prevdayvaluelow = prevdayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 1) ;
prevdayvaluehigh = prevdayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 1) ;
prevdayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 1) ;

if (showvwapswband)
{
swclr = ParamColor("Sideways Color", colorLavender) ;
upclr = ParamColor("Bull Bias Color", colorSkyblue) ;
dnclr = ParamColor("Bear Bias Color", colorRose) ;

bandclr = IIf(Refvwap < prevdayvaluelow, dnclr, IIf(Refvwap > prevdayvaluehigh, upclr, swclr)) ;

PlotOHLC(IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwap), "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
PlotOHLC(IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm1), "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
}

if (showprevdayvals OR showextprevday)
{
if (shift == -1)
{
prevdayvaluehigh = prevdayvwap;
prevdayvalue = prevdayvwapm1 ;
prevdayvaluelow = prevdayvwapm2 ;
}

if (showprevdayvals) //(NOT showextprevday)
{
Plot(IIf(Lastbar, Null, prevdayvalue), "Prev VWAP", Clrvwap, styleDots|styleNoRescale+stylelabel|styleNoTitle) ;
Plot(IIf(Lastbar, Null, prevdayvaluelow), "VAL"+strnday, Clrvwapm1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
Plot(IIf(Lastbar, Null, prevdayvaluehigh), "VAH"+strnday, Clrvwapp1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
}

Clrprevdayband = ParamColor("Prev Day Band Color", colorLightYellow);
if (showprevdayband)
{
// if (NOT showextprevday)
PlotOHLC(IIf(Lastbar, Null, prevdayvaluelow), IIf(Lastbar, Null, prevdayvaluelow), IIf(Lastbar, Null, prevdayvaluehigh), IIf(Lastbar, Null, prevdayvaluehigh), "",Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
}

if (showprev2dayvals)
{
prev2dayvalue = prev2dayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 2) ;
prev2dayvaluelow = prev2dayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 2) ;
prev2dayvaluehigh = prev2dayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 2) ;
prev2dayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 2) ;

// if (NOT showextprevday)
{
Plot(IIf(Lastbar, Null, prev2dayvalue), "2day prev VWAP"+strnday, Clrvwap, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
Plot(IIf(Lastbar, Null, prev2dayvaluelow), "2day VAL"+strnday, Clrvwapm1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
Plot(IIf(Lastbar, Null, prev2dayvaluehigh), "2day VAH"+strnday, Clrvwapp1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
}
}

if (showextprevday)
{
x0 = BarCount - (extend+1) ;
x1 = BarCount -1 ;

Hdlast = SelectedValue(prevdayvaluehigh ) ;
Ldlast = SelectedValue(prevdayvaluelow ) ;

Hplot = LineArray(x0, Hdlast, x1, Hdlast) ;
Plot(Hplot, "", colorOrange, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;
LPlot = LineArray(x0, Ldlast, x1, Ldlast) ;
Plot(LPlot, "", colorGreen, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;

if (showextbandprevday)
PlotOHLC(HPlot, HPlot, LPlot, LPlot, "", Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0,0,extend,extlayer ) ;

}

}


if (showtext)
{
PlotText(NumToStr(RefVwapp1[BarCount-1], 1.2), BarCount+1, RefVwapp1[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwapm1[BarCount-1], 1.2), BarCount+1, RefVwapm1[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwap[BarCount-1], 1.2), BarCount+1, RefVwap[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwapp2[BarCount-1], 1.2), BarCount+1, RefVwapp2[BarCount-1],Clrtext) ;
PlotText(NumToStr(RefVwapm2[BarCount-1], 1.2), BarCount+1, RefVwapm2[BarCount-1],Clrtext) ;
}

if (showvahvaltext)
{
PlotText(NumToStr(prevdayvalue[BarCount-1], 1.2), BarCount+1, prevdayvalue[BarCount-1],Clrtext) ;
PlotText(NumToStr(prevdayvaluelow[BarCount-1], 1.2), BarCount+1, prevdayvaluelow[BarCount-1],Clrtext) ;
PlotText(NumToStr(prevdayvaluehigh[BarCount-1], 1.2), BarCount+1, prevdayvaluehigh[BarCount-1],Clrtext) ;
}

}Write a note in this area. It's really easy to share with others. Click here ...
     
 
what is notes.io
 

Notes.io is a web-based application for taking notes. You can take your notes and share with others people. If you like taking long notes, notes.io is designed for you. To date, over 8,000,000,000 notes created and continuing...

With notes.io;

  • * You can take a note from anywhere and any device with internet connection.
  • * You can share the notes in social platforms (YouTube, Facebook, Twitter, instagram etc.).
  • * You can quickly share your contents without website, blog and e-mail.
  • * You don't need to create any Account to share a note. As you wish you can use quick, easy and best shortened notes with sms, websites, e-mail, or messaging services (WhatsApp, iMessage, Telegram, Signal).
  • * Notes.io has fabulous infrastructure design for a short link and allows you to share the note as an easy and understandable link.

Fast: Notes.io is built for speed and performance. You can take a notes quickly and browse your archive.

Easy: Notes.io doesn’t require installation. Just write and share note!

Short: Notes.io’s url just 8 character. You’ll get shorten link of your note when you want to share. (Ex: notes.io/q )

Free: Notes.io works for 12 years and has been free since the day it was started.


You immediately create your first note and start sharing with the ones you wish. If you want to contact us, you can use the following communication channels;


Email: [email protected]

Twitter: http://twitter.com/notesio

Instagram: http://instagram.com/notes.io

Facebook: http://facebook.com/notesio



Regards;
Notes.io Team

     
 
Shortened Note Link
 
 
Looding Image
 
     
 
Long File
 
 

For written notes was greater than 18KB Unable to shorten.

To be smaller than 18KB, please organize your notes, or sign in.