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VWAP for Amibroker (AFL)

Rating:
3 / 5 (Votes 2)
Tags:
amibroker, exploration

Scan VWAP crossover/crossdown for buy/sell signal

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Indicator / Formula

Copy & Paste Friendly
/* vwap crossover */
_SECTION_BEGIN("WMA");
P = ParamField("Price field",-1);
Periods = Param("Periods", 15 );
Plot( WMA( P, Periods ), _DEFAULT_NAME(), ParamColor( "Color", colorBlue), ParamStyle("Style") ); 
_SECTION_END();

//====//

f=Param(" Periods  ",5,1,5000); 
VWAP=Sum(V*C,f)/Sum(V,f); 
Plot (VWAP,"VWAP",ParamColor( "Color", colorCycle ), ParamStyle("Style") );
GraphXSpace=3;
Buy = Cross(VWAP,WMA(C,15));
Sell = Cross(WMA(C,15),VWAP);
PlotShapes(shapeUpArrow*Buy,colorBlack);
PlotShapes(shapeDownArrow*Sell,colorRed);
//====//

_SECTION_BEGIN("Price1");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{VALUES}}", VWAP, SelectedValue( ROC( VWAP, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 
_SECTION_END();
Filter=Buy;
AddColumn(Buy ,"cross MA 20 50",1.0);
AddColumn(Open,"Open",1.0);
AddColumn(High,"High",1.0);
AddColumn(Low,"Low",1.0);
AddColumn(Close,"Close",1.0);
AddColumn(Volume,"Volume",1.0);

1 comments

1. Mohammedgazi

hey, I wanted to talk to you personally regarding vwap

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