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#1 Selling Amibroker Plugin featuring:
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Simple VWAP for Amibroker (AFL)
Rating:
5 / 5 (Votes 1)
Tags:
amibroker, oscillator, vwap
Preclosing Trading with VWAP strategies.
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Indicator / Formula
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function Lastthursday()
{
Daysinmonth = IIf( Month() == 1 OR Month() == 3 OR Month() == 5 OR Month() == 7 OR Month() == 8 OR Month() == 10 OR Month() == 12, 31, 30 );
Daysinmonthfeb = IIf( Year() % 4 == 0 AND Year() % 100 != 0, 29, 28 );
Daysinmonthfinal = IIf( Month() == 2, Daysinmonthfeb, Daysinmonth );
returnvalue = IIf( Daysinmonthfinal - Day() < 7 AND DayOfWeek() == 4, 1, IIf( Daysinmonthfinal - Day() < 8 AND DayOfWeek() == 3 AND Ref( DayOfWeek(), 1 ) != 4 AND Day() != Daysinmonthfinal , 1, 0 ) );
return returnvalue;
}
Period = ParamList( "Base", "Daily|Weekly|Monthly|Lastthursday|Yearly", 1 );
if(Period=="Daily" )
{
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
average = (H+L+C)/3;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * V, Bars_so_far_today ) / TodayVolume,0);
}
if(Period=="Weekly" OR Interval()==24 * 3600 )
{
Bars_so_far_today = 1 + BarsSince(DayOfWeek() < Ref( DayOfWeek(), -1 ));
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
Vol = TimeFrameGetPrice("V", inWeekly, 0);
TodayVolume = Sum(Vol,Bars_so_far_today);
average = (H+L+C)/3;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * Vol, Bars_so_far_today ) / TodayVolume,0);
}
if(Period=="Monthly" )
{
Bars_so_far_today = 1 + BarsSince(Month() != Ref(Month(), -1));
Vol = TimeFrameGetPrice("V", inMonthly, 0);
StartBar = ValueWhen(TimeNum() == 091500, BarIndex());
TodayVolume = Sum(Vol,Bars_so_far_today);
average = (H+L+C)/3;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * Vol, Bars_so_far_today ) / TodayVolume,0);
}
Plot (VWAP,"VWAP", IIf(Ref(VWAP,2)<VWAP,colorRed,colorBrightGreen),styleStaircase);
2 comments
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Dear Ricky,
I’m feeling curious on why you put this code on plot ? Why you use Ref +2 ?
IIf(Ref(VWAP,2)<VWAP,colorRed,colorBrightGreen)
Thank you for your kind explanation.
Cheers,
Hendra
Good indicator with good success rate.Keep it