Dopo varie peripezie, mi appresto a configurare i miei grafici ma non trovo il VWAP...
E' necessario importarlo o codificarlo?
Dove posso trovare questo indicatore per tradestation?
grazie
Ciao, magari ti può essere utile questo
community.tradestation.com/Discussions/Topic.aspx?Topic_ID=6735
// ==================================================================================================================================================
// VWAP Indicators for TS-Forum (Monthly, Weekly, Daily ....) - Just for beginner Release 1.00 / Date 03/14/2011
// Link to original post in TS Forum :
www.tradestation.com/Discussions/Topic.aspx?Topic_ID=6735
// ==================================================================================================================================================
// Inputs
// ==================================================================================================================================================
input: Plot_Section("
");
input: Show_Daily(1{1=Yes,0=No});
input: Show_Weekly(0{1=Yes,0=No});
input: Show_Monthly(0{1=Yes,0=No});
input: Show_Prior_VWAP(0{1=Yes,0=No});
input: Round_Section("
");
input: Round_VWAP_DWM(0{1=Yes,0=No});
input: Color_Section("
");
input: ColAbove_DVWAP((RGB(0,128,192)));
input: ColBelow_DVWAP((RGB(255,0,0)));
input: ColPrev_DVWAP((RGB(255,128,64)));
input: ColAbove_WVWAP((RGB(0,0,255)));
input: ColBelow_WVWAP((RGB(255,0,128)));
input: ColPrev_WVWAP((RGB(255,255,128)));
input: ColAbove_MVWAP((RGB(0,0,160)));
input: ColBelow_MVWAP((RGB(185,0,0)));
input: ColPrev_MVWAP((RGB(192,192,192)));
// ==================================================================================================================================================
// Variables to define values and transforming inputs to variables to improve memory performance of the indicator
// ==================================================================================================================================================
var: sdv(0); // transformer to change inputs in var's (show daily)
var: swv(0); // transformer to change inputs in var's (show weekly)
var: smv(0); // transformer to change inputs in var's (show monthly)
var: sp(0); // transformer to change inputs in var's (show prior vwap's)
var: rv(0); // transformer to change inputs in var's (round)
var: cad(0); // transformer to change inputs in var's (color above daily vwap)
var: cbd(0); // transformer to change inputs in var's (color below daily vwap)
var: cpd(0); // transformer to change inputs in var's (color previous daily vwap)
var: caw(0); // transformer to change inputs in var's (color above weekly vwap)
var: cbw(0); // transformer to change inputs in var's (color below weekly vwap)
var: cpw(0); // transformer to change inputs in var's (color previous weekly vwap)
var: cam(0); // transformer to change inputs in var's (color above monthly vwap)
var: cbm(0); // transformer to change inputs in var's (color below monthly vwap)
var: cpm(0); // transformer to change inputs in var's (color previous monthly vwap)
var: cd(0); // define plot color of current daily vwap
var: cw(0); // define plot color of current weekly vwap
var: cm(0); // define plot color of current monthly vwap
var: dvwap1(0); // take over daily vwap function for current daily vwap
var: dvwap2(0);// take over daily vwap function for prior daily vwap
var: wvwap1(0); // take over daily vwap function for current weekly vwap
var: wvwap2(0); // take over daily vwap function for prior weekly vwap
var: mvwap1(0); // take over daily vwap function for current monthly vwap
var: mvwap2(0); // take over daily vwap function for prior monthly vwap
var: CS(0);
var: priced(0); // var for price summation (average price hlc/3) + volume(up and down)
var: shared(0); // var for volume summation (up and down)
var: volsum(0); // var for volume summation (up and down)
// ==================================================================================================================================================
// Transform input's into var's
// ==================================================================================================================================================
sdv = show_daily; // transformer to change inputs in var's (show daily)
swv = show_weekly; // transformer to change inputs in var's (show weekly)
smv = show_monthly; // transformer to change inputs in var's (show monthly)
sp = show_prior_vwap; // transformer to change inputs in var's (show prior vwap)
rv = round_vwap_dwm; // transformer to change inputs in var's (round vwap's yes/no)
cad = colabove_dvwap; // transformer to change inputs in var's (color above daily vwap)
cbd = colbelow_dvwap; // transformer to change inputs in var's (color below daily vwap)
cpd = colprev_dvwap; // transformer to change inputs in var's (color previous daily vwap)
caw = colabove_wvwap; // transformer to change inputs in var's (color above weekly vwap)
cbw = colbelow_wvwap; // transformer to change inputs in var's (color below weekly vwap)
cpw = colprev_wvwap; // transformer to change inputs in var's (color previous weekly vwap)
cam = colabove_mvwap; // transformer to change inputs in var's (color above monthly vwap)
cbm = colbelow_mvwap; // transformer to change inputs in var's (color below monthly vwap)
cpm = colprev_mvwap; // transformer to change inputs in var's (color previous monthly vwap)
//dvwap1 = Bart_vwap_d; // take over daily vwap function for current daily vwap (Bart's Note: now starting at session break)
wvwap1 = vwap_w; // take over daily vwap function for current weekly vwap
mvwap1 = vwap_m; // take over daily vwap function for current monthly vwap
CS = CurrentSession( 0 ) ;
// ==================================================================================================================================================
// Definition of current Daily VWAP
// ==================================================================================================================================================
if sdv=1 and CS <> CS[1] then
begin
volsum = 0;
priced = 0;
shared = 0;
end;
volsum = (upticks+downticks);
priced = priced+(avgprice*volsum);
shared = shared+volsum;
if shared>0 then dvwap1 = priced/shared;
// ==================================================================================================================================================
// Definition of prior Daily/Weekly/Monthly VWAP's
// ==================================================================================================================================================
// Daily VWAP
if CS <> CS[1] then dvwap2=dvwap1[1];
{if date>date[1] then dvwap2=dvwap1[1];
if date<>date[1]
then
begin
dvwap2 = dvwap1[1];
end;}
// Weekly VWAP
if week(date)>week(date)[1]
then
wvwap2 = wvwap1[1];
if week(date)<>week(date)[1]
then
begin
wvwap2 = wvwap1[1];
end;
// Monthly VWAP
if month(date)>month(date[1])
then
mvwap2 = mvwap1[1];
if month(date)<>month(date[1])
then
begin
mvwap2 = mvwap1[1];
end;
// ==================================================================================================================================================
// Rounding Definitions
// ==================================================================================================================================================
if rv=1
then
begin
dvwap1 = roundinst(dvwap1);
dvwap2 = roundinst(dvwap2);
wvwap1 = roundinst(wvwap1);
wvwap2 = roundinst(wvwap2);
mvwap1 = roundinst(mvwap1);
mvwap2 = roundinst(mvwap2);
end;
// ==================================================================================================================================================
// Color Definitions
// ==================================================================================================================================================
// Daily VWAP
if close>dvwap1 then cd=cad else if close<dvwap1 then cd=cbd;
// Weekly VWAP
if close>wvwap1 then cw=caw else if close<wvwap1 then cw=cbw;
// Monthly VWAP
if close>mvwap1 then cm=cam else if close<mvwap1 then cm=cbm;
// ==================================================================================================================================================
// Plot Statements
// ==================================================================================================================================================
// Daily VWAP
if sdv=1 then plot1(dvwap1,"Curr._DVWAP",cd);
if sp=1 and sdv=1 then plot2(dvwap2,"Prev._DVWAP",cpd);
// Weekly VWAP
if swv=1 then plot3(wvwap1,"Curr._WVWAP",cw);
if sp=1 and swv=1 then plot4(wvwap2,"Prev._WVWAP",cpw);
// Monthly VWAP
if smv=1 then plot5(mvwap1,"Curr._MVWAP",cm);
if sp=1 and smv=1 then plot6(mvwap2,"Prev._MVWAP",cpm);
