#Vwap thinkorswim how to

#10:37 linus: the dashed vwap plots are the saved from the previous pivot, and the solid vwap plots are since the last pivot. Otherwise it continues to calculate the high, low and close vwaps. #10:37 linus: the code calculates the pivots as PivH and PivL, and then restarts the high, low and close vwaps when it finds a new pivot. #10:35 linus: #hint: VWAP stops anchored off fractalTrader pivots.

#Vwap thinkorswim how to

#10:25 linus: but it should serve as an example of how to reset the vwaps based on a signal. (the high and low vwaps that can be offset by the ticks input.) #10:25 linus: i wrote it to experiment with vwap as stops. (it plots vwaps of the high, low and close that are reset each time a new pivot is found.) #10:24 linus: it carries over the previous pivot's lines for high, low and close. #Note: /ES 5m chart of the Anchored_VWAP_STOPS study. Plot VwapL = if Up then Double.NaN else PL / VL Plot VwapH = if Dn then Double.NaN else PH / VH VL = compoundValue(1, volume + VL, Double.NaN) PL = compoundValue(1, LocL + PL, Double.NaN) VH = compoundValue(1, volume + VH, Double.NaN) PH = compoundValue(1, LocH + PH, Double.NaN) Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP) Дn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN) Дef LocH = (high + (tickSize() * ticks)) * volume Дef LocL = (low - (tickSize() * ticks)) * volume Rec dir = compoundValue(1, if !isNaN(PivL) then 1 else if !isNaN(PivH) then -1 else dir, 0) While q do low 0 then HH else Double.NaN Дef PivL = if LL > 0 then LL else Double.NaN #hint ticks: Offset VWAP lines by this number of ticks.Дef isHigher = fold i = 1 to n + 1 with p = 1Дef isLower = fold j = 1 to n + 1 with q = 1

#hint n: Lookback period for finding swing highs, lows. #hint: VWAP stops anchored off FractalTrader pivots.