vwap_h
This keyword is available in TS, but not in MC.
Any plans to add this?
vwap_h
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
- TJ
- Posts: 7743
- Joined: 29 Aug 2006
- Location: Global Citizen
- Has thanked: 1033 times
- Been thanked: 2222 times
never mind, it is a function:
Code: Select all
Type : Function
Name : VWAP_H
vars:
PriceW(0),
ShareW(0),
Answer(0);
if date > date[1] then begin
PriceW = 0;
ShareW = 0;
end;
PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks));
ShareW = ShareW + (UpTicks+DownTicks);
if ShareW > 0 then
Answer = PriceW / ShareW;
VWAP_H = Answer;