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Volume Weight Average Price Afl

This document contains code to calculate the volume weighted average price (VWAP) over a period of time. It defines the period as 10 days, sums the volume over that period, then calculates the VWAP by summing the average of the high and low prices multiplied by volume over the period and dividing it by the total volume. The VWAP is then plotted on a chart with an orange dashed line.

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anyzen
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102 views1 page

Volume Weight Average Price Afl

This document contains code to calculate the volume weighted average price (VWAP) over a period of time. It defines the period as 10 days, sums the volume over that period, then calculates the VWAP by summing the average of the high and low prices multiplied by volume over the period and dividing it by the total volume. The VWAP is then plotted on a chart with an orange dashed line.

Uploaded by

anyzen
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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Volume Weight average price afl x = Param("period",10,1,500); tv = Sum(V,x); Vwap = Sum((H+L)/2 * V, x)/tv; Plot (VWAP,"VWAP",colorOrange, styleDashed);

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