VWAP Time Frame Thinkorswim

Hi Traders,

I am looking for a modified version of the vwap study in thinkorswim.

I really like the way it is now but the fact that it keeps on resetting every day is not very productive on my daily timeframe.

I know you can switch between days, weeks, and months but I want an extended timeframe.

For example a "chart" timeframe. Something that is larger than the current ones. A yearly timeframe is also sometimes not very helpful because if there was big volume played in Dec. 2017 and I am playing the stock in Jan. 2018 the data is not valid.


I would appreciate any kind of help as google couldn´t help me out here.

Thanks in advance,

-Diego

 

Did you try https://thinkscripter.com ?

 

Vwap is made for intraday.

 

Hey Diego, did you find anything? Im also looking for a year timeframe VWAP on TOS.

 

Here is the Think or Swim code for multi-day VWAP - you select the start date, you can day 2 days, 50 days, a year, etc.


input startDateYyyyMmDd = 20171116;
def beyondStartDate = if GetYYYYMMDD() >= startDateYyyyMmDd then 1 else 0;
plot VWAP = TotalSum(if beyondStartDate then (((high + low + close) / 3) * volume) else 0) / TotalSum(if beyondStartDate then volume else 0);
VWAP.SetDefaultColor(Color.ORANGE);
VWAP.SetStyle(Curve.SHORT_DASH);
VWAP.SetLineWeight(1);

 

I dont see that as a real years VWAP.?? I got a proper one coded up in Thinkscript if you are interested? PM me for details.

 

The Think or Swim VWAP code I posted is correct - it is in perfect sync with the multi-day VWAP codes widely used by many on TradeStation & TradingView. It is accurate.


TradingView 1 year VWAP


Tradestation 1 year VWAP



Think or Swim 1 year VWAP

 

is there any way to get this indicator to work for for a specific time?

 

i think i figured it out

input startDateYyyyMmDd = 20181118;
input startTimeHHMM = 0930;
def beyondStartDate = if GetYYYYMMDD() >= startDateYyyyMmDd then 1 else 0;
def beyondStartTime = if SecondsfromTime(startTimeHHMM) >= 0 then 1 else 0;
plot VWAP = TotalSum(if beyondStartDate and beyondStartTime then (((high + low + close) / 3) * volume) else 0) / TotalSum(if beyondStartDate and beyondStartTime then volume else 0);
VWAP.SetDefaultColor(Color.ORANGE);
VWAP.SetStyle(Curve.SHORT_DASH);
VWAP.SetLineWeight(1);

 

Can you standard dev. To this code? Thanks