I want to run 2 vwaps at the same time on a 1 min TOS chart with pre market on. I am using the standard TOS vwap for one. The other one that I built and have posted below was intended to only be during intraday. I realized that the only way this works is when i turned off the PM but that defeats my desired result as I want to compare the pre marked vwap to the intraday. The solution I think I need to this code is to start it only at 9.30 am market open for my vwap. Only issue is I am having dificulty figuing out how to add that code. Anyone have any ideas?
My Vwap code below:
input startDateYyyyMmDd = 20090309;
plot VWAP = TotalSum(if beyondStartDate then (((high+low+close)/3)*volume) else 0)/TotalSum(if beyondStartDate then volume else 0);
Marked as spam
Please log in to post questions.