VWAP Based on Close

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How could I change the existing VWAP Code  so that the  VWAP pricing is only based on the Closing price( and not  based upon the avg of (High+Low + close)/3

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Posted by (Questions: 5, Answers: 1)
Asked on July 18, 2020 1:28 pm
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If you examine the code for the built-in chart study named "VWAP" that comes with Thinkorswim you will find that it does not use (High+Low + close)/3 anywhere in it's computation.

The computation uses two fundamental data sources:

  1. volume
  2. vwap

 

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Posted by (Questions: 37, Answers: 4087)
Answered on July 18, 2020 2:39 pm
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