VWAP Stock scan filter for Day traders

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Hello Hahn,

 

As you know, the VWAP is a key for a lot of day traders. I wanted to know if you could create a scan criteria that will filter out stocks whose last price is trading more than 20 cent under the VWAP.

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Posted by (Questions: 22, Answers: 63)
Asked on June 1, 2018 10:15 am
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Another candidate for the Condition Wizard. First screenshot shows the initial setup for the close being greater than VWAP plot. Second screenshot shows the thinkScript Editor where we subtract 0.20 from the VWAP plot. Net result: “Close is greater than the VWAP minus 20 cents”.

You did ask to “filter out” stocks that met this criteria. So I interpreted that literally as to exclude stocks that met this criteria.

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Posted by (Questions: 37, Answers: 4084)
Answered on June 1, 2018 11:09 am
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will test now, thank you

( at June 1, 2018 11:24 am)
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woks as expected. You sir are a legend

( at June 1, 2018 11:27 am)
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This is magic. Is it possible to have the close to be within -5% to +5% of the VWap. so i can see stocks that are within those ranges?
( at June 22, 2020 10:31 pm)
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close is greater then reference VWAP()."VWAP" * 0.95 and close is less then reference VWAP()."VWAP" * 1.05
( at June 23, 2020 7:33 am)
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