Price Action perspective using VWAP+SD and TF AMAs

pratapvb · Feb 10, 2016

replies looking at the chart

there could be a long above the 2nd mph above +1SD and close to 10am. more than half I would however book at VAL as that is target.

2 is a clear short. failure of +1SD below VAL

somewhere close to 1 pm will look to exit more on a lower tf band preferably above -1SD as below -1SD it may keep doing pbs to -1SD and continue down

5 is a clear short failure at vwap ....I think TF bands were also around there

I take partial profit on 20pts in nf and only trail rest

if beyond -1SD2 or +1SD2 I take off say 1/4th to 1/3rd ...else I take off half

blackberry · Feb 10, 2016

deleted ------------------------
reading from begining..................

vijkris · Feb 10, 2016

blackberry said:

hi, sorry for putting my views b4 pratap sir,
all the afls are highly customizable and has parameters to toggle off vwap etc.
so u can keep wat u want, not necessary to show all vwap bands.

for swing u can keep in separate sheet with different parameter.

I think scalping is done in sideways condition only specially if yday vwap is in neutral zone.

vijkris · Feb 10, 2016

here I have combined vwap +ama and added message box , which gives commentary abt yday vwap etc. if u know little bit of afl coding then u can change the sentences of that box.

hope pratap sir corrects any mistake in coding, (if any).

Code:

//VWAP CODE - updated
SetChartOptions(2,chartWrapTitle);
SetChartBkColor(ParamColor("Background", colorLightGrey)) ;
// Author: Pratap Balakrishnan
// Copyright: All rights reserved. Not to be circulated or shared or posted on websites without the author's written permission.
// email id: [email protected]
//
/*
The VWAP for a stock is calculated by adding the dollars traded for every
transaction in that stock ("price" x "number of 
      shares traded") and dividing the total shares traded. A VWAP is computed
from the Open of the market to the market Close, AND is 
      calculated by Volume weighting all transactions during this time period

*/
Layer = Param("Layer", 0, -5, 5, 1) ;
showprice = ParamToggle("Show Price", "No|Yes", 0) ;
if (showprice)
{
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} " + EncodeColor( colorGreen ) + " Open %g," + EncodeColor( colorBlue ) + " Hi %g,  " + EncodeColor( colorRed ) + " Lo %g,  " + EncodeColor( colorBlack ) + " Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close",  colorBlack, styleNoTitle | styleCandle,0,0,0,Layer ); 
//Peaking Volumes
HiVolume = IIf(V > (2 * MA(V,10)), True, False); 
PlotShapes(shapeSmallCircle * HiVolume, IIf(C > O, colorBlack, colorWhite), 0, (O+C)/2, 0);
ToolTip = "Open = " + O + "\nHigh = " + H + "\nLow = " + L + "\nClose = " + C ;
}

SetChartBkColor(colorLightGrey) ;

turnvwapoff = ParamToggle("VWAP All OFF", "No|Yes", 0) ;
showintitle = ParamToggle("Show in Title", "No|Yes", 0) ;
Filterdaych = ParamToggle("Filter Day Change Connections", "No|Yes", 1) ;
Vwapmode = ParamList("VWAP mode", "As Per Param|Only VWAP|VWAP+SD|VWAP+2SD", 0) ;
showvwap = ParamToggle("Show VWAP", "No|Yes", 1) ;
showvwap1sd = ParamToggle("Show VWAP 1SD", "No|Yes", 1) ;
showvwap2sd = ParamToggle("Show VWAP 2SD", "No|Yes", 1) ;
showvwap3sd = ParamToggle("Show VWAP 3SD", "No|Yes", 0) ;
showvwapband = ParamToggle("Show VWAP Trend Bands", "No|Yes", 0) ;
showvwapswband = ParamToggle("Show VWAP Sideways Bands", "No|Yes", 1) ;
showprevdayvals = ParamToggle("Show Prev Day Values", "No|Yes", 1) ;
showprev2dayvals = ParamToggle("Show Prev 2 Day Values", "No|Yes", 1) ;
showprevdayband = ParamToggle("Show Prev Day Bands", "No|Yes", 1) ;
showextprevday = ParamToggle("Show Extension", "No|Yes", 1)  ;
showextbandprevday = ParamToggle("Show Extension Band", "No|Yes", 1)  ;
extend = Param("Extend", 10, 0, 100, 1) ;


Vwaplayer = Param("VWAP Layer", -3, -5, 5, 1) ;
extlayer = Param("Extend Layer", -2, -5, 5, 1) ;

MAwidthper = Param("MA Width %", 0.005, 0, 10, 1) ;
SDwidthper = Param("SD Width %", 0.005, 0, 10, 1) ;
MAwidth = SelectedValue(C) * MAwidthper /100 ;
SDwidth = SelectedValue(C) * SDwidthper /100 ;


showtradearr = ParamToggle("Trade Arrow", "No|Yes", 1) ;

showtext = ParamToggle("Show Text", "No|Yes", 1) ;
Clrtext = ParamColor("Color Text", colorBlack) ;
showvahvaltext = ParamToggle("Show VAH-VAL Text", "No|Yes", 1) ;

Onlyvwap = False ;
withsd = False ;
with2sd = False ;

switch (Vwapmode)
{
//	case "As Per Param":
//		break ;
	case "Only VWAP" :
		Onlyvwap = True ;
		break ;
	case "VWAP+SD" :
		Onlyvwap = True ;
		withsd = True;
		break ;
	case "VWAP+2SD" :
		Onlyvwap = True ;
		withsd = True;
		with2sd = True;
		break ;
}

if (Onlyvwap)
{	
	if (withsd)
		showvwap1sd = True;
	else
		showvwap1sd = False ;
	if (with2sd)
		showvwap2sd = True;
	else
		showvwap2sd = False ;
	showvwap3sd = False ;
	showvwapband = False ;
	showvwapswband = False ;
	showprevdayvals = False ;
	showprev2dayvals = False ;
	showprevdayband = False ;
	showvwapband = False ;

//	showtradearr = False ;
	showcomm = False ;
	showtext = withsd ;
}

stylelabel = 0 ;
if (showtext)
	stylelabel = styleNoLabel ;

styletitle = 0 ;
if (NOT showintitle)
	styletitle = styleNoTitle ;


if (NOT turnvwapoff)
{
	P = (H + L + C) / 3;
	nd = Day() != Ref(Day(),-1) ;
	Bars_so_far_today = 1 + BarsSince( nd);

	TodayVolume = Sum(V,Bars_so_far_today);
	CumV = Sum(V,Bars_so_far_today);
	CumVWP = Sum (P * V, Bars_so_far_today  );
	   VWAP = CumVWP / CumV;

	VWAPsd = IIf(Ref(nd, 1), 0, VWAP);
	CumVsd = IIf(Ref(nd, 1), 0, CumV);

	S = Sum(Ref(CumVsd, -1) * V * (P - Ref(VWAPsd, -1))^2 / CumV,Bars_so_far_today);
	Variance = S / CumV;
	 SD = sqrt(Variance);

	Vwapm1 = VWAP - SD ;
	Vwapp1 = VWAP + SD ;
	Vwapm2 = VWAP -2*SD ;
	Vwapp2 = VWAP +2*SD ;
	Vwapm3 = VWAP -3*SD ;
	Vwapp3 = VWAP +3*SD ;

	dt = DateTime() ;

	dtnum = DateTimeConvert(0, dt) ;
	newdt = dtnum != Ref(dtnum, -1) ;

	Lastbar = H-H ;
	if (Filterdaych)
		Lastbar = dtnum != Ref(dtnum, 1) ;

	RefVWAP = VWAP;
	RefVwapm1 = Vwapm1;
	RefVwapp1 = Vwapp1 ;
	RefVwapm2 = Vwapm2;
	RefVwapp2 = Vwapp2;
	RefVwapm3 = Vwapm3;
	RefVwapp3 = Vwapp3;

	Clrvwap =  ParamColor("Color VWAP",colorBlack) ;
	Clrvwapm1 = ParamColor("Color VWAP -1SD", colorGreen) ;
	Clrvwapp1 = ParamColor("Color VWAP +1SD", colorRed) ;

	strnday = "day";
	if (showvwap)
	{
//		Vwapstyle = 0 ;
//		if (ndays > 1)
			Vwapstyle = styleNoRescale ;
		Plot(IIf(Lastbar, Null, RefVWAP), "VWAP"+strnday, Clrvwap , styleThick|stylelabel|Vwapstyle, Null, Null, 0, 1);
		if (MAwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAP+MAwidth), IIf(Lastbar, Null, RefVWAP+MAwidth), IIf(Lastbar, Null, RefVWAP-MAwidth), IIf(Lastbar, Null, RefVWAP-MAwidth), "",Clrvwap, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 1 ) ;
	}

	Plot(SD, "SD", colorBlack, styleNoDraw|styleNoLabel|styleNoRescale) ;
	if (showvwap1sd)
	{
		Plot(IIf(Lastbar, Null, RefVwapm1), "-1SD"+strnday, Clrvwapm1,  styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		Plot(IIf(Lastbar, Null, RefVwapp1), "+1SD"+strnday, Clrvwapp1, styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPm1+SDwidth), IIf(Lastbar, Null, RefVWAPm1+SDwidth), IIf(Lastbar, Null, RefVWAPm1-SDwidth), IIf(Lastbar, Null, RefVWAPm1-SDwidth), "",Clrvwapm1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPp1+SDwidth), IIf(Lastbar, Null, RefVWAPp1+SDwidth), IIf(Lastbar, Null, RefVWAPp1-SDwidth), IIf(Lastbar, Null, RefVWAPp1-SDwidth), "",Clrvwapp1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

	}

	if (showvwap2sd)
	{
		Plot(IIf(Lastbar, Null, RefVwapm2), "-2SD"+strnday, ParamColor("Color VWAP -2SD", colorSeaGreen), styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		Plot(IIf(Lastbar, Null, RefVwapp2), "+2SD"+strnday, ParamColor("Color VWAP +2SD", colorOrange), styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPm2+SDwidth), IIf(Lastbar, Null, RefVWAPm2+SDwidth), IIf(Lastbar, Null, RefVWAPm2-SDwidth), IIf(Lastbar, Null, RefVWAPm2-SDwidth), "",ParamColor("Color VWAP -2SD", colorSeaGreen), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPp2+SDwidth), IIf(Lastbar, Null, RefVWAPp2+SDwidth), IIf(Lastbar, Null, RefVWAPp2-SDwidth), IIf(Lastbar, Null, RefVWAPp2-SDwidth), "",ParamColor("Color VWAP +2SD", colorOrange), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
	}

	if (showvwap3sd)
	{
		Plot(IIf(Lastbar, Null, RefVwapm3), "-3SD"+strnday, ParamColor("Color VWAP -3SD", colorRed), styleThick  + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		Plot(IIf(Lastbar, Null, RefVwapp3), "+3SD"+strnday, ParamColor("Color VWAP +3SD", colorBlue), styleThick  + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
	}


	if (showvwapband)
	{
		PlotOHLC(IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm2), IIf(Lastbar, Null, RefVwapm2), "",ParamColor("Down Trend", colorRose), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
		PlotOHLC(IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp2), IIf(Lastbar, Null, RefVwapp2), "",ParamColor("Up Trend", colorSkyblue), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
	}

//	if (showvwapswband)
//	{
//		PlotOHLC(RefVwapm1, RefVwapm1, RefVwapp1, RefVwapp1, "",ParamColor("Sideways Color", colorLavender), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
//	}


	Avgp = (H+L+C)/3 ;

	if (showtradearr)
	{

		Buy = Avgp >= Refvwapp1 ;
		Short = Avgp <= Refvwapm1 ;

		Sell =  Avgp <= Refvwapp1 ;
		Cover = Avgp >= Refvwapm1 ;

		Buy = ExRem(Buy, Short OR Sell) ;
		Short = ExRem(Short, Buy OR Cover) ;

		sdp1touch = False ; // Ht >= Refvwapp1 ;
		sdm1touch = False ; //Lt >= Refvwapm1 ;

		Sell = ExRem(Sell, Buy OR sdp1touch ) ;
		Cover = ExRem(Cover, Short OR sdm1touch ) ;

		PlotShapes(Buy*shapeUpArrow, colorBlue, 0, H, 12) ;
		PlotShapes(Short*shapeDownArrow, colorRed, 0, L, 12) ;

		PlotShapes(Cover*shapeUpArrow, colorBlack, 0, H, 12) ;
		PlotShapes(Sell*shapeDownArrow, colorBlack, 0, L, 12) ;

	}

	shift = Param("Shift", 0, -1, 0, 1) ;

	prevdayvalue = prevdayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 1) ;
	prevdayvaluelow = prevdayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 1) ;
	prevdayvaluehigh = prevdayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 1) ;
	prevdayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 1) ;

	if (showvwapswband)
	{
		swclr = ParamColor("Sideways Color", colorLavender) ;
		upclr =  ParamColor("Bull Bias Color", colorSkyblue) ;
		dnclr =  ParamColor("Bear Bias Color", colorRose) ;

		bandclr = IIf(Refvwap < prevdayvaluelow, dnclr, IIf(Refvwap > prevdayvaluehigh, upclr, swclr)) ;
			
		PlotOHLC(IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwap), "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
		PlotOHLC(IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm1), "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
	}

	if (showprevdayvals OR showextprevday)
	{
		if (shift == -1)
		{
			prevdayvaluehigh = prevdayvwap;
			prevdayvalue = prevdayvwapm1 ;
			prevdayvaluelow = prevdayvwapm2 ;
		}

		if (showprevdayvals) //(NOT showextprevday)
		{
		Plot(IIf(Lastbar, Null, prevdayvalue), "Prev VWAP", Clrvwap, styleDots|styleNoRescale+stylelabel|styleNoTitle) ;
		Plot(IIf(Lastbar, Null, prevdayvaluelow), "VAL"+strnday, Clrvwapm1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
		Plot(IIf(Lastbar, Null, prevdayvaluehigh), "VAH"+strnday, Clrvwapp1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
		}

		Clrprevdayband = ParamColor("Prev Day Band Color", colorLightYellow);
		if (showprevdayband)
		{
//			if (NOT showextprevday)
				PlotOHLC(IIf(Lastbar, Null, prevdayvaluelow), IIf(Lastbar, Null, prevdayvaluelow), IIf(Lastbar, Null, prevdayvaluehigh), IIf(Lastbar, Null, prevdayvaluehigh), "",Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
		}

		if (showprev2dayvals)
		{
			prev2dayvalue = prev2dayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 2) ;
			prev2dayvaluelow = prev2dayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 2) ;
			prev2dayvaluehigh = prev2dayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 2) ;
			prev2dayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 2) ;

//			if (NOT showextprevday)
			{
			Plot(IIf(Lastbar, Null, prev2dayvalue), "2day prev VWAP"+strnday, Clrvwap, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
			Plot(IIf(Lastbar, Null, prev2dayvaluelow), "2day VAL"+strnday, Clrvwapm1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
			Plot(IIf(Lastbar, Null, prev2dayvaluehigh), "2day VAH"+strnday, Clrvwapp1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
			}
		}

	if (showextprevday)
	{
		x0 = BarCount - (extend+1) ;
		x1 = BarCount -1 ;

		Hdlast = SelectedValue(prevdayvaluehigh ) ;
		Ldlast = SelectedValue(prevdayvaluelow ) ;

		Hplot = LineArray(x0, Hdlast, x1, Hdlast) ;
		Plot(Hplot, "", colorOrange, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;
		LPlot = LineArray(x0, Ldlast, x1, Ldlast) ;
		Plot(LPlot, "", colorGreen, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;

		if (showextbandprevday)
			PlotOHLC(HPlot, HPlot, LPlot, LPlot, "", Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0,0,extend,extlayer ) ;

	}

	}

	
	if (showtext)
	{
		PlotText(NumToStr(RefVwapp1[BarCount-1], 1.1), BarCount+1, RefVwapp1[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwapm1[BarCount-1], 1.1), BarCount+1, RefVwapm1[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwap[BarCount-1], 1.1), BarCount+1, RefVwap[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwapp2[BarCount-1], 1.1), BarCount+1, RefVwapp2[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwapm2[BarCount-1], 1.1), BarCount+1, RefVwapm2[BarCount-1],Clrtext) ;
	}

	if (showvahvaltext)
	{
		PlotText(NumToStr(prevdayvalue[BarCount-1], 1.1), BarCount+1, prevdayvalue[BarCount-1],Clrtext) ;
		PlotText(NumToStr(prevdayvaluelow[BarCount-1], 1.1), BarCount+1, prevdayvaluelow[BarCount-1],Clrtext) ;
		PlotText(NumToStr(prevdayvaluehigh[BarCount-1], 1.1), BarCount+1, prevdayvaluehigh[BarCount-1],Clrtext) ;
	}

}
_SECTION_BEGIN("AMA");

datamode = ParamToggle("Data Mode", "No|Yes", 0) ;
showintitle = ParamToggle("Show in Title", "No|Yes", 1) ;
showlabel = ParamToggle("Show Label", "No|Yes", 1) ;

usetf = ParamToggle("Use TF", "No|Yes", 1) ;
tf = Param("TF", 15, 1, 100000, 1) ;
isexpandLast = ParamToggle("Expand Mode", "First|Last", 1) ;
expandmode = IIf(isexpandLast, expandLast, expandFirst) ;

period = Param("Period", 30, 1, 100, 1) ;
noiseperiod = Param("Noise Period", 5, 1, 100, 1) ;
Clr = ParamColor("AMA Color", colorLightOrange) ;
ClrClose = ParamColor("AMA Close Color", colorOrange) ;

MAwidthper = Param("MA Width %", 0.005, 0, 10, 1) ;
MAwidth = SelectedValue(C) * MAwidthper /100 ;
showasband = ParamToggle("Show as band", "No|Yes", 1) ;
Onlyclose = ParamToggle("Show Only Close", "No|Yes", 0) ;
showclosebias = ParamToggle("Show Close Bias", "No|Yes", 0) ;
Closebiasht = Param("Close bias Ht", 4, 0, 100) ;
Clrbiasup = ParamColor("Color Bias Up", colorSkyblue) ;
Clrbiasdn = ParamColor("Color Bias Down", colorRose) ;
Clrbiasnone = ParamColor("Color Bias None", colorLavender) ;

Clrband = ParamColor("Color Band", colorViolet) ;
bandlevel = Param("Level Band", -1, -5, 5, 1) ;
tradearr = ParamToggle("Show Trade Arrow", "No|Yes", 0) ;
triggertypepvt = ParamToggle("Trigger Type", "Bar|Pvt", 0) ;
Onbody= ParamToggle("BO style", "H-L|Body", 1) ;

datamodestyle = styleNoRescale ;
if (NOT showintitle)
	datamodestyle |= styleNoTitle ;
if (NOT showlabel)
	datamodestyle |= styleNoLabel ;

if (datamode)
	datamodestyle = styleNoDraw|styleNoTitle|styleNoLabel|styleNoRescale ;

onlyClosestyle = 0 ;
if (Onlyclose)
	OnlyClosestyle = styleNoDraw ;

tfs = tf *in1Minute ;
if (usetf)
	TimeFrameSet(tfs) ;

tfma = int(Interval()/60) ;
if (usetf AND tfs >= Interval())
	tfma = tf ;

strtf = NumToStr(tfma, 8.0)+"min" ;

Refo = ParamField("TF Open", 0) ;
Refh = ParamField("TF High", 1) ;
Refl = ParamField("TF Low", 2) ;
Refc = ParamField("TF Close", 3) ;
//Refbi = ParamField("BI", 4) ;

//Plot(EMA( Close, period ), "", colorRed) ;
fast = 2/(2+1);
slow = 2/(period+1);
dir=abs(Refc -Ref(Refc ,-noiseperiod ));
vol=Sum(abs(Refc -Ref(Refc,-1)),noiseperiod );
ER=dir/vol;
sc =( ER*(fast-slow)+slow)^2; 
amaplotcx = AMA( Refc, sc ); 

dirh=abs(Refh -Ref(Refh ,-noiseperiod ));
volh=Sum(abs(Refh -Ref(Refh,-1)),noiseperiod );
ERh=dirh/volh;
sch =( ERh*(fast-slow)+slow)^2; 
amaplothx = AMA( Refh, sch ); 

dirl=abs(Refl -Ref(Refl ,-noiseperiod ));
voll=Sum(abs(Refl -Ref(Refl,-1)),noiseperiod );
ERl=dirl/voll;
scl =( ERl*(fast-slow)+slow)^2; 
amaplotlx = AMA( Refl, scl ); 

	amaplotc = amaplotcx ;
	amaploth = amaplothx ;
	amaplotl = amaplotlx ;

if (usetf)
{
	amaplotc = TimeFrameExpand(amaplotcx, tfs, expandmode) ;
	amaploth = TimeFrameExpand(amaplothx, tfs, expandmode) ;
	amaplotl = TimeFrameExpand(amaplotlx, tfs, expandmode) ;

	TimeFrameRestore() ;
}

	showoncrb = ParamToggle("Show On CRB", "No|Yes", 0) ;
	Refo = ParamField("CRB Open", 7+0) ;
	Refh = ParamField("CRB High", 7+1) ;
	Refl = ParamField("CRB Low", 7+2) ;
	Refc = ParamField("CRB Close", 7+3) ;
	Refbi = ParamField("CRB BI", 7+4) ;
	Refcrbbars = ParamField("CRB Bars", 7+5) ;
	Refnbars = ParamField("TF Bars", 7+6) ;
	Refdt = ParamField("CRB DT", 7+7) ;


	if (showoncrb)
	{
		diffbars = Refnbars -Refcrbbars -1 ;

		// convert to crb
		Refamaploth = Ref(amaploth, -diffbars) ;
		Refamaplotc = Ref(amaplotc, -diffbars) ;
		Refamaplotl = Ref(amaplotl, -diffbars) ;

//		RefClre = Ref(Clr, -diffbars) ;

		k = 0 ;
		for ( i = Crbst ; i < BarCount ; i++)
		{
			Refbar = Refbi[i];

			Refamaploth[i] = amaploth[Refbar] ;
			Refamaplotc[i] = amaplotc[Refbar] ;
			Refamaplotl[i] = amaplotl[Refbar] ;

//			RefClre[i] = Clr[Refbar];
			k++;
		}
	}
	else
	{
		Refamaploth = amaploth ;
		Refamaplotc = amaplotc ;
		Refamaplotl = amaplotl ;
//		RefClre = Clre ;
	}


Plot(Refamaplotc, strtf+"AMA close"+NumToStr(period, 1.0)+" "+ NumToStr(noiseperiod , 1.0), ClrClose, styleThick|datamodestyle) ;
Plot(Refamaploth, strtf+"AMA high"+NumToStr(period, 1.0)+" "+ NumToStr(noiseperiod , 1.0), Clr, styleThick|datamodestyle|OnlyClosestyle) ;
Plot(Refamaplotl, strtf+"AMA low"+NumToStr(period, 1.0)+" "+ NumToStr(noiseperiod , 1.0), Clr, styleThick|datamodestyle|OnlyClosestyle) ;
if (MAwidth > 0)
	PlotOHLC(Refamaplotc+MAwidth, Refamaplotc+MAwidth, Refamaplotc-MAwidth, Refamaplotc-MAwidth, "", ClrClose , styleCloud|styleNoLabel|datamodestyle) ;
if (showasband)
{
	PlotOHLC(Refamaploth, Refamaploth, Refamaplotl, Refamaplotl, "", Clrband, styleCloud|styleNoLabel|datamodestyle|OnlyClosestyle, 0, 0, 0, bandlevel) ;
}

if (showclosebias)
{
	upside = Refamaploth-(Refamaploth-Refamaplotl)/3 ;
	dnside = Refamaplotl+(Refamaploth-Refamaplotl)/3 ;

	up = Refamaplotc >= upside ;
	dn = Refamaplotc <= dnside ;

	Clr = IIf(up, Clrbiasup, IIf(dn, Clrbiasdn,Clrbiasnone)) ;

	Plot(Closebiasht, "", Clr, styleArea|styleNoLabel|styleOwnScale, 0, 100) ;
}

showparam = ParamToggle("Show Key Param", "No|Yes", 0) ;

if (showparam)
{
	y = (SelectedValue(Refamaploth)+ SelectedValue(Refamaplotl)) /2 ;
	tfsd = tfs ;
	if (tfsd < Interval())
		tfsd = Interval() ;

	str = "TF="+NumToStr(tfsd/in1Minute, 1.0) + " P=" + NumToStr(period, 1.0)+"-"+ NumToStr(noiseperiod, 1.0);
	PlotText(str, BarCount+2, y, colorBlack) ;
}

showrib = ParamToggle("Show Ribbon", "No|Yes", 0) ;
barht = Param("Bar Ht", 4, 1, 100) ;

Refo = ParamField("Open", 0) ;
Refh = ParamField("High", 1) ;
Refl = ParamField("Low", 2) ;
Refc = ParamField("Close", 3) ;

if (showrib)
{
	Buy = Refc > Max(Refamaplotc, Refamaploth) ;
	Short = Refc < Min(Refamaplotc, Refamaplotl) ;

	up = Flip(Buy, Short) ;
	dn = Flip(Short, Buy) ;

	Clr = IIf(up, colorBlue, colorRed) ;

	Plot(barht, "", Clr, styleArea|styleNoLabel|styleOwnScale, 0, 100) ;
}

isemapvts = ParamToggle("Pvt Type", "H-L|EMA", 0) ;

if (tradearr)// AND NOT datamode)
{
avgP = (Refh+refl+Refc)/3 ;
p1 = Param("Fast", 1, 1, 100, 1) ;
p2 = Param("Slow", 3, 1, 100, 1) ;

ismph = H-H ;
ismpl = L-L ;
if (isemapvts)
{
EMA1 = EMA(avgP, p1) ;
EMA2 = EMA(avgP, p2) ;

upcross = Cross(EMA1, EMA2) ;
downcross = Cross(EMA2, EMA1) ;

bi = BarIndex() ; 

mphbar = HighestSinceBars(upcross, Refh) ;
mplbar = LowestSinceBars(downcross, Refl) ;

mphbi = ValueWhen(downcross, bi, 0) - ValueWhen(downcross, mphbar, 0) ;
ismph = mphbi == bi ;

mplbi = ValueWhen(upCross, bi, 0) - ValueWhen(upCross, mplbar, 0) ;
ismpl = mplbi == bi ;

ismph = IIf(downCross AND mphbar == 0, True, ismph) ;
ismpl = IIf(upcross AND mplbar == 0, True, ismpl) ;
}
else
{
	ismph = H >= Ref(H, -1) AND H > Ref(H, 1) ;
	ismpl = L <= Ref(L, -1) AND L < Ref(L, 1) ;
/*
	ismph = ExRem(ismph, ismpl) ;
	ismpl = ExRem(ismpl, ismph) ;
	isbmph = ExRem(isbmph, isbmpl) ;
	isbmpl = ExRem(isbmpl, isbmph) ;
*/

}


showminor = ParamToggle("Show Minor Pvts", "No|Yes", 1) ;
showminorlvls = ParamToggle("Show Minor Levels", "No|Yes", 1) ;

issquare = ParamToggle("Pvt style", "Circle|Square", 0) ;
pvtmarker = IIf(issquare, shapeSmallSquare, shapeSmallCircle) ;

if (showminor)
{
	PlotShapes(ismph*pvtmarker , colorRed, 0, Refh, 12) ;
	PlotShapes(ismpl*pvtmarker , colorGreen, 0, Refl, -12) ;
}

mph = ValueWhen(ismph, Refh) ;
mpl = ValueWhen(ismpl, Refl) ;

if (showminorlvls)
{
	x = LineArray(0, SelectedValue(mph), (BarCount-1), SelectedValue(mph));

	Plot(x, "", colorGold, styleDashed);

	x = LineArray(0, SelectedValue(mpl), (BarCount-1), SelectedValue(mpl));

	Plot(x, "", colorGold, styleDashed);
}


	Reflow = Refl ;
	Refhigh = Refh ;
	if (Onbody)
	{
		Reflow = Min(Refo, Refc) ;
		Refhigh = Max(Refo, Refc) ;
	}
	
	if (triggertypepvt)
	{
		Buy = ismph AND mph > AMAploth ;
		Short = ismpl AND mpl < AMAplotl ;
	}
	else
	{
		Buy = avgP > AMAploth ;
		Short = avgP < AMAplotl ;
	}

	Buy = ExRem(Buy, Short OR (C < AMAploth AND NOT C < AMAplotl ) ) ;
	Short = ExRem(Short, Buy OR C < (AMAplotl AND NOT C > AMAploth ) ) ;

	PlotShapes(Buy*shapeUpTriangle, colorGreen, 0, Refh, 12) ;
	PlotShapes(Short*shapeDownTriangle, colorBrown, 0, Refl, 12) ;
}

_SECTION_END();


_SECTION_BEGIN("gfx conditions");
Closefilter1 = Ref(C,-1)>Vwapp1 AND Ref(C,-2)>vwapp1;// +1sd
Closefilter2 = Ref(C,-1)<Vwapm1 AND Ref(C,-2)<Vwapm1;// vwap
Closefilter3 = Ref(C,-1)>prevdayvaluehigh AND Ref(C,-2)>prevdayvaluehigh;// y +1sd
Closefilter4 = Ref(C,-1)<prevdayvaluelow AND Ref(C,-2)<prevdayvaluelow;
Closefilter5 = (Ref(C,-1)>prevdayvaluelow AND Ref(C,-2)>prevdayvaluelow) AND Ref(C,-1)<prevdayvaluehigh;
Closefilter6 = Ref(C,-1)>amaploth AND Ref(C,-2)>amaploth;// amahigh
Closefilter7 = Ref(C,-1)<amaplotl AND Ref(C,-2)<amaplotl;// amalow
todayvwapUptrend = WriteIf(Closefilter1,"UPTREND",WriteIf(Closefilter2,"DOWNTREND","SIDEWAYS"));
ydayVwaptrend = WriteIf(Closefilter3,"WAIT FOR UPTREND",WriteIf(Closefilter4,"WAIT for SHORTS","NEUTRAL ZONE"));
entrynow = WriteIf(Closefilter1 AND Closefilter3,"enter@ MPH BO only",WriteIf(Closefilter2 AND Closefilter4,"enter@MPL BD only",
WriteIf((Closefilter5 AND Closefilter1)OR (Closefilter5 AND Closefilter2),"pivot bo/bd @1sd","scalp/BOF/BDF")));
exitnow =  WriteIf(Closefilter1 AND Closefilter3,"TRAIL SL only& RELAX",WriteIf(Closefilter2 AND Closefilter4,"TRAiL SL& RELAX",
WriteIf((Closefilter5 AND Closefilter1)OR (Closefilter5 AND Closefilter2),"BO/BD of 1SD/Pivot","1:1 only")));

amahigh = WriteIf(Closefilter6,"LONG only",WriteIf(Closefilter7,"SHORT only","SIDEWAYS"));
_SECTION_END();




// Message Board ----------------- 
GfxSelectFont( "Tahoma", 13, 100 ); 

GfxSetBkMode( 1 ); 

GfxSetTextColor 
( colorWhite ); 

if ( SelectedValue( Closefilter6 ) == 1 ) 
    { 
        GfxSelectSolidBrush( colorDarkGreen ); 
    } 
    else 
if ( SelectedValue( Closefilter7 ) == 1 ) 
    { 
        GfxSelectSolidBrush( colorRed ); 
        } 
       else
       { 
        GfxSelectSolidBrush( colorBlueGrey ); 
        } 


pxHeight = Status( "pxchartheight" ) ; 

xx = Status( "pxchartwidth"); 

Left = 1100; 

width = 310; 

x = 5; 

x2 = 290; 

y = pxHeight; 

GfxSelectPen 
( colorLightBlue, 1); // border color 

GfxRoundRect 
( x, y - 155, x2, y , 7, 7 ) ; 




GfxTextOut( ( "pivot+vwap+ AMA "),13,y-150);
GfxTextOut 
("YDAY vwap = "+ ydayvwaptrend, 13, y-125);


GfxTextOut 
("today vwap = "+ todayvwapuptrend, 13, y-105);

GfxTextOut
("AMA = " +AMAhigh,13,y-85);
GfxTextOut 
("entry = "+ entrynow, 13, y-65);

GfxTextOut 
("EXIT = "+ exitnow, 13, y-47);

GfxTextOut
("LTP =" + C,13,Y-30);







_SECTION_BEGIN("Time Left");
function GetSecondNum()
{
    Time = Now( 4 );
    Seconds = int( Time % 100 );
    Minutes = int( Time / 100 % 100 );
    Hours = int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
 

RequestTimedRefresh( 1 );

TimeFrame = Interval();

SecNumber = GetSecondNum();

Newperiod = SecNumber % TimeFrame == 0;

SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;

SecsToGo = TimeFrame - SecsLeft;



x=Param("xposn",50,0,1000,1);

y=Param("yposn",380,0,1000,1);



GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );

GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );

if ( NewPeriod )

{

GfxSelectSolidBrush( colorYellow );

GfxSelectPen( colorYellow, 2 );

Say( "New period" );

}

//GfxRoundRect( x+45, y+40, x-3, y-2, 0, 0 );

//GfxSetBkMode(1);

GfxSelectFont( "Arial", 14, 700, False );

GfxSetTextColor( colorRed );

GfxTextOut( "Time Left :"+SecsToGo+"", x, y );

_SECTION_END();

blackberry · Feb 10, 2016

vijkris said:

here I have combined vwap +ama and added message box , which gives commentary abt yday vwap etc. if u know little bit of afl coding then u can change the sentences of that box.

hope pratap sir corrects any mistake in coding, (if any).

Code:

//VWAP CODE - updated
SetChartOptions(2,chartWrapTitle);
SetChartBkColor(ParamColor("Background", colorLightGrey)) ;
// Author: Pratap Balakrishnan
// Copyright: All rights reserved. Not to be circulated or shared or posted on websites without the author's written permission.
// email id: [email protected]
//
/*
The VWAP for a stock is calculated by adding the dollars traded for every
transaction in that stock ("price" x "number of 
      shares traded") and dividing the total shares traded. A VWAP is computed
from the Open of the market to the market Close, AND is 
      calculated by Volume weighting all transactions during this time period

*/
Layer = Param("Layer", 0, -5, 5, 1) ;
showprice = ParamToggle("Show Price", "No|Yes", 0) ;
if (showprice)
{
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} " + EncodeColor( colorGreen ) + " Open %g," + EncodeColor( colorBlue ) + " Hi %g,  " + EncodeColor( colorRed ) + " Lo %g,  " + EncodeColor( colorBlack ) + " Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close",  colorBlack, styleNoTitle | styleCandle,0,0,0,Layer ); 
//Peaking Volumes
HiVolume = IIf(V > (2 * MA(V,10)), True, False); 
PlotShapes(shapeSmallCircle * HiVolume, IIf(C > O, colorBlack, colorWhite), 0, (O+C)/2, 0);
ToolTip = "Open = " + O + "\nHigh = " + H + "\nLow = " + L + "\nClose = " + C ;
}

SetChartBkColor(colorLightGrey) ;

turnvwapoff = ParamToggle("VWAP All OFF", "No|Yes", 0) ;
showintitle = ParamToggle("Show in Title", "No|Yes", 0) ;
Filterdaych = ParamToggle("Filter Day Change Connections", "No|Yes", 1) ;
Vwapmode = ParamList("VWAP mode", "As Per Param|Only VWAP|VWAP+SD|VWAP+2SD", 0) ;
showvwap = ParamToggle("Show VWAP", "No|Yes", 1) ;
showvwap1sd = ParamToggle("Show VWAP 1SD", "No|Yes", 1) ;
showvwap2sd = ParamToggle("Show VWAP 2SD", "No|Yes", 1) ;
showvwap3sd = ParamToggle("Show VWAP 3SD", "No|Yes", 0) ;
showvwapband = ParamToggle("Show VWAP Trend Bands", "No|Yes", 0) ;
showvwapswband = ParamToggle("Show VWAP Sideways Bands", "No|Yes", 1) ;
showprevdayvals = ParamToggle("Show Prev Day Values", "No|Yes", 1) ;
showprev2dayvals = ParamToggle("Show Prev 2 Day Values", "No|Yes", 1) ;
showprevdayband = ParamToggle("Show Prev Day Bands", "No|Yes", 1) ;
showextprevday = ParamToggle("Show Extension", "No|Yes", 1)  ;
showextbandprevday = ParamToggle("Show Extension Band", "No|Yes", 1)  ;
extend = Param("Extend", 10, 0, 100, 1) ;


Vwaplayer = Param("VWAP Layer", -3, -5, 5, 1) ;
extlayer = Param("Extend Layer", -2, -5, 5, 1) ;

MAwidthper = Param("MA Width %", 0.005, 0, 10, 1) ;
SDwidthper = Param("SD Width %", 0.005, 0, 10, 1) ;
MAwidth = SelectedValue(C) * MAwidthper /100 ;
SDwidth = SelectedValue(C) * SDwidthper /100 ;


showtradearr = ParamToggle("Trade Arrow", "No|Yes", 1) ;

showtext = ParamToggle("Show Text", "No|Yes", 1) ;
Clrtext = ParamColor("Color Text", colorBlack) ;
showvahvaltext = ParamToggle("Show VAH-VAL Text", "No|Yes", 1) ;

Onlyvwap = False ;
withsd = False ;
with2sd = False ;

switch (Vwapmode)
{
//	case "As Per Param":
//		break ;
	case "Only VWAP" :
		Onlyvwap = True ;
		break ;
	case "VWAP+SD" :
		Onlyvwap = True ;
		withsd = True;
		break ;
	case "VWAP+2SD" :
		Onlyvwap = True ;
		withsd = True;
		with2sd = True;
		break ;
}

if (Onlyvwap)
{	
	if (withsd)
		showvwap1sd = True;
	else
		showvwap1sd = False ;
	if (with2sd)
		showvwap2sd = True;
	else
		showvwap2sd = False ;
	showvwap3sd = False ;
	showvwapband = False ;
	showvwapswband = False ;
	showprevdayvals = False ;
	showprev2dayvals = False ;
	showprevdayband = False ;
	showvwapband = False ;

//	showtradearr = False ;
	showcomm = False ;
	showtext = withsd ;
}

stylelabel = 0 ;
if (showtext)
	stylelabel = styleNoLabel ;

styletitle = 0 ;
if (NOT showintitle)
	styletitle = styleNoTitle ;


if (NOT turnvwapoff)
{
	P = (H + L + C) / 3;
	nd = Day() != Ref(Day(),-1) ;
	Bars_so_far_today = 1 + BarsSince( nd);

	TodayVolume = Sum(V,Bars_so_far_today);
	CumV = Sum(V,Bars_so_far_today);
	CumVWP = Sum (P * V, Bars_so_far_today  );
	   VWAP = CumVWP / CumV;

	VWAPsd = IIf(Ref(nd, 1), 0, VWAP);
	CumVsd = IIf(Ref(nd, 1), 0, CumV);

	S = Sum(Ref(CumVsd, -1) * V * (P - Ref(VWAPsd, -1))^2 / CumV,Bars_so_far_today);
	Variance = S / CumV;
	 SD = sqrt(Variance);

	Vwapm1 = VWAP - SD ;
	Vwapp1 = VWAP + SD ;
	Vwapm2 = VWAP -2*SD ;
	Vwapp2 = VWAP +2*SD ;
	Vwapm3 = VWAP -3*SD ;
	Vwapp3 = VWAP +3*SD ;

	dt = DateTime() ;

	dtnum = DateTimeConvert(0, dt) ;
	newdt = dtnum != Ref(dtnum, -1) ;

	Lastbar = H-H ;
	if (Filterdaych)
		Lastbar = dtnum != Ref(dtnum, 1) ;

	RefVWAP = VWAP;
	RefVwapm1 = Vwapm1;
	RefVwapp1 = Vwapp1 ;
	RefVwapm2 = Vwapm2;
	RefVwapp2 = Vwapp2;
	RefVwapm3 = Vwapm3;
	RefVwapp3 = Vwapp3;

	Clrvwap =  ParamColor("Color VWAP",colorBlack) ;
	Clrvwapm1 = ParamColor("Color VWAP -1SD", colorGreen) ;
	Clrvwapp1 = ParamColor("Color VWAP +1SD", colorRed) ;

	strnday = "day";
	if (showvwap)
	{
//		Vwapstyle = 0 ;
//		if (ndays > 1)
			Vwapstyle = styleNoRescale ;
		Plot(IIf(Lastbar, Null, RefVWAP), "VWAP"+strnday, Clrvwap , styleThick|stylelabel|Vwapstyle, Null, Null, 0, 1);
		if (MAwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAP+MAwidth), IIf(Lastbar, Null, RefVWAP+MAwidth), IIf(Lastbar, Null, RefVWAP-MAwidth), IIf(Lastbar, Null, RefVWAP-MAwidth), "",Clrvwap, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 1 ) ;
	}

	Plot(SD, "SD", colorBlack, styleNoDraw|styleNoLabel|styleNoRescale) ;
	if (showvwap1sd)
	{
		Plot(IIf(Lastbar, Null, RefVwapm1), "-1SD"+strnday, Clrvwapm1,  styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		Plot(IIf(Lastbar, Null, RefVwapp1), "+1SD"+strnday, Clrvwapp1, styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPm1+SDwidth), IIf(Lastbar, Null, RefVWAPm1+SDwidth), IIf(Lastbar, Null, RefVWAPm1-SDwidth), IIf(Lastbar, Null, RefVWAPm1-SDwidth), "",Clrvwapm1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPp1+SDwidth), IIf(Lastbar, Null, RefVWAPp1+SDwidth), IIf(Lastbar, Null, RefVWAPp1-SDwidth), IIf(Lastbar, Null, RefVWAPp1-SDwidth), "",Clrvwapp1, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

	}

	if (showvwap2sd)
	{
		Plot(IIf(Lastbar, Null, RefVwapm2), "-2SD"+strnday, ParamColor("Color VWAP -2SD", colorSeaGreen), styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		Plot(IIf(Lastbar, Null, RefVwapp2), "+2SD"+strnday, ParamColor("Color VWAP +2SD", colorOrange), styleThick  + styleTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPm2+SDwidth), IIf(Lastbar, Null, RefVWAPm2+SDwidth), IIf(Lastbar, Null, RefVWAPm2-SDwidth), IIf(Lastbar, Null, RefVWAPm2-SDwidth), "",ParamColor("Color VWAP -2SD", colorSeaGreen), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;

		if (SDwidth > 0)
			PlotOHLC(IIf(Lastbar, Null, RefVWAPp2+SDwidth), IIf(Lastbar, Null, RefVWAPp2+SDwidth), IIf(Lastbar, Null, RefVWAPp2-SDwidth), IIf(Lastbar, Null, RefVWAPp2-SDwidth), "",ParamColor("Color VWAP +2SD", colorOrange), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, 0 ) ;
	}

	if (showvwap3sd)
	{
		Plot(IIf(Lastbar, Null, RefVwapm3), "-3SD"+strnday, ParamColor("Color VWAP -3SD", colorRed), styleThick  + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
		Plot(IIf(Lastbar, Null, RefVwapp3), "+3SD"+strnday, ParamColor("Color VWAP +3SD", colorBlue), styleThick  + styleNoTitle + stylelabel+styleNoRescale, Null, Null, 0, 1);
	}


	if (showvwapband)
	{
		PlotOHLC(IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm2), IIf(Lastbar, Null, RefVwapm2), "",ParamColor("Down Trend", colorRose), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
		PlotOHLC(IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp2), IIf(Lastbar, Null, RefVwapp2), "",ParamColor("Up Trend", colorSkyblue), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
	}

//	if (showvwapswband)
//	{
//		PlotOHLC(RefVwapm1, RefVwapm1, RefVwapp1, RefVwapp1, "",ParamColor("Sideways Color", colorLavender), styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
//	}


	Avgp = (H+L+C)/3 ;

	if (showtradearr)
	{

		Buy = Avgp >= Refvwapp1 ;
		Short = Avgp <= Refvwapm1 ;

		Sell =  Avgp <= Refvwapp1 ;
		Cover = Avgp >= Refvwapm1 ;

		Buy = ExRem(Buy, Short OR Sell) ;
		Short = ExRem(Short, Buy OR Cover) ;

		sdp1touch = False ; // Ht >= Refvwapp1 ;
		sdm1touch = False ; //Lt >= Refvwapm1 ;

		Sell = ExRem(Sell, Buy OR sdp1touch ) ;
		Cover = ExRem(Cover, Short OR sdm1touch ) ;

		PlotShapes(Buy*shapeUpArrow, colorBlue, 0, H, 12) ;
		PlotShapes(Short*shapeDownArrow, colorRed, 0, L, 12) ;

		PlotShapes(Cover*shapeUpArrow, colorBlack, 0, H, 12) ;
		PlotShapes(Sell*shapeDownArrow, colorBlack, 0, L, 12) ;

	}

	shift = Param("Shift", 0, -1, 0, 1) ;

	prevdayvalue = prevdayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 1) ;
	prevdayvaluelow = prevdayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 1) ;
	prevdayvaluehigh = prevdayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 1) ;
	prevdayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 1) ;

	if (showvwapswband)
	{
		swclr = ParamColor("Sideways Color", colorLavender) ;
		upclr =  ParamColor("Bull Bias Color", colorSkyblue) ;
		dnclr =  ParamColor("Bear Bias Color", colorRose) ;

		bandclr = IIf(Refvwap < prevdayvaluelow, dnclr, IIf(Refvwap > prevdayvaluehigh, upclr, swclr)) ;
			
		PlotOHLC(IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwapp1), IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwap), "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
		PlotOHLC(IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwap), IIf(Lastbar, Null, RefVwapm1), IIf(Lastbar, Null, RefVwapm1), "",bandclr, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
	}

	if (showprevdayvals OR showextprevday)
	{
		if (shift == -1)
		{
			prevdayvaluehigh = prevdayvwap;
			prevdayvalue = prevdayvwapm1 ;
			prevdayvaluelow = prevdayvwapm2 ;
		}

		if (showprevdayvals) //(NOT showextprevday)
		{
		Plot(IIf(Lastbar, Null, prevdayvalue), "Prev VWAP", Clrvwap, styleDots|styleNoRescale+stylelabel|styleNoTitle) ;
		Plot(IIf(Lastbar, Null, prevdayvaluelow), "VAL"+strnday, Clrvwapm1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
		Plot(IIf(Lastbar, Null, prevdayvaluehigh), "VAH"+strnday, Clrvwapp1, styleDots|styleNoRescale+stylelabel+styleNoTitle) ;
		}

		Clrprevdayband = ParamColor("Prev Day Band Color", colorLightYellow);
		if (showprevdayband)
		{
//			if (NOT showextprevday)
				PlotOHLC(IIf(Lastbar, Null, prevdayvaluelow), IIf(Lastbar, Null, prevdayvaluelow), IIf(Lastbar, Null, prevdayvaluehigh), IIf(Lastbar, Null, prevdayvaluehigh), "",Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0, 0, 0, Vwaplayer ) ;
		}

		if (showprev2dayvals)
		{
			prev2dayvalue = prev2dayvwap = ValueWhen(Ref(newdt,1), RefVWAP, 2) ;
			prev2dayvaluelow = prev2dayvwapm1 = ValueWhen(Ref(newdt,1), RefVwapm1, 2) ;
			prev2dayvaluehigh = prev2dayvwapp1 = ValueWhen(Ref(newdt,1), RefVwapp1, 2) ;
			prev2dayvwapm2 = ValueWhen(Ref(newdt,1), RefVwapm2, 2) ;

//			if (NOT showextprevday)
			{
			Plot(IIf(Lastbar, Null, prev2dayvalue), "2day prev VWAP"+strnday, Clrvwap, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
			Plot(IIf(Lastbar, Null, prev2dayvaluelow), "2day VAL"+strnday, Clrvwapm1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
			Plot(IIf(Lastbar, Null, prev2dayvaluehigh), "2day VAH"+strnday, Clrvwapp1, styleStaircase|styleThick|stylelabel|styleNoRescale+styleNoTitle) ;
			}
		}

	if (showextprevday)
	{
		x0 = BarCount - (extend+1) ;
		x1 = BarCount -1 ;

		Hdlast = SelectedValue(prevdayvaluehigh ) ;
		Ldlast = SelectedValue(prevdayvaluelow ) ;

		Hplot = LineArray(x0, Hdlast, x1, Hdlast) ;
		Plot(Hplot, "", colorOrange, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;
		LPlot = LineArray(x0, Ldlast, x1, Ldlast) ;
		Plot(LPlot, "", colorGreen, styleLine|styleNoLabel|styleNoRescale, 0,0,extend, extlayer) ;

		if (showextbandprevday)
			PlotOHLC(HPlot, HPlot, LPlot, LPlot, "", Clrprevdayband, styleCloud|styleNoLabel|styleNoRescale, 0,0,extend,extlayer ) ;

	}

	}

	
	if (showtext)
	{
		PlotText(NumToStr(RefVwapp1[BarCount-1], 1.1), BarCount+1, RefVwapp1[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwapm1[BarCount-1], 1.1), BarCount+1, RefVwapm1[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwap[BarCount-1], 1.1), BarCount+1, RefVwap[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwapp2[BarCount-1], 1.1), BarCount+1, RefVwapp2[BarCount-1],Clrtext) ;
		PlotText(NumToStr(RefVwapm2[BarCount-1], 1.1), BarCount+1, RefVwapm2[BarCount-1],Clrtext) ;
	}

	if (showvahvaltext)
	{
		PlotText(NumToStr(prevdayvalue[BarCount-1], 1.1), BarCount+1, prevdayvalue[BarCount-1],Clrtext) ;
		PlotText(NumToStr(prevdayvaluelow[BarCount-1], 1.1), BarCount+1, prevdayvaluelow[BarCount-1],Clrtext) ;
		PlotText(NumToStr(prevdayvaluehigh[BarCount-1], 1.1), BarCount+1, prevdayvaluehigh[BarCount-1],Clrtext) ;
	}

}
_SECTION_BEGIN("AMA");

datamode = ParamToggle("Data Mode", "No|Yes", 0) ;
showintitle = ParamToggle("Show in Title", "No|Yes", 1) ;
showlabel = ParamToggle("Show Label", "No|Yes", 1) ;

usetf = ParamToggle("Use TF", "No|Yes", 1) ;
tf = Param("TF", 15, 1, 100000, 1) ;
isexpandLast = ParamToggle("Expand Mode", "First|Last", 1) ;
expandmode = IIf(isexpandLast, expandLast, expandFirst) ;

period = Param("Period", 30, 1, 100, 1) ;
noiseperiod = Param("Noise Period", 5, 1, 100, 1) ;
Clr = ParamColor("AMA Color", colorLightOrange) ;
ClrClose = ParamColor("AMA Close Color", colorOrange) ;

MAwidthper = Param("MA Width %", 0.005, 0, 10, 1) ;
MAwidth = SelectedValue(C) * MAwidthper /100 ;
showasband = ParamToggle("Show as band", "No|Yes", 1) ;
Onlyclose = ParamToggle("Show Only Close", "No|Yes", 0) ;
showclosebias = ParamToggle("Show Close Bias", "No|Yes", 0) ;
Closebiasht = Param("Close bias Ht", 4, 0, 100) ;
Clrbiasup = ParamColor("Color Bias Up", colorSkyblue) ;
Clrbiasdn = ParamColor("Color Bias Down", colorRose) ;
Clrbiasnone = ParamColor("Color Bias None", colorLavender) ;

Clrband = ParamColor("Color Band", colorViolet) ;
bandlevel = Param("Level Band", -1, -5, 5, 1) ;
tradearr = ParamToggle("Show Trade Arrow", "No|Yes", 0) ;
triggertypepvt = ParamToggle("Trigger Type", "Bar|Pvt", 0) ;
Onbody= ParamToggle("BO style", "H-L|Body", 1) ;

datamodestyle = styleNoRescale ;
if (NOT showintitle)
	datamodestyle |= styleNoTitle ;
if (NOT showlabel)
	datamodestyle |= styleNoLabel ;

if (datamode)
	datamodestyle = styleNoDraw|styleNoTitle|styleNoLabel|styleNoRescale ;

onlyClosestyle = 0 ;
if (Onlyclose)
	OnlyClosestyle = styleNoDraw ;

tfs = tf *in1Minute ;
if (usetf)
	TimeFrameSet(tfs) ;

tfma = int(Interval()/60) ;
if (usetf AND tfs >= Interval())
	tfma = tf ;

strtf = NumToStr(tfma, 8.0)+"min" ;

Refo = ParamField("TF Open", 0) ;
Refh = ParamField("TF High", 1) ;
Refl = ParamField("TF Low", 2) ;
Refc = ParamField("TF Close", 3) ;
//Refbi = ParamField("BI", 4) ;

//Plot(EMA( Close, period ), "", colorRed) ;
fast = 2/(2+1);
slow = 2/(period+1);
dir=abs(Refc -Ref(Refc ,-noiseperiod ));
vol=Sum(abs(Refc -Ref(Refc,-1)),noiseperiod );
ER=dir/vol;
sc =( ER*(fast-slow)+slow)^2; 
amaplotcx = AMA( Refc, sc ); 

dirh=abs(Refh -Ref(Refh ,-noiseperiod ));
volh=Sum(abs(Refh -Ref(Refh,-1)),noiseperiod );
ERh=dirh/volh;
sch =( ERh*(fast-slow)+slow)^2; 
amaplothx = AMA( Refh, sch ); 

dirl=abs(Refl -Ref(Refl ,-noiseperiod ));
voll=Sum(abs(Refl -Ref(Refl,-1)),noiseperiod );
ERl=dirl/voll;
scl =( ERl*(fast-slow)+slow)^2; 
amaplotlx = AMA( Refl, scl ); 

	amaplotc = amaplotcx ;
	amaploth = amaplothx ;
	amaplotl = amaplotlx ;

if (usetf)
{
	amaplotc = TimeFrameExpand(amaplotcx, tfs, expandmode) ;
	amaploth = TimeFrameExpand(amaplothx, tfs, expandmode) ;
	amaplotl = TimeFrameExpand(amaplotlx, tfs, expandmode) ;

	TimeFrameRestore() ;
}

	showoncrb = ParamToggle("Show On CRB", "No|Yes", 0) ;
	Refo = ParamField("CRB Open", 7+0) ;
	Refh = ParamField("CRB High", 7+1) ;
	Refl = ParamField("CRB Low", 7+2) ;
	Refc = ParamField("CRB Close", 7+3) ;
	Refbi = ParamField("CRB BI", 7+4) ;
	Refcrbbars = ParamField("CRB Bars", 7+5) ;
	Refnbars = ParamField("TF Bars", 7+6) ;
	Refdt = ParamField("CRB DT", 7+7) ;


	if (showoncrb)
	{
		diffbars = Refnbars -Refcrbbars -1 ;

		// convert to crb
		Refamaploth = Ref(amaploth, -diffbars) ;
		Refamaplotc = Ref(amaplotc, -diffbars) ;
		Refamaplotl = Ref(amaplotl, -diffbars) ;

//		RefClre = Ref(Clr, -diffbars) ;

		k = 0 ;
		for ( i = Crbst ; i < BarCount ; i++)
		{
			Refbar = Refbi[i];

			Refamaploth[i] = amaploth[Refbar] ;
			Refamaplotc[i] = amaplotc[Refbar] ;
			Refamaplotl[i] = amaplotl[Refbar] ;

//			RefClre[i] = Clr[Refbar];
			k++;
		}
	}
	else
	{
		Refamaploth = amaploth ;
		Refamaplotc = amaplotc ;
		Refamaplotl = amaplotl ;
//		RefClre = Clre ;
	}


Plot(Refamaplotc, strtf+"AMA close"+NumToStr(period, 1.0)+" "+ NumToStr(noiseperiod , 1.0), ClrClose, styleThick|datamodestyle) ;
Plot(Refamaploth, strtf+"AMA high"+NumToStr(period, 1.0)+" "+ NumToStr(noiseperiod , 1.0), Clr, styleThick|datamodestyle|OnlyClosestyle) ;
Plot(Refamaplotl, strtf+"AMA low"+NumToStr(period, 1.0)+" "+ NumToStr(noiseperiod , 1.0), Clr, styleThick|datamodestyle|OnlyClosestyle) ;
if (MAwidth > 0)
	PlotOHLC(Refamaplotc+MAwidth, Refamaplotc+MAwidth, Refamaplotc-MAwidth, Refamaplotc-MAwidth, "", ClrClose , styleCloud|styleNoLabel|datamodestyle) ;
if (showasband)
{
	PlotOHLC(Refamaploth, Refamaploth, Refamaplotl, Refamaplotl, "", Clrband, styleCloud|styleNoLabel|datamodestyle|OnlyClosestyle, 0, 0, 0, bandlevel) ;
}

if (showclosebias)
{
	upside = Refamaploth-(Refamaploth-Refamaplotl)/3 ;
	dnside = Refamaplotl+(Refamaploth-Refamaplotl)/3 ;

	up = Refamaplotc >= upside ;
	dn = Refamaplotc <= dnside ;

	Clr = IIf(up, Clrbiasup, IIf(dn, Clrbiasdn,Clrbiasnone)) ;

	Plot(Closebiasht, "", Clr, styleArea|styleNoLabel|styleOwnScale, 0, 100) ;
}

showparam = ParamToggle("Show Key Param", "No|Yes", 0) ;

if (showparam)
{
	y = (SelectedValue(Refamaploth)+ SelectedValue(Refamaplotl)) /2 ;
	tfsd = tfs ;
	if (tfsd < Interval())
		tfsd = Interval() ;

	str = "TF="+NumToStr(tfsd/in1Minute, 1.0) + " P=" + NumToStr(period, 1.0)+"-"+ NumToStr(noiseperiod, 1.0);
	PlotText(str, BarCount+2, y, colorBlack) ;
}

showrib = ParamToggle("Show Ribbon", "No|Yes", 0) ;
barht = Param("Bar Ht", 4, 1, 100) ;

Refo = ParamField("Open", 0) ;
Refh = ParamField("High", 1) ;
Refl = ParamField("Low", 2) ;
Refc = ParamField("Close", 3) ;

if (showrib)
{
	Buy = Refc > Max(Refamaplotc, Refamaploth) ;
	Short = Refc < Min(Refamaplotc, Refamaplotl) ;

	up = Flip(Buy, Short) ;
	dn = Flip(Short, Buy) ;

	Clr = IIf(up, colorBlue, colorRed) ;

	Plot(barht, "", Clr, styleArea|styleNoLabel|styleOwnScale, 0, 100) ;
}

isemapvts = ParamToggle("Pvt Type", "H-L|EMA", 0) ;

if (tradearr)// AND NOT datamode)
{
avgP = (Refh+refl+Refc)/3 ;
p1 = Param("Fast", 1, 1, 100, 1) ;
p2 = Param("Slow", 3, 1, 100, 1) ;

ismph = H-H ;
ismpl = L-L ;
if (isemapvts)
{
EMA1 = EMA(avgP, p1) ;
EMA2 = EMA(avgP, p2) ;

upcross = Cross(EMA1, EMA2) ;
downcross = Cross(EMA2, EMA1) ;

bi = BarIndex() ; 

mphbar = HighestSinceBars(upcross, Refh) ;
mplbar = LowestSinceBars(downcross, Refl) ;

mphbi = ValueWhen(downcross, bi, 0) - ValueWhen(downcross, mphbar, 0) ;
ismph = mphbi == bi ;

mplbi = ValueWhen(upCross, bi, 0) - ValueWhen(upCross, mplbar, 0) ;
ismpl = mplbi == bi ;

ismph = IIf(downCross AND mphbar == 0, True, ismph) ;
ismpl = IIf(upcross AND mplbar == 0, True, ismpl) ;
}
else
{
	ismph = H >= Ref(H, -1) AND H > Ref(H, 1) ;
	ismpl = L <= Ref(L, -1) AND L < Ref(L, 1) ;
/*
	ismph = ExRem(ismph, ismpl) ;
	ismpl = ExRem(ismpl, ismph) ;
	isbmph = ExRem(isbmph, isbmpl) ;
	isbmpl = ExRem(isbmpl, isbmph) ;
*/

}


showminor = ParamToggle("Show Minor Pvts", "No|Yes", 1) ;
showminorlvls = ParamToggle("Show Minor Levels", "No|Yes", 1) ;

issquare = ParamToggle("Pvt style", "Circle|Square", 0) ;
pvtmarker = IIf(issquare, shapeSmallSquare, shapeSmallCircle) ;

if (showminor)
{
	PlotShapes(ismph*pvtmarker , colorRed, 0, Refh, 12) ;
	PlotShapes(ismpl*pvtmarker , colorGreen, 0, Refl, -12) ;
}

mph = ValueWhen(ismph, Refh) ;
mpl = ValueWhen(ismpl, Refl) ;

if (showminorlvls)
{
	x = LineArray(0, SelectedValue(mph), (BarCount-1), SelectedValue(mph));

	Plot(x, "", colorGold, styleDashed);

	x = LineArray(0, SelectedValue(mpl), (BarCount-1), SelectedValue(mpl));

	Plot(x, "", colorGold, styleDashed);
}


	Reflow = Refl ;
	Refhigh = Refh ;
	if (Onbody)
	{
		Reflow = Min(Refo, Refc) ;
		Refhigh = Max(Refo, Refc) ;
	}
	
	if (triggertypepvt)
	{
		Buy = ismph AND mph > AMAploth ;
		Short = ismpl AND mpl < AMAplotl ;
	}
	else
	{
		Buy = avgP > AMAploth ;
		Short = avgP < AMAplotl ;
	}

	Buy = ExRem(Buy, Short OR (C < AMAploth AND NOT C < AMAplotl ) ) ;
	Short = ExRem(Short, Buy OR C < (AMAplotl AND NOT C > AMAploth ) ) ;

	PlotShapes(Buy*shapeUpTriangle, colorGreen, 0, Refh, 12) ;
	PlotShapes(Short*shapeDownTriangle, colorBrown, 0, Refl, 12) ;
}

_SECTION_END();


_SECTION_BEGIN("gfx conditions");
Closefilter1 = Ref(C,-1)>Vwapp1 AND Ref(C,-2)>vwapp1;// +1sd
Closefilter2 = Ref(C,-1)<Vwapm1 AND Ref(C,-2)<Vwapm1;// vwap
Closefilter3 = Ref(C,-1)>prevdayvaluehigh AND Ref(C,-2)>prevdayvaluehigh;// y +1sd
Closefilter4 = Ref(C,-1)<prevdayvaluelow AND Ref(C,-2)<prevdayvaluelow;
Closefilter5 = (Ref(C,-1)>prevdayvaluelow AND Ref(C,-2)>prevdayvaluelow) AND Ref(C,-1)<prevdayvaluehigh;
Closefilter6 = Ref(C,-1)>amaploth AND Ref(C,-2)>amaploth;// amahigh
Closefilter7 = Ref(C,-1)<amaplotl AND Ref(C,-2)<amaplotl;// amalow
todayvwapUptrend = WriteIf(Closefilter1,"UPTREND",WriteIf(Closefilter2,"DOWNTREND","SIDEWAYS"));
ydayVwaptrend = WriteIf(Closefilter3,"WAIT FOR UPTREND",WriteIf(Closefilter4,"WAIT for SHORTS","NEUTRAL ZONE"));
entrynow = WriteIf(Closefilter1 AND Closefilter3,"enter@ MPH BO only",WriteIf(Closefilter2 AND Closefilter4,"enter@MPL BD only",
WriteIf((Closefilter5 AND Closefilter1)OR (Closefilter5 AND Closefilter2),"pivot bo/bd @1sd","scalp/BOF/BDF")));
exitnow =  WriteIf(Closefilter1 AND Closefilter3,"TRAIL SL only& RELAX",WriteIf(Closefilter2 AND Closefilter4,"TRAiL SL& RELAX",
WriteIf((Closefilter5 AND Closefilter1)OR (Closefilter5 AND Closefilter2),"BO/BD of 1SD/Pivot","1:1 only")));

amahigh = WriteIf(Closefilter6,"LONG only",WriteIf(Closefilter7,"SHORT only","SIDEWAYS"));
_SECTION_END();




// Message Board ----------------- 
GfxSelectFont( "Tahoma", 13, 100 ); 

GfxSetBkMode( 1 ); 

GfxSetTextColor 
( colorWhite ); 

if ( SelectedValue( Closefilter6 ) == 1 ) 
    { 
        GfxSelectSolidBrush( colorDarkGreen ); 
    } 
    else 
if ( SelectedValue( Closefilter7 ) == 1 ) 
    { 
        GfxSelectSolidBrush( colorRed ); 
        } 
       else
       { 
        GfxSelectSolidBrush( colorBlueGrey ); 
        } 


pxHeight = Status( "pxchartheight" ) ; 

xx = Status( "pxchartwidth"); 

Left = 1100; 

width = 310; 

x = 5; 

x2 = 290; 

y = pxHeight; 

GfxSelectPen 
( colorLightBlue, 1); // border color 

GfxRoundRect 
( x, y - 155, x2, y , 7, 7 ) ; 




GfxTextOut( ( "pivot+vwap+ AMA "),13,y-150);
GfxTextOut 
("YDAY vwap = "+ ydayvwaptrend, 13, y-125);


GfxTextOut 
("today vwap = "+ todayvwapuptrend, 13, y-105);

GfxTextOut
("AMA = " +AMAhigh,13,y-85);
GfxTextOut 
("entry = "+ entrynow, 13, y-65);

GfxTextOut 
("EXIT = "+ exitnow, 13, y-47);

GfxTextOut
("LTP =" + C,13,Y-30);







_SECTION_BEGIN("Time Left");
function GetSecondNum()
{
    Time = Now( 4 );
    Seconds = int( Time % 100 );
    Minutes = int( Time / 100 % 100 );
    Hours = int( Time / 10000 % 100 );
    SecondNum = int( Hours * 60 * 60 + Minutes * 60 + Seconds );
    return SecondNum;
}
 

RequestTimedRefresh( 1 );

TimeFrame = Interval();

SecNumber = GetSecondNum();

Newperiod = SecNumber % TimeFrame == 0;

SecsLeft = SecNumber - int( SecNumber / TimeFrame ) * TimeFrame;

SecsToGo = TimeFrame - SecsLeft;



x=Param("xposn",50,0,1000,1);

y=Param("yposn",380,0,1000,1);



GfxSelectSolidBrush( ColorRGB( 230, 230, 230 ) );

GfxSelectPen( ColorRGB( 230, 230, 230 ), 2 );

if ( NewPeriod )

{

GfxSelectSolidBrush( colorYellow );

GfxSelectPen( colorYellow, 2 );

Say( "New period" );

}

//GfxRoundRect( x+45, y+40, x-3, y-2, 0, 0 );

//GfxSetBkMode(1);

GfxSelectFont( "Arial", 14, 700, False );

GfxSetTextColor( colorRed );

GfxTextOut( "Time Left :"+SecsToGo+"", x, y );

_SECTION_END();

Thanks for this,

Can u guide me where is 1 day Vwap explanation so that I can read and figure it out something

Below is 1 day VWAP today nifty chart.how to figure it out entry/exit.what are the rules.Your above chart has too many arrows up and down what it infers

Edit to add more: what is -1SD SD term what it refers

vijkris · Feb 10, 2016

blackberry said:

if u r entirely new then check these links.

http://www.traderji.com/advanced-tr...d-vwap-ranges-prataps-method.html#post1106319

http://www.traderji.com/trading-dia...d-new-way-pivot-trading-vwap.html#post1128159

I myself suspended trading until I create a more refined rule for proper entry/exit.

for entry/exit in today's trade, lets wait for pratap sir.
in hindsight I can mark , but that would be cheating..

EDIT: ignore the arrows, it just shows cross of close above/below +- 1sd

vijkris · Feb 10, 2016

sd = standard deviation.
vwap = volume weighted avg price;
vwap+sd = +1sd;
vwap-sd = -1sd;
vwap+ 2*sd = +2sd;
so on........this is some mathematical formula.
the above forms bands around the price and indicates who is powerful, bulls or bears?

direction of entry is decided by location of ltp with respect to vah, val.

we have to make entry/exit based on formation of pivots around these lines.( u already know abt pivots).

most simple rule to remember is Look for longs above vwap, and look for shorts below vwap.

TracerBullet · Feb 10, 2016

SBIN 2min - Initially slow trend between VWAP and -2SD. Slowly upper range shifted from VWAP to -1SD, then after 13:00 couldnt move up from -2SD and broke down.

Where will you enter short today morning? Pivot BO seemed too late when trend was slow. thanks

pratapvb · Feb 11, 2016

TracerBullet said:

I would enter some where in morning part qty atleast and keep SL of that above +1SD .... and then add on BO if initial is partial

pratapvb · Feb 11, 2016

blackberry said:

pratap ji my novice questions please forgive me.

You have posted so many afl.All afl's on same price chart?
It is looking pure cumbersome on my chart.

Can you please tell me sir,

1.
which one to use in which combinations
please pair it like -

look this for intraday
look this for swing
look this for scalp
look this for sideways

isnt it more clasified ?

one day VWAP,2day VWAP, 5 day VWAP how to use these all in context. 15 AMA, 5 AMA,noise bands and many more,putting all on one chart?

which one to use (when)(still reading and figuring out)

classification makes thing simple, if someone is reading youe thread(Post) for the first time.Please guide me.

2.

Does only 1 day VWAP and AMA with 15 AMA works to develop a system.And how many more combinations for example (please mention).
Rules along with each AFL is necessory with examples in points.
I am not saying that you havn't said these before,I only request please put it in points in this new thread.

3.

And How to manage sideways?

Thanks for sharing and starting wonderful thread.Theching is most difficult TASK

initially you have to put price after that any combo as you use ,,, mix and match

to reduce clutter you could keep some in a different pane

I keep day's vwap and 5dayvwap and ama 5 and 15 on 1 pane

2dayvwap and other s/rs like noise band and demark floor pvts on another pane

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Price Action perspective using VWAP+SD and TF AMAs

pratapvb

Well-Known Member

blackberry

Well-Known Member

vijkris

Learner and Follower

vijkris

Learner and Follower

blackberry

Well-Known Member

vijkris

Learner and Follower

vijkris

Learner and Follower

TracerBullet

Well-Known Member

pratapvb

Well-Known Member

pratapvb

Well-Known Member

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