_SECTION_BEGIN("Price");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) )));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_END();
H1 = TimeFrameGetPrice("H", inDaily); // Today's high
L1 = TimeFrameGetPrice("L", inDaily); // Today's low
Plot(H1, "",colorBrightGreen,styleDashed);
Plot(L1, "",colorDarkRed,styleDashed);
Buy = High >= Ref(H1,-1);
Short = Low <= Ref(L1 ,-1) ;
Sell = Short;
Cover = Buy;
Buy=ExRem(Buy,Short);
Short=ExRem(Short,Buy);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorGreen, 0, L, Offset=-25);
PlotShapes(IIf(Buy, shapeSquare, shapeNone),colorLime, 0,L, Offset=-35);
PlotShapes(IIf(Buy, shapeUpArrow, shapeNone),colorWhite, 0,L, Offset=-30);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorRed, 0, H, Offset=25);
PlotShapes(IIf(Short, shapeSquare, shapeNone),colorOrange, 0,H, Offset=35);
PlotShapes(IIf(Short, shapeDownArrow, shapeNone),colorWhite, 0,H, Offset=-30);
PlotShapes(IIf(Sell, shapeStar, shapeNone),colorRed, 0, L, Offset=-15);
PlotShapes(IIf(Cover, shapeStar, shapeNone),colorGold, 0,L, Offset=-15);
BT = ParamTime ("Open Breakout Time", "09:15");
afterbreakout0 = Cross(TimeNum(),BT);
afterbreakout1 = TimeNum()>=BT;
NewDay = Day()!= Ref(Day(), -1);
highestoftheday = HighestSince(newday,H,1);
Lowestoftheday =LowestSince(newday,L,1);
Closeoftheday=valuewhen(timenum()==103000,C);
ORBH = ValueWhen(afterbreakout0,highestoftheday,1);
ORBL = ValueWhen(afterbreakout0,lowestoftheday,1);
ORBC = Closeoftheday;
Plot(ORBH,"",colorGreen,styleDots);
Plot(ORBL,"",colorYellow,styleDots);
Plot(ORBC, "", colorAqua, styleDots);
Plot ( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_SECTION_BEGIN("VWAP");
/*
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
*/
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today ) /
TodayVolume,0);
Plot (VWAP,"VWAP",colorOrange, styleThick);
_SECTION_END();
_SECTION_BEGIN("VWAP");
/*
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
*/
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today ) /
TodayVolume,0);
Plot (VWAP,"VWAP",colorOrange, styleThick);
_SECTION_END();