VWAP in Amibroker (also in QuoteTracker)

[begarkitta]

Hi,

I am new here and this is my first post.

Can any one please guide me as to how to set parameters for VWAP (volume weighted average price) in amibroker or in quotetracker? I found these VWAP charts in the magazine Outlook Profit and found them quite useful.

Thanks.

 

[skarpio]

You can get the Amibroker code for same here. Also, this article may help you. I made a couple of changes to the AFL mentioned above. You can copy paste the same from below and use it as well:

/* Buff's Moving Averages */

/* Afl Code - Prakash Shenoi */

/* Modified: 08/07/25 skarpio - parameterized fast/slow colors */

f=Param(" Fast Periods  ",5,1,100); 
fa=Sum(V*C,f)/Sum(V,f); 
s=Param("Slow Periods ",10,1,50);
sl=Sum(V*C,s)/(Cum(V)-Ref(Cum(V),-s));
Plot (fa,"fast MA",ParamColor("Fast Color", 1),1);
Plot (C,"close",5,64);
Plot (sl,"Slow MA",ParamColor("Slow Color", 3),1);
GraphXSpace=3;
Title=Name () + "  Buff Averages  "+"\n"
	+ "Close = " + WriteVal  (C,1.2) 
	+ "  Fast MA =  " + WriteVal  (fa,1.2)
	+ "  Slow MA = "+ WriteVal (sl,1.2);

 

[begarkitta]

Thanks for that very quick reply. I pasted your formula and something showed up in Amibroker. But you know, I am just beginning and what showed up did not resemble the bars (Y coordinator=volume; X coordinator=price) that I saw on the pages of Outlook Profit.

Anyway, thanks again; I am really greatful but am such an absolute beginner that I probably do not know what I am really looking for.

 

[skarpio]

You need to post what you saw on Outlook. And maybe then we can take it from there.

 

[deep_pocket]

Master can you edit these afl thanks

//VWAP since last change in sentiment
TurningPoint = IIf(Study("ST",GetChartID())==0,1,0);
BarsSinceLastTurn = 1 + BarsSince(TurningPoint==1);
StartBar = ValueWhen(TurningPoint==1, BarIndex());
RunVolume = Sum(V,BarsSinceLastTurn);
MTVWAP = IIf (BarIndex() >= StartBar, Sum (C * V, BarsSinceLastTurn ) / RunVolume,0);
Plot (MTVWAP,"MTVWAP",colorPink, styleLine);

 

[XRAY27]

@begarkitta
hi,
Below is the link for vwap of Mr.pratap pvb please go through it ,you can find afl in that also

http://www.traderji.com/advanced-trading-strategies/89870-combining-trend-vwap-ranges.html

 

[deep_pocket]

Thanks sir but i went to that link but i cant find the AFL thanks.