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I need some help modifying an EL VWAP indicator I found. It does what I want except for the start time. I would like it to start daily at 1800 ET instead of midnight. Sounds like a simple adjustment if you are not a dummy like me.
Any help would be much appreciated.
vars: vwap(0),
pv(0),
Totalvolume(0),
Barfromstart(0),
Squareddeviations(0),
Probabilityweighteddeviations(0),
deviationsum(0),
standarddeviation(0);
If date > date[1]
then
begin
Barfromstart=0;
pv=AvgPrice*volume;
Totalvolume=volume;
vwap=pv/totalvolume;
end
else
begin
Barfromstart=Barfromstart[1]+1;
pv=pv[1] + AvgPrice*Volume;
Totalvolume=Totalvolume[1] + Volume;
vwap=pv/Totalvolume;
end;
deviationsum=0;
for value1= 0 to Barfromstart
begin
Squareddeviations=Square( vwap-avgprice[value1]);
Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume;
deviationsum=deviationsum +Probabilityweighteddeviations;
end;
Could somebody please add the ability to only plot the VWAP starting from a start time and ending at an end time in the code below? In other words, the VWAP would only be visible on the chart from say 930 - 1615. The reason for this is that you can use an ETH chart but plot an RTH VWAP. Right now the VWAP calculates from the input time but it plots throughout the chart.
This is just a really quick fix, it makes the plots plot 0 when its outside of your time, so they are basically hidden. But as you can see in my screenshot it makes vertical lines. which may be annoying. but at least you have the time function that is customizable.
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