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Need to get aggregate value, totalsum doesnt work
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Need to get aggregate value, totalsum doesnt work

  #1 (permalink)
Deerfield
 
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Posts: 1 since May 2019
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Need to get aggregate value, totalsum doesnt work

Thinkorswim
so basically this is the script for a 1tick based VWAP which I believe is more accurate than standard candle based one. To make it work it has to be added to a 1 tick chart

def Active = SecondsFromTime(0929) >= 0 and
SecondsTillTime(1559) >= 0;

def vol = if Active and !Active[1]
then volume * close
else if Active
then vol[1] + volume * close
else vol[1];

def vol1 = if Active and !Active[1]
then volume
else if Active
then vol1[1] + volume
else vol1[1];

def avgprice = vol / vol1; # the vwap curve

def vol2 = if Active and close > avgprice + 0.001
then volume
else 0;

plot curve2 = vol2; # volume of ticks that trade above vwap

so the goal here is to get an aggregate volume of pops on the curve2. havent been able to do that - the code I used for vol and vol1 to get aggregate values - doesnt work. and totalsum gives some insane number.

Please assist

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