Lafayette, TN/USA
Experience: Beginner
Platform: SC,TastyWorks,ToS
Broker: TDA, OANDA,AMP/CQG/SC
Trading: Looking for it/them
Posts: 210 since Sep 2015
Thanks Given: 11,919
Thanks Received: 344
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I haven't used it yet, but it looks like what you need is referenced here: sc.VolumeAtPriceForBars
It looks like the documentation is out of date, the example for scsf_VolumeWeightedAveragePrice is in my studies3.cpp.
HTH
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