mirror of
https://github.com/mihakralj/QuanTAlib.git
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Miha Kralj
24e86d762a
- Updated BBWN, BBWP, CCV, CV, CVI, EWMA, GKV, HLV, HV, Jvolty, JVOLTYN, MASSI, NATR, RSV, RV, RVI, TR, UI, VOV, VR, YZV indicators with documentation links. - Added documentation links for Aberration, Acceleration Bands, Andrews' Pitchfork, Adaptive Price Zone, ATR Bands, Bollinger Bands, Center of Gravity, Donchian Channels, Decay Min-Max Channel, Detrended Synthetic Price, EACP, EBSW, HOMOD, Jurik Volatility Bands, Keltner Channel, MA Envelope, Min-Max Channel, Price Channel, Regression Channels, Standard Deviation Channel, Stoller Average Range Channel, Super Trend Bands, Ultimate Bands, Ultimate Channel, VWAP Bands, and VWAP with Standard Deviation Bands.
58 lines
2.2 KiB
Plaintext
58 lines
2.2 KiB
Plaintext
// The MIT License (MIT)
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// © mihakralj
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//@version=6
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indicator("Volume Weighted Average Price (VWAP)", "VWAP", overlay=true)
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//@function Calculates session-based VWAP (Volume Weighted Average Price)
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//@param src Source price series (typically hlc3)
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//@param vol Volume series
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//@param reset_condition Condition to reset VWAP calculation
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//@returns VWAP value representing cumulative volume-weighted average price from session start
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//@optimized for performance and dirty data
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vwap(series float src, series float vol, series bool reset_condition) =>
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var float sum_pv = 0.0, var float sum_vol = 0.0
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float current_price = nz(src), float current_vol = nz(vol, 0.0)
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if reset_condition
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sum_pv := current_vol > 0.0 ? current_price * current_vol : 0.0
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sum_vol := current_vol > 0.0 ? current_vol : 0.0
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else
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if current_vol > 0.0
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sum_pv += current_price * current_vol
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sum_vol += current_vol
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sum_vol > 0.0 ? sum_pv / sum_vol : src
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// ---------- Main loop ----------
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// Inputs
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i_source = input.source(hlc3, "Source")
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i_session_type = input.string("1D", "Session Reset", options=["1m", "2m", "3m", "5m", "10m", "15m", "30m", "45m", "1H", "2H", "3H", "4H", "1D", "1W", "1M", "3M", "6M", "12M", "Never"])
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// Calculate reset condition
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reset_condition = switch i_session_type
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"1m" => ta.change(time("1")) != 0
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"2m" => ta.change(time("2")) != 0
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"3m" => ta.change(time("3")) != 0
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"5m" => ta.change(time("5")) != 0
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"10m" => ta.change(time("10")) != 0
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"15m" => ta.change(time("15")) != 0
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"30m" => ta.change(time("30")) != 0
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"45m" => ta.change(time("45")) != 0
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"1H" => ta.change(time("60")) != 0
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"2H" => ta.change(time("120")) != 0
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"3H" => ta.change(time("180")) != 0
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"4H" => ta.change(time("240")) != 0
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"1D" => ta.change(time("1D")) != 0
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"1W" => ta.change(time("1W")) != 0
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"1M" => ta.change(time("1M")) != 0
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"3M" => ta.change(time("3M")) != 0
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"6M" => ta.change(time("6M")) != 0
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"12M" => ta.change(time("12M")) != 0
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"Never" => bar_index == 0
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=> false
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// Calculation
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vwap_value = vwap(i_source, volume, reset_condition)
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// Plot
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plot(vwap_value, "VWAP", color=color.yellow, linewidth=2)
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