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Volume-Weighted Average Price by George Reyna

In his article in this issue, "Volume-Weighted Average Price," George Reyna explains
how to calculate the volume-weighted average price, or VWAP. These calculations can be duplicated in MetaStock 6.52 or higher with the formulas given here.

To recreate the indicators, select the Indicator Builder from the MetaStock Tools menu. Then click "New" and enter the following formulas:

 

 

VWAP (Approximation)

sm:=Input("starting month",1,12,1);
sd:=Input("starting day of month",1,31,1);
sy:=Input("starting year",1980,2100,2000);
d1:= sd=DayOfMonth() AND sm=Month() AND sy=Year();
pv:=MP()*Cum(V);
denom:= If(Cum(V)-ValueWhen(1,d1,V)=0,1,Cum(V)-ValueWhen(1,d1,V));

If(BarsSince(d1),(pv)/denom, MP())

 

 


VWAP Support/Resistance

sm:=Input("starting month",1,12,1);
sd:=Input("starting day of month",1,31,1);
sy:=Input("starting year",1980,2100,2000);
start:= sd=DayOfMonth() AND sm=Month() AND sy=Year();
pv:=MP()*V;
denom:= If(Cum(V)-ValueWhen(1,start,Cum(V))=0,1,Cum(V)-ValueWhen(1,start,Cum(V)));

If(BarsSince(start),(Cum(pv)-ValueWhen(1,start,Cum(pv)))/ denom,MP())

 

e-w-Volume_Weighted_Average_Price.gif
-- Cheryl C. Abram, Equis International, Inc.
Source / From: TOP
http://www.equis.com

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