OPEN-SOURCE SCRIPT
Rumpy's Multi Interval Extended VWAPs
Experiment with various intervals of VWAPs and extending them 1 & 2 extra intervals. Uses base intervals from the standard 1 day to half yearly intervals (day/month/quarterly/half yearly).
VWAPs are calculated by the sum of typical price x volume divided by sum volume over the interval. With the 1 D (standard vwap ) the sums reset to zero at the end of the day.
The extensions instead of resetting to zero continues the calculation. Extending the interval an additional interval length.
Technically this means in the case of the standard VWAP that the 1st extension is actually the 2nd day of a 2 Day interval VWAP and the 2nd extension is the 3rd day of a 3 Day interval VWAP .
Same goes for the other intervals eg.
1 Month VWAP =>
1st extension : 2nd Month of a 2 Month interval VWAP
2nd extension : 3rd Month of a 3 Month interval VWAP
2nd extensions are disabled by default as there is usually often overlap, however there can be notable exceptions (such as the current 2nd Monthly extension on BTCUSD )
--------------------------------------
If you find it useful please consider a tip/donation :
BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
--------------------------------------
VWAPs are calculated by the sum of typical price x volume divided by sum volume over the interval. With the 1 D (standard vwap ) the sums reset to zero at the end of the day.
The extensions instead of resetting to zero continues the calculation. Extending the interval an additional interval length.
Technically this means in the case of the standard VWAP that the 1st extension is actually the 2nd day of a 2 Day interval VWAP and the 2nd extension is the 3rd day of a 3 Day interval VWAP .
Same goes for the other intervals eg.
1 Month VWAP =>
1st extension : 2nd Month of a 2 Month interval VWAP
2nd extension : 3rd Month of a 3 Month interval VWAP
2nd extensions are disabled by default as there is usually often overlap, however there can be notable exceptions (such as the current 2nd Monthly extension on BTCUSD )
--------------------------------------
If you find it useful please consider a tip/donation :
BTC - 3BMEXEDyWJ58eXUEALYPadbn1wwWKmf6sA
--------------------------------------
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.