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    Vwap Crossover

    Uploaded by

    maddy_i5
    This document contains code for analyzing a stock price using a volume weighted average price (VWAP) and weighted moving average (WMA) indicators to generate buy and sell signals. It plots the VWAP, WMA, and price data on a chart with arrows to indicate when the VWAP crosses above or below the WMA. It also adds columns for open, high, low, close and volume when a buy signal occurs.

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    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd

    Vwap Crossover

    Uploaded by

    maddy_i5
    142 views1 page
    This document contains code for analyzing a stock price using a volume weighted average price (VWAP) and weighted moving average (WMA) indicators to generate buy and sell signals. It plots the VWAP, WMA, and price data on a chart with arrows to indicate when the VWAP crosses above or below the WMA. It also adds columns for open, high, low, close and volume when a buy signal occurs.

    Original Description:

    vwap strategy cross over amibroker

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    This document contains code for analyzing a stock price using a volume weighted average price (VWAP) and weighted moving average (WMA) indicators to generate buy and sell signals. It plots the VWAP, WMA, and price data on a chart with arrows to indicate when the VWAP crosses above or below the WMA. It also adds columns for open, high, low, close and volume when a buy signal occurs.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    142 views1 page

    Vwap Crossover

    Uploaded by

    maddy_i5
    This document contains code for analyzing a stock price using a volume weighted average price (VWAP) and weighted moving average (WMA) indicators to generate buy and sell signals. It plots the VWAP, WMA, and price data on a chart with arrows to indicate when the VWAP crosses above or below the WMA. It also adds columns for open, high, low, close and volume when a buy signal occurs.

    Copyright:

    © All Rights Reserved
    Download as TXT, PDF, TXT or read online from Scribd
    Download as txt, pdf, or txt
    of 1

    /* buy sell with vwap */_SECTION_BEGIN("WMA");

    P = ParamField("Price field",-1);
    Periods = Param("Periods", 15 ); Plot( WMA( P, Periods ), _DEFAULT_NAME(),
    ParamColor( "Color", colorBlue), ParamStyle("Style") ); _SECTION_END(); //====//
    f=Param(" Periods ",5,1,5000); VWAP=Sum(V*C,f)/Sum(V,f); Plot
    (VWAP,"VWAP",ParamColor( "Color", colorCycle ), ParamStyle("Style") );
    GraphXSpace=3; Buy = Cross(VWAP,WMA(C,15)); Sell = Cross(WMA(C,15),VWAP);
    PlotShapes(shapeUpArrow*Buy,colorBlack); PlotShapes(shapeDownArrow*Sell,colorRed);
    //====//_SECTION_BEGIN("Price1"); SetChartOptions(0,chartShowArrows|chartShowDates);
    _N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} {{VALUES}}", VWAP,
    SelectedValue( ROC( VWAP, 1 ) ) )); Plot( C, "Close", ParamColor("Color", colorBlack
    ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); _SECTION_END();
    Filter=Buy; AddColumn(Buy ,"cross MA 20 50",1.0); AddColumn(Open,"Open",1.0);
    AddColumn(High,"High",1.0); AddColumn(Low,"Low",1.0); AddColumn(Close,"Close",1.0);
    AddColumn(Volume,"Volume",1.0);

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