USA VWAP

2019年9月2日

Future traders commonly watch both the globex VWAP (all time) and the US session VWAP (9:30am to 4:00pm). Trading view's built-in VWAP indicator plots the globex VWAP. The USA VWAP indicator overlays the US session VWAP (using hlc3) onto any futures asset. It works for stocks too, but it would be the exact same thing as using the builtin VWAP indicator.

2019年9月2日

版本注释

Update preview to just show the USA VWAP indicator.

2019年9月4日

版本注释

chart now overlays by default...oops

minor code cleanup

2019年9月30日

版本注释

The starting and ending time is now correct.

This has been tested and works on ES1!, NQ1!, YM1!, and RTY1!.

I have another study, Oil Pit VWAP for CL1! and I am working on one for the gold pit, GC1!.

Seems like trading view thinks the bell rings at 9:30 for stocks and 8:30 for futures?? Strange...oh well.