OPEN-SOURCE SCRIPT

Custom Timeframe VWAP

4 637
This script calculates the daily VWAP from any specified starting point intraday. Also colors the VWAP based on whether price is above or below it.

Standard vwap starts at day open 0 GMT, however there are some exchanges for eg. Deribit that have seen they use a different time period to begin VWAP calculations. This is useful in such cases.

You need to specify the hours & minutes of the VWAP that want to use. VWAP will be hidden on any timeframe higher than specified "Highest Visible Timeframe".

Also a big thanks to u/mortdiggiddy as he helped with this script.

免责声明

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