OPEN-SOURCE SCRIPT
Intrabar VWAP

If your chart timeframe is 1 hour, then each candle show you the OHLC over an hour.
The OHLC price information is rather course grained and does not include the volume.
What if you could split each 1h candle into smaller candles and calculate the Volume Weighted Average Price (VWAP) on those ?
That is exactly what this indicator does. It virtually splits your chart's candles into 1 minute candles and calculates the VWAP on those to give you a better aggregated price per candle, which includes the volume information too.
Known Limitation:
The OHLC price information is rather course grained and does not include the volume.
What if you could split each 1h candle into smaller candles and calculate the Volume Weighted Average Price (VWAP) on those ?
That is exactly what this indicator does. It virtually splits your chart's candles into 1 minute candles and calculates the VWAP on those to give you a better aggregated price per candle, which includes the volume information too.
Known Limitation:
- The intra-bar timeframe is 1 minute for simplicity and highest accuracy. I can make this configurable you have a good case.
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
开源脚本
本着TradingView的真正精神,此脚本的创建者将其开源,以便交易者可以查看和验证其功能。向作者致敬!虽然您可以免费使用它,但请记住,重新发布代码必须遵守我们的网站规则。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。