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  • V Wap

    I posted this question the other day but got no responses so I thought I would post it again.


    Has anyone heard of a EFS that shows a VWAP or volume wieghted average price in the form of a moving average type of line. I have an EFS that will tell the vwap, but then I have to constantly look to see if the price is above or below it, it would be nice to see a VWAP Line that moves with the price sort of like a moving average line. If there is not existing EFS, would it be hard to program something like this, I have not program experience, so any help would be great.
    thank you ahead of time
    Mark

  • #2
    Hi Mark,

    Here is one that may work for you. It was supplied by Trading Simulation.com. There are a few small differences between the output from this study and the VWAP that most traders are accustomed to. Programming the VWAP is quite complex and this study is the closest I've seen. Hope this helps.
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    • #3
      Hi Duane

      Hey, thanks a million, I will check it out and hopefully it works pretty close.
      Take care
      Mark

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