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Is there an efs that can plot on each price bar the Volume weighted average price? Is this possible?
weffy
weffy
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Weffy:
If I understand the VWAP calculation correctly, it is very similar to the calculations I have in the Volume Profile Realtime script to calculate the Value Area in that the VWAP should be the midpoint of the Value Area [sum of (Transactions*Volume)/TotalVolume].
Attached is a slightly modified version of the Volume Profile Realtime script that displays the VWAP.
(Note, in the attached script I am using some of the more recent text alignment commands so you must be using Build 564 or greater for it to work correctly.)
Chris
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