VWAP - volume weighted average price

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VWAP - volume weighted average price #476281 02/10/19 17:16 02/10/19 17:16
Joined: Feb 2019 Posts: 1 L lucianopneto OP Guest
lucianopneto OP Guest L Joined: Feb 2019 Posts: 1	Hi Algo Tarders! I would like to use VWAP (volume weighted average price) for intraday strategies but it looks like this indicator is not available at Zorro. Has anybody developed a script to get the intraday VWAP? Many thanks.

Re: VWAP - volume weighted average price [Re: lucianopneto] #476293 02/14/19 10:51 02/14/19 10:51
Joined: Apr 2008 Posts: 594 Austria Petra Support
Petra Support Joined: Apr 2008 Posts: 594 Austria	New beta version has a VWAV indicator, you can probably caculate the VWAP with it.

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