VWAP - volume weighted average price

Posted By: lucianopneto

VWAP - volume weighted average price - 02/10/19 17:16

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.

Posted By: Petra

Re: VWAP - volume weighted average price - 02/14/19 10:51

New beta version has a VWAV indicator, you can probably caculate the VWAP with it.