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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
lucianopneto Offline OP
lucianopneto  Offline OP

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: 250
Petra Offline
Petra  Offline

Joined: Apr 2008
Posts: 250
New beta version has a VWAV indicator, you can probably caculate the VWAP with it.

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