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[pshaiCmd] Volume Weighted Average Price (VWAP)

1 1584 Views No Comments 4 years ago

average price volume vwap weighted

pshai
Volume Weighted Average Price (VWAP) custom command.

This command stores the cumulative information as it goes and limits the amount of data returned to 250 ticks.
The first call for the command runs a warmup so you do not have to wait for a higher data count!

NOTE: If you need to store more or less than 250 ticks of results, change the value assigned for [dataLimit] variable.

UPDATE: Added [resetInterval] parameter. Set this to 1440 minutes and you will get daily resets. The reset is timed to exact minutes/hours/days etc.

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