[pshaiCmd] Volume Weighted Average Price (VWAP)

0 482 Views No Comments 10 months ago
  • 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.

    • This topic was modified 9 months, 3 weeks ago by pshai. Reason: Added [resetInterval] parameter
    HaasScript Code
    Sign in or Register to view
Login or Register to Comment

Unlock your crypto trading potential

Create a free account and enjoy everything we have to offer.

Join for Free