TradingView
firehawk396
2 กันยา 2019 เวลา 2 นาฬิกา 11 นาที

USA VWAP 

E-mini S&P 500 FuturesCME

คำอธิบาย

Future traders commonly watch both the globex VWAP (all time) and the US session VWAP (9:30am to 4:00pm). Trading view's built-in VWAP indicator plots the globex VWAP. The USA VWAP indicator overlays the US session VWAP (using hlc3) onto any futures asset. It works for stocks too, but it would be the exact same thing as using the builtin VWAP indicator.

เอกสารเผยแพร่

Update preview to just show the USA VWAP indicator.

เอกสารเผยแพร่

chart now overlays by default...oops

minor code cleanup

เอกสารเผยแพร่

The starting and ending time is now correct.

This has been tested and works on CME_MINI:ES1!, CME_MINI:NQ1!, CBOT_MINI:YM1!, and CME_MINI:RTY1!.

I have another study, Oil Pit VWAP for NYMEX:CL1! and I am working on one for the gold pit, COMEX:GC1!.

Seems like trading view thinks the bell rings at 9:30 for stocks and 8:30 for futures?? Strange...oh well.
เพิ่มเติม