AGet.vwap() Advanced GET Studies
Returns the series or values of the GET Volume-Weighted Average Price study.
The Volume-Weighted Moving Average is the dollar volume (price X volume) divided the volume over a set period time on weighted basis.It is used on an intraday basis to determine the trend. It is also used by institutions as a benchmark to determine the liquidity of a market and also if they are getting "good" fills on their orders.
Syntax
AGet.vwap( Time [, sym() | inv() ][, BarIndex ] )
Parameters
| Parameter: | Description: | Default: |
| Time | A string in format "hh:mm" which indicates what time the study starts calculating the current session's line. | n/a |
| sym() | inv() | [Optional] Function of sym() or inv() to determine symbol/interval source for the study. | Base sym/int |
| BarIndex | [Optional] Bar index of series to retrieve. | n/a |
Return Value(s)
Returns a Series Object when nBarIndex is not specified.
Returns a single value when nBarIndex is specified.
Notes
Only available in versions 11.8 or later.
Code Example
Creating Series Example:
var bInit = false;
var xSer = null;
setPriceStudy(true);
function main(){
if(bInit == false){
xSer = getSeries(AGet.vwap("00:00"));
bInit = true;
};
return xSer;
}
See Also