AGet.vwap() – EFS

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:

TimeA 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/intBarIndex[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

Advanced GET Study Functions