Does anyone know how to plot a RTH vwap on an ETH chart on TOS?

Looks like it plots fine to me. Can you be more specific or maybe show a screenshot of the issue?

kjhosken 

Looks like it plots fine to me. Can you be more specific or maybe show a screenshot of the issue?

This is plotting the VWAP, beginning the aggregation overnight. OP is looking for a VWAP that begins aggregating at 9:30 regardless of if the chart is set to show extended hours or not.

I'm interested in knowing if this is possible as well.

mtzimmer1 

This is plotting the VWAP, beginning the aggregation overnight. OP is looking for a VWAP that begins aggregating at 9:30 regardless of if the chart is set to show extended hours or not. I'm interested in knowing if this is possible as well.

Here's what I came up with, should be able to define the start and stop time you want:

 

Code

#VWAP by RTH start by The PNW Yeti plot Data = close; input numDevDn = -2.0; input numDevUp = 2.0; input rthopen = 930; input rthclose = 1600; def OpeningBell = if SecondsFromTime(rthopen) >= 0 and SecondstillTime(rthclose) >= 0 then 1 else 0; def volumeSum = if OpeningBell == 1 then CompoundValue(1, volumeSum[1] + volume, volume) else 0; def volumeVwapSum = if OpeningBell == 1 then CompoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap) else 0; def volumeVwap2Sum = if OpeningBell == 1 then CompoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap)) else 0; def price = volumeVwapSum / volumeSum; def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0)); plot VWAP = price; plot UpperBand = price + numDevUp * deviation; plot LowerBand = price + numDevDn * deviation; VWAP.SetDefaultColor(GetColor(0)); UpperBand.SetDefaultColor(GetColor(2)); LowerBand.SetDefaultColor(GetColor(4));

kjhosken 

Here's what I came up with, should be able to define the start and stop time you want:   Code #VWAP by RTH start by The PNW Yeti plot Data = close; input numDevDn = -2.0; input numDevUp = 2.0; input rthopen = 930; input rthclose = 1600; def OpeningBell = if SecondsFromTime(rthopen) >= 0 and SecondstillTime(rthclose) >= 0 then 1 else 0; def volumeSum = if OpeningBell == 1 then CompoundValue(1, volumeSum[1] + volume, volume) else 0; def volumeVwapSum = if OpeningBell == 1 then CompoundValue(1, volumeVwapSum[1] + volume * vwap, volume * vwap) else 0; def volumeVwap2Sum = if OpeningBell == 1 then CompoundValue(1, volumeVwap2Sum[1] + volume * Sqr(vwap), volume * Sqr(vwap)) else 0; def price = volumeVwapSum / volumeSum; def deviation = Sqrt(Max(volumeVwap2Sum / volumeSum - Sqr(price), 0)); plot VWAP = price; plot UpperBand = price + numDevUp * deviation; plot LowerBand = price + numDevDn * deviation; VWAP.SetDefaultColor(GetColor(0)); UpperBand.SetDefaultColor(GetColor(2)); LowerBand.SetDefaultColor(GetColor(4));

This is perfect! Thanks!

Nostar123 

This is perfect! Thanks!

Can you please guide me how to project this RTH VWAP to next day as support/resistance line?