问题描述
嗨,我看了无数遍,无法弄清楚如何在松树中实现这一目标。有人愿意帮我解决这个问题吗?我想确定一个会话或一天、一周中的最高音量条,然后从那根蜡烛启动一个连续的 vwap。无论是 1 分钟蜡烛还是每天。可以指出我正确的方向,或者就松树而言可能从什么开始?
解决方法
//@version=4
study("Highest Volume Interval VWAP",overlay = true)
interval = input("D",title = "Interval")
src = input(hlc3,title = "source")
new_interval = change(time(interval)) != 0
var float highest_volume = na
var float pvsum = na
var float vsum = na
bool signal_new_vwap = false
if new_interval
highest_volume := volume
pvsum := volume * src
vsum := volume
signal_new_vwap := true
else if volume > highest_volume
highest_volume := volume
pvsum := volume * src
vsum := volume
signal_new_vwap := true
else
pvsum := pvsum + volume * src
vsum := vsum + volume
hvi_vwap = pvsum / vsum
plot(hvi_vwap)
plotshape(signal_new_vwap,location = location.belowbar,style = shape.triangleup,color = color.blue,size = size.small)
bgcolor(new_interval ? color.fuchsia : na)