TheYangGuizi

VWAP MTF (Multi Timeframe)

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VWAP that can be be plotted from different timeframes.

Ex if you chose 60 min, it will plot a new vwap line at the start of every hour.

Intraday:
snapshot
Used code from SandroTurriate to create this.
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study("VWAP MTF",overlay=true)

TimeFrame = input('W')
start = security(tickerid, TimeFrame, time)

//------------------------------------------------
newSession = iff(change(start), 1, 0)
//------------------------------------------------
vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)
v2sum = iff(newSession, volume*hl2*hl2, v2sum[1]+volume*hl2*hl2)
myvwap = vwapsum/volumesum
dev = sqrt(max(v2sum/volumesum - myvwap*myvwap, 0))
Coloring=close>myvwap?green:red
av=myvwap
showBcol = input(false, type=bool, title="Show barcolors")
showPrevVWAP = input(false, type=bool, title="Show previous VWAP close")
prevwap = iff(newSession, myvwap[1], prevwap[1])
plot(showPrevVWAP ? prevwap : na, style=circles, color=close > prevwap ? green : red)

A=plot(av, style=circles, color=Coloring)

barcolor(showBcol?Coloring:na)
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