Rolling Multiday VWAP

Couldn't find a VWAP script that worked the way I needed so I created this one. Basically, it provides a multiday rolling VWAP. I made the rolling period configurable, but I primarily use it to add a 2 day VWAP to my chart alongside the standard VWAP indicator. This unique thing that this indicator does is dynamically anchor to the configured period, but starting from today backwards.

Basically, this indicator ensures VWAP never anchors to the current day, but instead always shows a 2 day VWAP on today's charts. The problem I had with other indicators is that every other day my 2 day VWAP indicator would anchor to the current day and essentially become a redundant standard VWAP indicator.

Hope to update in the future to dynamically update based the chart day you have in focus, but will need some time to figure out if that's even possible.

Notes de version

Refactored the original indicator/script to fix a number of bugs, and make the lookback period (in days) configurable. Enjoy!

Notes de version

Updated chart, and added documentation.

Notes de version

Fixed lookback period bug

Script open-source

Dans l'esprit de TradingView, le créateur de ce script l'a rendu open-source, afin que les traders puissent examiner et vérifier sa fonctionnalité. Bravo à l'auteur! Vous pouvez l'utiliser gratuitement, mais n'oubliez pas que la republication du code est soumise à nos Règles.

CapitalMastery

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Script open-source

CapitalMastery