VWAP Source Code as TradingView

[revTolution]

Hi all,

I would like to get the source code for mt4 for the vwap indicator, but not all the ones that are on the internet, I would like the one like in trading view, applied to hlc3.

The code in trading view is: 

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

// © MichelT



//@version=4

study(title="Anchored VWAP", shorttitle="VWAP", overlay=true)



anchor = input(defval = "Session", title="Anchor Period", type=input.string, options=["Session", "Week", "Month", "Year"])



MILLIS_IN_DAY = 86400000



dwmBarTime = timeframe.isdwm ? time : time("D")

// If it's a short day, then there could be no daily bar. Take a previous one.

if na(dwmBarTime)

    dwmBarTime := nz(dwmBarTime[1])

var periodStart = time - time // zero



// in pine week starts on Sunday and it's value 1. Value of Monday is 2

// we need a week to start on Monday and its value should be 0

makeMondayZero(dayOfWeek) => (dayOfWeek + 5) % 7



isMidnight(t) =>

    hour(t) == 0 and minute(t) == 0



isSameDay(t1, t2) =>

    dayofmonth(t1) == dayofmonth(t2) and

  month(t1) == month(t2) and

  year(t1) == year(t2)



isOvernight() =>

    not (isMidnight(dwmBarTime) or security(syminfo.tickerid, "D", isSameDay(time, time_close), lookahead=true))



tradingDayStart(t) =>

    y = year(t)

    m = month(t)

    d = dayofmonth(t)

    timestamp(y, m, d, 0, 0)



numDaysBetween(time1, time2) =>

    y1 = year(time1)

    m1 = month(time1)

    d1 = dayofmonth(time1)

    

    y2 = year(time2)

    m2 = month(time2)

    d2 = dayofmonth(time2)

    

    diff = abs(timestamp("GMT", y1, m1, d1, 0, 0) - timestamp("GMT", y2, m2, d2, 0, 0))

    diff / MILLIS_IN_DAY



// a symbol with overnight session starts at previos day

// to get the trading day we should get the next day after the session's start

tradingDay = isOvernight() ? tradingDayStart(dwmBarTime + MILLIS_IN_DAY) : tradingDayStart(dwmBarTime)



isNewPeriod() =>

    isNew = false

    if tradingDay != nz(tradingDay[1])

        if anchor == "Session"

            isNew := na(tradingDay[1]) or tradingDay > tradingDay[1]

            

        if anchor == "Week"

            DAYS_IN_WEEK = 7

            isNew := makeMondayZero(dayofweek(periodStart)) + numDaysBetween(periodStart, tradingDay) >= DAYS_IN_WEEK

            

        if anchor == "Month"

            isNew := month(periodStart) != month(tradingDay) or year(periodStart) != year(tradingDay)

            

        if anchor == "Year"

            isNew := year(periodStart) != year(tradingDay)

    isNew



src = hlc3

sumSrc = float(na)

sumVol = float(na)



sumSrc := nz(sumSrc[1], 0)

sumVol := nz(sumVol[1], 0)



if isNewPeriod()

    periodStart := tradingDay

    sumSrc := 0.0

    sumVol := 0.0





if not na(src) and not na(volume)

    sumSrc := sumSrc + src * volume

    sumVol := sumVol + volume



vwapValue = sumSrc / sumVol

plot(vwapValue, title="VWAP", color=#3A6CA8)

Can anyone convert in to mql4 or suggest anything?

Thanks in advance.

[Pr0l1fic1]

Hey  revTolution,

I am looking for the same thing you were asking about. Just curious if you found anything or were able to do it on your own since there were no comments?

Looking forward to hearing your response,

Thanks.