i want intraday vwap indicator. i have attached sample vwap formula in AFL format. it is calculated from the first candle of every new day. but indicator should be continuous from the previous day. the indicator is available in tradingview chart also. and i need indicator in mql4 source file.
It calculators from the days first candle. Till the day end.
There is no time period in this indicator. It is intraday.
This indicator will jump from day close to next day open.
20/5/2020 in 15 minutes chart. Market starts at 9.0 clock this indicator will calculates from 9.0clock till the end of the day.
It continues to calculates Next day.
21/5/2020 from 9.0 clock.
Bars_so_far_today = 1 + BarsSince( Day() != Ref(Day(), -1));
StartBar = ValueWhen(TimeNum() == 093000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
IIf (BarIndex() >= StartBar, VWAP = Sum (C * V, Bars_so_far_today ) / TodayVolume,0);
Plot (VWAP,"VWAP",colorYellow, styleThick);