Brahmastra VWAP

어제

//version=5
indicator("VWAP", overlay=true)

// Initialize cumulative variables
var float cumulativeVolume = na
var float cumulativePriceVolume = na

// Reset cumulative variables at the start of a new day
if (na(cumulativeVolume))
cumulativeVolume := 0.0
cumulativePriceVolume := 0.0

if (dayofweek != dayofweek[1])
cumulativeVolume := 0.0
cumulativePriceVolume := 0.0

// Accumulate volume and price*volume
cumulativeVolume += volume
cumulativePriceVolume += hl2 * volume

// Calculate VWAP
vwap = cumulativePriceVolume / cumulativeVolume

// Plot VWAP
plot(vwap, color=color.new(color.blue, 0), linewidth=2, title="VWAP")