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Tradescript will let you code only technical analysis strategies. We have just launched beta of Pi Niket, it won't be possible on tradescript, but if you are using any professional programming tools like...

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VWAP word bereken deur die handelswaarde vir elke transaksie wat in die laaste 30 minute uitgevoer is, by te voeg en dan te deel volgens die totale aantal aandele wat gedurende daardie tydperk verhandel is.

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Volume-weighted Average Price (VWAP). Accumulation / Distribution Line (ADL). price is above VWAP, prices are rising and when price is below VWAP, prices are falling.

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This strategy is going to use the volume weighted average price (VWAP) as an indicator to trade mean version back to VWAP. Annualized Sharpe Ratio (Rf=0%) is 0.9016936.Apr 12, 2019 · Parabolic SAR During Bullish and Bearish Markets. Most popular charting platforms include the Parabolic SAR. The indicator is plotted on the price chart above and below the candlesticks.

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