-- Capital Synergy Volume Weighted Average Price V2.1; @SETVALUETEXTMODE('ValueOnly'); @SETNAME('VWAP:'); @SHOWYGRIDLINE(True); -- Current day VWAP; CV := SUM(IF(ISLASTDAY,V,NaN)); CTPV := SUM(IF(ISLASTDAY,(H+L+C)/3 * V,NaN)); VWAP : CTPV/CV,StyleSolid,ColorBlack,Width1; -- Historical day VWAP; CVD := SUM(IF(DATE==VWAPDate,V,NaN)); CTPVD := SUM(IF(DATE==VWAPDate,(H+L+C)/3 * V,NaN)); VWAPD : CTPVD/CVD,StyleSolid,ColorBlack,Width1;