Swordfish Indicators
Volume Weighted Average Price
Version 2

Current Version: 2.0
Updated: 2014/06/25

The Volume Weighted Average Price (VWAP) is drawn on any Swordfish intra-day chart.
The VWAP is shown as a black line and is calculated from scratch for the current day only. It will not be displayed on EOD or other non-intraday charts.
VWAP - StockCharts
Version 2 of this indicator will also display the VWAP on a specified historical day, which makes it easier to back test or review days prior to the current day. The VWAP indicator now has one parameter to add to specify the additional day to calculate.
Vesion 1 of the VWAP indicator for Swordfish is available here.

Create the VWAP Indicator on your Swordfish by following the instructions below:
Follow the detailed instructions for the Custom Indicator Installation Example if you are unsure of how to add an indicator or watch our YouTube video.

Download the Swordfish indicator script file. Use Ctrl-V to paste the code from the downloaded file into the script area.

Swordfish Indicator:
CS_VWAP V2.1.txt CS_VWAP V2.1.txt
Size : 0.439 Kb
Type : txt

The updated Volume Weighted Average Price indicator uses 1 parameter that has to be added manually when you create the script.

CS_VWAP
Volume Weighted Average Price

Name
VWAPDate

Default
20130920

Minimum
20000101

Maximum
20500101

Type
String

VWAPDate is the historical day for which the VWAP will be calculated. Format the date exactly as shown.

The sample shows CS_VWAP overlayed on the Main Swordfish price on a 15 minute chart on the 25th of September 2013.
The additional day VWAPDate is set as 20130920.

Volume Weighted Average Price Chart