How to Estimate the VWAP Settlement Close

How to Estimate the VWAP Settlement Close.afl

//Coded by Rajandran R
//Founder of Marketcalls and Co-Founder of Traderscafe
//Website : www.marketcalls.in

//Note : Code works only in 1min, 2min, 5min timeframe
//Amibroker Preferences -> Tools -> Intraday -> Select Start time of the Interval


_SECTION_BEGIN("How to Estimate the VWAP Settlement Close");
SetChartOptions(0,chartShowArrows|chartShowDates);
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
Plot( C, "Close", ParamColor("Color", colorDefault ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() ); 

Bars_so_far_today = 1 + BarsSince( TimeNum() == 150000);
StartBar = ValueWhen(TimeNum() == 150000, BarIndex());
TodayVolume = Sum(V,Bars_so_far_today);
average = (H+L+C+C)/4;
IIf (BarIndex() >= StartBar, VWAP = Sum (average * V, Bars_so_far_today  ) / TodayVolume,0);


Plot(IIf(TimeNum() < 150000,null,VWAP),"VWAP",colorYellow,styleLine | styleThick);

_SECTION_END();