Reply To: Scripting and Anchored VWAP April 24th Blog

Optuma Forums Optuma Scripting Scripting and Anchored VWAP April 24th Blog Reply To: Scripting and Anchored VWAP April 24th Blog

#58001
DarrenDarren
  • Topics: 53
  • Replies: 395
  • Posts: 448

Here’s an alternative to the script for the formula to start the AVWAP on the YTD high rather than the last 3 months:

So ALGN’s 2020 high occurred on Jan 9th, so starting the AVWAP on that date gives a value of $121.56, which was crossed yesterday (closed at $215.93):

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