Reply To: Anchored VWAP scripts for IPOs

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#63535
AvatarMarc
  • Topics: 5
  • Replies: 12
  • Posts: 17

Hi Darren,

I am trying to find stocks with a  daily close crossing the IPO AVWAP.  In most cases, the formula does not return the exact date it crosses  (Nasdaq Comp today: 6 results and none are correct , S&P500, 1 out of 2 is correct). What am I missing pls?

//Get IPO Date
$IPO=FIRST(BARDATE());
//Calculate VWAP from IPO Date
R1=AVWAP(BACKTYPE=Fixed, DATE=$IPO, CALC=High);
CLOSE() CrossesAbove R1;

Thanks
Marc

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