Support Board
Date/Time: Thu, 23 Jan 2025 09:45:42 +0000
Post From: VWAP Indicator Calculation Start Time
| [2018-11-16 19:39:18] |
| User41727 - Posts: 124 |
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That seems like overkill, especially since I would then not be able to use the VbP study for the ETH without adding a second instance of this costly study. The much easier solution is to add a flag to VWAP that allows the user to chose a reset at the start of the day session. Here, I even made you a patch. --- studies3.cpp 2018-11-16 20:32:54.851673000 +0100
+++ studies3_new.cpp 2018-11-16 20:31:42.364951000 +0100 @@ -570,10 +570,11 @@ SCInputRef InputData = sc.Input[0]; SCInputRef BandCalculationMethod = sc.Input[1]; SCInputRef TimePeriodType = sc.Input[3]; - SCInputRef TimePeriodLength = sc.Input[4]; - SCInputRef Version = sc.Input[5]; - SCInputRef DistanceMultiplier_V3 = sc.Input[6]; - SCInputRef IgnoreTimePeriodTypeAndLength = sc.Input[7]; + SCInputRef TimePeriodLength = sc.Input[4]; + SCInputRef NewPeriodDaySessionStart = sc.Input[5]; + SCInputRef Version = sc.Input[6]; + SCInputRef DistanceMultiplier_V3 = sc.Input[7]; + SCInputRef IgnoreTimePeriodTypeAndLength = sc.Input[8]; SCInputRef BaseOnUnderlyingData = sc.Input[9]; SCInputRef UseFixedOffset = sc.Input[10]; SCInputRef StartDateTime = sc.Input[11]; @@ -663,6 +664,10 @@ TimePeriodLength.SetInt(1); TimePeriodLength.DisplayOrder = DisplayOrder++; + NewPeriodDaySessionStart.Name = "New Period at Day Session Start when Using Evening Session"; + NewPeriodDaySessionStart.SetYesNo(false); + NewPeriodDaySessionStart.DisplayOrder = DisplayOrder++; + StartDateTime.Name = "Start Date-Time"; StartDateTime.SetDateTime(0.0); StartDateTime.DisplayOrder = DisplayOrder++; @@ -787,8 +792,8 @@ if(!IgnoreTimePeriodTypeAndLength.GetYesNo()) { - CurrentPeriodStartDateTime = sc.GetStartOfPeriodForDateTime(sc.BaseDateTimeIn[sc.Index], TimePeriodType.GetTimePeriodType(), TimePeriodLength.GetInt(), 0); - PriorCurrentPeriodStartDateTime = sc.GetStartOfPeriodForDateTime(sc.BaseDateTimeIn[sc.Index - 1], TimePeriodType.GetTimePeriodType(), TimePeriodLength.GetInt(), 0); + CurrentPeriodStartDateTime = sc.GetStartOfPeriodForDateTime(sc.BaseDateTimeIn[sc.Index], TimePeriodType.GetTimePeriodType(), TimePeriodLength.GetInt(), 0, NewPeriodDaySessionStart.GetYesNo()); + PriorCurrentPeriodStartDateTime = sc.GetStartOfPeriodForDateTime(sc.BaseDateTimeIn[sc.Index - 1], TimePeriodType.GetTimePeriodType(), TimePeriodLength.GetInt(), 0, NewPeriodDaySessionStart.GetYesNo()); } bool IsStartOfNewPeriod = false; Date Time Of Last Edit: 2018-11-16 19:44:49
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