VWAP MTF Custom Dates (Multi Timeframe VWAP with Custom Dates)

This is extremely useful tool for analyzing the market. Brian Shannon from alphatrends.net uses this very frequently and I've programmed it for tradingview.

you can calculate the VWAP from any dates on the chart and it works with any intraday timeframe. Simply select on the settings icon and select your day month and year parameters!

Please follow for more future updates

Happy trading!

Release Notes: This is an updated version of the script. Fixed an issue with intraday time frames.
Release Notes: Updated the version so it fixed the intraday timeframes issues
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Wow, very cool!! Thanks for putting this out.
+1 Reply
drshoe DudeExtreme
+1 Reply
Have updated this code to include intraday timeframe as well... new script at
+1 Reply
drshoe jamiespips
@jamiespips, I've updated the script here as well. thanks for the reminder.
+1 Reply
Does anybody have any idea how to change this code to taken into account hour and minute when looking at resolution finer than daily?

I changed impulse_func() to this:

impulse_func = iff(year==Year and month == Month and dayofmonth == Day and Hour == hour and Minute == minute, 1, 0)

And added:

Hour = input(0, minval = 0, maxval = 23, type=integer, title='Hour')
Minute = input(0, minval = 0, maxval = 59, type=integer, title='Minute')

But doesnt work.

Any ideas?

drshoe jamiespips
@jamiespips, The code works for resolution finer than daily now. I forgot to put in the fix previously, now it is available
Really like this - in fact I wrote code for this on Tradestation and found code for this already built by someone for TOS.

For some odd reason the VWAP like does not plot on any time frame if months 05 or 08 are selected. I did update line 16. Anyway - thanks a lot, much appreciated. Trying to get months 05 & 08 to work, will pass the word if I can fix it.
Awesome script, it is similar to the anchored vwap that Shannon uses.

I attempted to modify it so it could automatically generate the vwap lines from pivot points by replacing line #7 with this:
impulse_func = iff(pivothigh(13, 13), 1, 0) however it didn't work, I know it won't be that simple.

Any insights on how to correct it would be very appreciated, thanks.
@hruk1, hmm, let me see if I could make this work.
@hruk1, I looked into it. cannot be done due to we cannot plot multiple lines with the plot function hence the lines will be cut off when it reaches the next pivot in the chart.
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