Collection of useful thinkscript for the Thinkorswim trading platform. Discussions on anything thinkorswim or related to stock trading.
Wednesday, December 12, 2007
Here's a simple script to see the VWAP (Volume weighted average price). To see a good approximation, you need to switch to the one minute chart since TOS doesn't provide tick data.
plot Data = TotalSum(Volume * Close) / TotalSum(Volume);