如何识别一个范围内的最高音量条，并启动vwap

Question

嗨，我已经看了很久，不知道如何在pine中实现这一点。有人愿意帮我做这件事吗？我想要识别一个会话中的最高音量条，或者一天，一周，然后从那个蜡烛开始一个连续的vwap。不管是一支1分钟的蜡烛还是每天。能为我指出正确的方向吗?或者说，只要pine走得远，从什么开始呢？

Answer 1

//@version=4
study("Highest Volume Interval VWAP", overlay = true)

interval = input("D", title = "Interval")
src = input(hlc3, title = "source")

new_interval = change(time(interval)) != 0

var float highest_volume = na
var float pvsum = na
var float vsum = na

bool signal_new_vwap = false


if new_interval
    highest_volume := volume
    pvsum := volume * src
    vsum := volume
    signal_new_vwap := true
else if volume > highest_volume
    highest_volume := volume
    pvsum := volume * src
    vsum := volume
    signal_new_vwap := true
else
    pvsum := pvsum + volume * src
    vsum := vsum + volume


hvi_vwap = pvsum / vsum

plot(hvi_vwap)

plotshape(signal_new_vwap, location = location.belowbar, style = shape.triangleup, color = color.blue, size = size.small)

bgcolor(new_interval ? color.fuchsia : na)