While playing around with the standard "ta.vwap" I wondered why there was no length input, so I did some research on what the underlying calculation actually is, and did my best to augment it so as to allow for a variable length based on an oscillator value.
Normal VWAP = (Number of Shares Bought x Typical Price) / Total Volume
In my VWOP Calculation, typical...
What if you didn't need to wait for the RSI to go above 50 to go bullish for the RSI to go below 50 to go bearish?
What if you can see when a move in the market is just a liquidity trap?
What if you can use a vwap on something longer than a daily chart?
What if you wanted to have both Heiken Ashi candles and Japanese candles on your same chart without...
