Up.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP) ĭn.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_DOWN) ĭef LocH = (high + (tickSize() * ticks)) * volume ĭef LocL = (low - (tickSize() * ticks)) * volume Rec dir = compoundValue(1, if !isNaN(PivL) then 1 else if !isNaN(PivH) then -1 else dir, 0) While q do low 0 then HH else Double.NaN ĭef PivL = if LL > 0 then LL else Double.NaN #hint ticks: Offset VWAP lines by this number of ticks.ĭef isHigher = fold i = 1 to n + 1 with p = 1ĭef isLower = fold j = 1 to n + 1 with q = 1 #hint n: Lookback period for finding swing highs, lows.
#hint: VWAP stops anchored off FractalTrader pivots.
