尝试将 V2 VWAP 脚本转换为 V4 问题

Question

Afternoon all,

I am trying to convert the below V2 VWAP script to V4 but can't get my head around the line 9:

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)

Full script below

//@version=2
study("Monthly VWAP", overlay=true)
showPrevVWAP = input(true, type=bool, title="Show Previous VWAP close")

start = security(tickerid, "M", time)

newSession = iff(change(start), 1, 0)

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)

myvwap = vwapsum/volumesum

plot(myvwap, title="VWAP", color=aqua, style=cross)

My attempt so far:

//@version=4
study("Monthly VWAP", overlay=true)
showPrevVWAP = input(true, type=input.bool, title="Show Previous VWAP close")

start = security(syminfo.tickerid, "M", time)

newSession = iff(change(start), 1, 0)

vwapsum = iff(newSession, hl2*volume, vwapsum[1]+hl2*volume)
volumesum = iff(newSession, volume, volumesum[1]+volume)

myvwap = vwapsum/volumesum

plot(myvwap, title="VWAP", color=color.aqua, style=plot.style_cross)

Answer 1

Got it working

//@version=4
study("Monthly VWAP", overlay=true)

var float   vwapsum     = na
var float   volumesum   = na

newSession = change(time('M'))

vwapsum     := newSession ? hl2*volume          : hl2*volume            + vwapsum[1]
volumesum   := newSession ? volume              : volume                + volumesum[1]

myvwap      = vwapsum/volumesum

plot(newSession ? na : myvwap               , title="VWAP",       color=color.aqua, style=plot.style_cross)

Extracted what I was after from here: Declaring self-referencing variable when converting script to V4 breaks charting

Answer 2

Hey can you elaborate on what happens in this line:

vwapsum     := newSession ? hl2*volume          : hl2*volume            + vwapsum[1]

what is that + vwapsum[1]

And how is it plotting the way that it does, i mean it takes 1 M or week or whatever, and then restarts? Doesnt that take up the same plotting space?