日中移動平均線

VWAP（売買高加重平均価格）でなくとも、すごくシンプルな方法で、一日の最初のバーからスタートの移動平均線の表示インディケーターを開発いたしました。

{*******************************************************************
Description : This Indicator plots Moving Average 1 Line Indicator Intraday
Provided By : ●●●●
********************************************************************}
 
Inputs: Price(Close), Length(9), Displace(0);
Vars: Counter(0);

If Displace >= 0 OR CurrentBar > AbsValue(Displace) Then Begin
 If Date[1]<>Date Then Counter = 0;
 Counter = Counter + 1;
 Counter = Minlist(Counter, Length);
 Plot1[Displace](Average(Price, Counter), “SimpAvg1”);

 {Alert Criteria}
 IF Price < Plot1 AND Plot1 < Plot1[1] AND Plot1[1] > Plot1[2] Then
  Alert(“The Moving Average has just changed direction and is now bullish”)
 Else
  If Price > Plot1 AND Plot1 > Plot1[1] AND Plot1[1] < Plot1[2] Then
   Alert(“The Moving Average has just changed direction and is now bearish”);
  
 {Moving Average Commentary}
 #BeginCmtry
  Commentary(ExpertAvg1Line(Price, Length, Displace, Plot1));
 #End; 
End;