# Need scanner for vvwap in amibroker

Intraday.scan stocks which are nearing to VWAP indicator interval should be 5 min chart

check the below given amibroker AFL code for VWAP indicator

/// VWAP code that also plots standard deviations…if you want a 3rd…it should be fairly simple to add
//

SetBarsRequired( 10000, 0 );

// this stores true/false based on a new day…
newday=Day() != Ref(Day(), -1);

SumPriceVolume=0;
totVolume=0;
Vwap2=0;
stddev=0;
newdayindex=0;
Variance =0;

// we must use a loop here because we need to save the vwap for each bar to calc the variance later
for( i= 0; i < BarCount; i++ )
{
// only want to reset our values at the start of a new day
if (newday[i]==True)
{
SumPriceVolume=0;
totVolume=0;
newdayindex=i; // this is the index at the start of a new day
Variance=0;
//Vwap2=0;
}
AvgPrice=(O[i] + H[i] + L[i] + C[i])/4;

``````   // Sum of Volume*price for each bar
sumPriceVolume += AvgPrice * (Volume[i]);

// running total of volume each bar
totVolume += (Volume[i]);

if (totVolume[i] >0)
{
Vwap2[i]=Sumpricevolume / totVolume ;
Vwap2temp=Vwap2[i];
}

// now the hard part...calculate the variance...
// a separate calc from the start of each day - note it requires the vwap from above
// also note, we calculate starting at the first bar in the new day to today to the curent bar
Variance=0;
for (j=newdayindex; j < i; j++)
{
AvgPrice=(O[j] + H[j] + L[j] + C[j])/4;
Variance += (Volume[j]/totVolume) * (Avgprice-Vwap2temp)*(Avgprice-Vwap2temp);
}
stddev_1_pos[i]=Vwap2temp + sqrt(Variance);
stddev_1_neg[i]=Vwap2temp - sqrt(Variance);

stddev_2_pos[i]=Vwap2temp + 2*sqrt(Variance);
stddev_2_neg[i]=Vwap2temp - 2*sqrt(Variance);
``````

}
Plot (Vwap2,“VWAP2”,colorDarkGrey, styleLine);
Plot (stddev_1_pos,“VWAP_std+1”,colorGrey50, styleDashed);
Plot (stddev_1_neg,“VWAP_std-1”,colorGrey50, styleDashed);
Plot (stddev_2_pos,“VWAP_std+2”,colorGrey40, styleDashed);
Plot (stddev_2_neg,“VWAP_std-2”,colorGrey40, styleDashed);

Hi,
Though it is not related to your query, I want to check with you as you are using amibroker.
I want to use amiboker, can you please tell me from where I can get it.

Thanks,
Satyendra