OPEN-SOURCE SCRIPT
YesterWAP
The VWAP describes intra-day price action in "value-space" (quantity * price). By weighting prices based on the volume transacted, the VWAP attempts to reflect the "fair-market" value of an asset.
The VWAP is reset periodically, often at daily open, creating a "gap."
The YesterWAP tracks the gap for you.
Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first.
When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
The VWAP is reset periodically, often at daily open, creating a "gap."
The YesterWAP tracks the gap for you.
Every time the VWAP is about to reset to LastPrice, the YesterWAP resets to it, first.
When yesterday's players clock back in today, they'll try to sort their (losing) positions out, at yesterday's VWAP, the YesterWAP.
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