Couldn't find a VWAP script that worked the way I needed so I created this one. Basically, it provides a multiday rolling VWAP. I made the rolling period configurable, but I primarily use it to add a 2 day VWAP to my chart alongside the standard VWAP indicator. This unique thing that this indicator does is dynamically anchor to the configured period, but starting...
The indicator is a Multi-day CPR.
It shows CPR range as per yesterday's HLC and also CPR range for last n number of trading sessions.
For example: If you mention the value as two in Multi-day CPR (blue color) then it calculates the CPR using HLC of the last two trading sessions.
Also, the daily CPR is designed in such a way to highlight Virgin CPR (purple...
