Volume-Weighted Average Price (VWAP)
In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period.
Typically, the indicator is computed for a period of one day, but it can be measured between any two points in time.
This implementation uses open, high , low and close prices.
Import snippets to SQX: https://strategyquant.com/doc/programming-sq/import-export-custom-indicators-and-other-snippets/
Implemented for: MT4, MT5, TS, MC.