Im working on a spreadsheet for B3 (Bovespa, brazilian stock market) opening auction.
I use my trading platform to export all the trades and then i filter the opening and the first 1 hour of 143 stocks, will show an example of what i get in the end:
https://imgur.com/a/ont9O
I want to:
-Stock name (wege3 on the picture) make an wieght average ((YellowX*orangeX)//sum(orange)) up until green = leilao - This will be VWAP
-Get Leilao value (they are all the same) - this will be LEILAO
-Get the first price (first line), it mens the last price up untill 11:00 (already filtered as the first line of a stock) - This will be FINAL
Then print thoose 3 values in a new tab as:
[TABLE="width: 500"]
<tbody>[TR]
[TD][/TD]
[TD]LEILAO[/TD]
[TD]VWAP[/TD]
[TD]FINAL[/TD]
[TD]GAP LEILAO[/TD]
[TD]GAP VWAP[/TD]
[/TR]
[TR]
[TD]Stock 1[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD]=(FINAL-LEILAO)[/TD]
[TD]=(FINAL-VWAP)[/TD]
[/TR]
[TR]
[TD]Stock 2[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
</tbody>[/TABLE]
Sorry for my poor english and I appreciate any support.
I use my trading platform to export all the trades and then i filter the opening and the first 1 hour of 143 stocks, will show an example of what i get in the end:
I want to:
-Stock name (wege3 on the picture) make an wieght average ((YellowX*orangeX)//sum(orange)) up until green = leilao - This will be VWAP
-Get Leilao value (they are all the same) - this will be LEILAO
-Get the first price (first line), it mens the last price up untill 11:00 (already filtered as the first line of a stock) - This will be FINAL
Then print thoose 3 values in a new tab as:
[TABLE="width: 500"]
<tbody>[TR]
[TD][/TD]
[TD]LEILAO[/TD]
[TD]VWAP[/TD]
[TD]FINAL[/TD]
[TD]GAP LEILAO[/TD]
[TD]GAP VWAP[/TD]
[/TR]
[TR]
[TD]Stock 1[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD]=(FINAL-LEILAO)[/TD]
[TD]=(FINAL-VWAP)[/TD]
[/TR]
[TR]
[TD]Stock 2[/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[TD][/TD]
[/TR]
</tbody>[/TABLE]
Sorry for my poor english and I appreciate any support.