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:
<tbody>
</tbody>
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:
| LEILAO | VWAP | FINAL | GAP LEILAO | GAP VWAP | |
| Stock 1 | =(FINAL-LEILAO) | =(FINAL-VWAP) | |||
| Stock 2 |
<tbody>
</tbody>
Sorry for my poor english and I appreciate any support.
