Download VWAP.indicator.
Rename downloaded file to VWAP.indicator and put it to the Analysis Techniques folder.

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VWAP indicator code:

[code:c#]

bool new_day = Bars.Count == 1 || Bars[1].Time.Date != Bars[0].Time.Date;

if (new_day)
{
    previous_value = Open[0] * Volume[0];
    incvol = Volume[0];
}
else
{
    previous_value = previous_value + (Open[0] * Volume[0]);
    incvol = incvol + Volume[0];
}

Value = previous_value / incvol;

[/code]

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