NeuroShell already has a VWAP indicator, but it has a fixed lookback window that moves with the time. VWAP is probably more useful as a running indicator during the day, that resets itself at the beginning of each new day. So here is one you can download (put both files in the Template folder and look for the VolWeightMovAvg indicator in the Custom Indicators category after you reload NeuroShell). The price parameter is the only one you should change. Feed it the average of the high and low. The smaller bars you use the more accurate this indicator is likely to be compared to those computed based on ticks.
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