Calculating Volume-Weighted Avg Price

[Ian MacAuslan <imacauslan@xxxxxxx>]

I am trading stocks intraday.

But as part of a setup criteria to go long, I'd like my system to
reference not just daily Closes -- but to take into account the
*volume-weighted average price* for the day, as compared with the
volume-weighted average price over the last, say, 5 days. 
My thinking is this is maybe a better measure of market sentiment about
a stock's value than simply the Close (or even some combination of
Open-High-Low-Close).  I have heard, in fact, large institutional
traders are often evaluated this way by their large institutional
customers on how a good average price they got for them.

I'm having some difficulty conceptualizing how I might write this in
EasyLanguage.  Can someone on the list help?

Thanks!