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VWAP question
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Created: by Todd Attachments:0

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VWAP question

  #1 (permalink)
Elite Member
Alpharetta, GA
Trading Experience: Intermediate
Platform: ninja
Broker/Data: Mirus / Zenfire
Favorite Futures: ES
Todd's Avatar
Posts: 257 since Jun 2009
Thanks: 28 given, 40 received

VWAP question

In TradeStation, I've got a vwap (25) that paints blue when going and red when going down. However, when I try to set the same settings on the ninja double moving average, I get very different results.

Here is the code the TS VWAP on my TS chart.
it = VWAP_SMA(Price,length);
plot1(it,"VWAP MA");
if plot1 > plot1[1] then setplotcolor(1,upColor);
if plot1 < plot1[1] then setplotcolor(1,dnColor);

Can someone tell me how to get these results with the ninja double moving average?

See screenshot of my TS chart. The blue/red dotted line is the one I'm trying to re-create in ninja.


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  #2 (permalink)
Elite Member
Neubrandenburg, Germany
Trading Experience: Advanced
Platform: R
Favorite Futures: Stocks
wh's Avatar
Posts: 538 since Jun 2009
Thanks: 297 given, 494 received

i think the logic of plots between tradestation and nt is a little bit different.

what you can do:

create new indicator with some plots per example

main, up and down then use

if(main[0] > main[1]) up.Set(main[0]); //or up.Set(VWAP(Close,14)[0]);
if(main[0] < main[1]) down.Set(main[0]); // ....

i do not look at the code of vwap, but this is what you can do.

Best regards

Last edited by wh; June 17th, 2009 at 02:07 PM.
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  #3 (permalink)
Elite Member
Alpharetta, GA
Trading Experience: Intermediate
Platform: ninja
Broker/Data: Mirus / Zenfire
Favorite Futures: ES
Todd's Avatar
Posts: 257 since Jun 2009
Thanks: 28 given, 40 received

Thanks, Arne... I'll take a look at that. Thanks for your help.

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  #4 (permalink)
Just starting out...
Trading Experience: Beginner
Platform: ninjatrader
Broker/Data: zenfire
Favorite Futures: futures
Posts: 7 since Mar 2010
Thanks: 0 given, 0 received

did you end up figuring out the wvap for ninja. i would like to know your results

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