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VWAP bands


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VWAP bands

  #31 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
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I think this version will be close to the final version. Have made a few minor changes and fixed a small bug. The indicator is now looks fast and reliable. For use with high resolution charts and to improve speed it is important

-> to use Variance_Distance (default, recommended) or Session_Range setting
-> to set the opacity of the band ranges to 0 (default setting)

Indicator attached.

Attached Thumbnails
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Name:	6E 06-11 (2 Min) 31_05_2011.jpg
Views:	390
Size:	109.4 KB
ID:	39763   Click image for larger version

Name:	ES 06-11 (2 Min) 31_05_2011.jpg
Views:	339
Size:	94.8 KB
ID:	39764  
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  #32 (permalink)
 
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 Fat Tails 
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Following suggestion and request of @ gtichauer, I have added options to shade the band areas in different fashions.

I have also decided that the VWAP be always calculated from the average price (high + low + open +close)/4 of each bar. The variance for the bands, however, will be calculated from the input, whatever is selected.

Indicator attached.


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  #33 (permalink)
 
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 gtichauer 
Argentina
 
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Fat Tails View Post
Following suggestion and request of @ gtichauer, I have added options to shade the band areas in different fashions.

I have also decided that the VWAP be always calculated from the average price (high + low + open +close)/4 of each bar. The variance for the bands, however, will be calculated from the input, whatever is selected.

Indicator attached.


As always GREAT work and thanks for sharing your time and effort with us asking nothing in return.....hope your trading is doing great....u deserve it...

For anyone using dVWAP or VWAP indicators which do almost the same that this version I HIGHLY encourage u to use this one as it is MUCH MUCH faster to load and I am sure that also impacts positive on CPU process load.....I've personally chacked that with Fat Tails and there is huge difference....

GT
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  #34 (permalink)
 syxforex 
British Columbia
 
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Thanks FAT TAILS, you are the man!!!



Fat Tails View Post
Following suggestion and request of @ gtichauer, I have added options to shade the band areas in different fashions.

I have also decided that the VWAP be always calculated from the average price (high + low + open +close)/4 of each bar. The variance for the bands, however, will be calculated from the input, whatever is selected.

Indicator attached.



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  #35 (permalink)
 
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 TempletonPeck 
Germany
 
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Thanks again Fat Tails for your great work.
The last version (X4) does not work correct on my charts. See attached screenshots.

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  #36 (permalink)
 
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 COTtrader 
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I encountered the same problem. Looks exactly like yours - NT 7 build 1000.5.

Fat Tails - excellent true VWAP indicator. Thank you ever so much. Should work nicely for value trading.

COTtrader
"Ken"



TempletonPeck View Post
Thanks again Fat Tails for your great work.
The last version (X4) does not work correct on my charts. See attached screenshots.


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  #37 (permalink)
 
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 Fat Tails 
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TempletonPeck View Post
Thanks again Fat Tails for your great work.
The last version (X4) does not work correct on my charts. See attached screenshots.

I have just installed the indicator X4 on my second machine and it produces the same peculiar picture. I had mistakenly posted an unfinished earlier version of the indicator. I will replace it with the correct version, as soon as I am back on my main machine.

Thank you for reporting.

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  #38 (permalink)
 
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 Fat Tails 
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This is the version that I had used to produce the chart in post #32.

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  #39 (permalink)
 
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 Fat Tails 
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The last version worked very well, so I have now updated the SessionVWAP indicator in the download section.



The SessionTWAP will be temporarily unavailable, as I am still working on the update.

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  #40 (permalink)
 
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 Big Mike 
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