VWAP question

June 15th, 2009, 01:47 PM

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.
{ VWAP MA }
input:
Price(AvgPrice),length(25),upColor(cyan),dnColor(red);
vars:
it(0);
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.
2009-06-15_1345

Thanks,
Todd

June 16th, 2009, 11:15 AM

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

main.Set(VWAP(Close,14).Line[0])
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
arne

June 17th, 2009, 03:15 PM

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

March 14th, 2010, 06:13 PM

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

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