VWAP question - futures io
futures io futures trading



VWAP question


Discussion in NinjaTrader

Updated
    1. trending_up 3,981 views
    2. thumb_up 1 thanks given
    3. group 2 followers
    1. forum 3 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

VWAP question

(login for full post details)
  #1 (permalink)
Alpharetta, GA
 
Experience: Intermediate
Platform: ninja
Broker: Mirus / Zenfire
Trading: ES
 
Todd's Avatar
 
Posts: 257 since Jun 2009
Thanks: 28 given, 40 received

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

Started this thread Reply With Quote

Can you help answer these questions
from other members on futures io?
Webinar: Finding your own way in trading w/Adam Grimes
The Elite Circle
MACD line not plotting after change of plot order
NinjaTrader
OFA (Order Flow Analytics) Licence
NinjaTrader
ZigZag with Depth and Backstep
EasyLanguage Programming
Automatic pattern research with NT
Elite Algorithmic NinjaTrader Trading
 
 
(login for full post details)
  #2 (permalink)
Neubrandenburg, Germany
 
Experience: Advanced
Platform: R
Trading: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 298 given, 504 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

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

Reply With Quote
The following user says Thank You to wh for this post:
 
(login for full post details)
  #3 (permalink)
Alpharetta, GA
 
Experience: Intermediate
Platform: ninja
Broker: Mirus / Zenfire
Trading: 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.

Started this thread Reply With Quote
 
(login for full post details)
  #4 (permalink)
sydney
 
 
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

Reply With Quote


futures io Trading Community Platforms and Indicators NinjaTrader > VWAP question


Last Updated on March 14, 2010


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing
 

Battlestations! Show us your trading desk - $1,500 in prizes!

March
 

Importance of Finding Your Own Way w/Adam Grimes

Elite only
 

Journal Challenge w/Jigsaw

April
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts