Simple VWAP indicator - NinjaTrader | futures io social day trading
futures io futures trading


Simple VWAP indicator
Updated: Views / Replies:23,715 / 56
Created: by psmf Attachments:24

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 24  
 
Thread Tools Search this Thread
 

Simple VWAP indicator

  #41 (permalink)
Elite Member
Israel
 
Futures Experience: Intermediate
Platform: ninjatrader
 
Posts: 11 since Jun 2009
Thanks: 16 given, 4 received


psmf View Post
Updated

What's new:

- Two sets of Upper/Lower Bands;

- Using (Open + High + Low + Close)/4 for better accuracy;

Enjoy

Happy trading to all.


----------------------
Hi psmf, I like your version of VWAP.

Is it possible to export the sd data out to Excel or to a strategy, I kind of had some issues there?

Thanks and appreciations.

bkool

Reply With Quote
The following user says Thank You to bkool for this post:
 
  #42 (permalink)
Trading Apprentice
NY
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ES
 
psmf's Avatar
 
Posts: 14 since Nov 2010
Thanks: 3 given, 27 received


bkool View Post
----------------------
Hi psmf, I like your version of VWAP.

Is it possible to export the sd data out to Excel or to a strategy, I kind of had some issues there?

Thanks and appreciations.

bkool

Hi bkool,

Attached please find updated version.

You can reference it in a strategy.

Happy trading and speculation,

psmf.

Attached Files
Register to download File Type: zip VWAP.zip (1.8 KB, 130 views)

Last edited by psmf; May 16th, 2015 at 12:40 AM.
Reply With Quote
The following 2 users say Thank You to psmf for this post:
 
  #43 (permalink)
Elite Member
Israel
 
Futures Experience: Intermediate
Platform: ninjatrader
 
Posts: 11 since Jun 2009
Thanks: 16 given, 4 received


Hi psmf,

Thanks much for your response and the new version.

However, as in your previous versions, the data exported seems to be correct only for the main VWAP but not for the other bands, and I didn't managed to find a solution. any idea?

tnx' bkool.

Reply With Quote
The following user says Thank You to bkool for this post:
 
  #44 (permalink)
Trading Apprentice
NY
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ES
 
psmf's Avatar
 
Posts: 14 since Nov 2010
Thanks: 3 given, 27 received


bkool View Post
Hi psmf,

Thanks much for your response and the new version.

However, as in your previous versions, the data exported seems to be correct only for the main VWAP but not for the other bands, and I didn't managed to find a solution. any idea?

tnx' bkool.

VWAP and VWAPtest

BTW, How are you exported data from NT to Excel?

Good trading and speculation to you,

psmf.

Attached Files
Register to download File Type: zip VWAP.zip (3.6 KB, 168 views)

Last edited by psmf; May 17th, 2015 at 04:09 PM.
Reply With Quote
The following user says Thank You to psmf for this post:
 
  #45 (permalink)
Elite Member
Israel
 
Futures Experience: Intermediate
Platform: ninjatrader
 
Posts: 11 since Jun 2009
Thanks: 16 given, 4 received

Thanks psmf - it works now.

My appreciations.

bkool.


Last edited by bkool; May 18th, 2015 at 04:19 AM.
Reply With Quote
The following user says Thank You to bkool for this post:
 
  #46 (permalink)
Trading Apprentice
NY
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ES
 
psmf's Avatar
 
Posts: 14 since Nov 2010
Thanks: 3 given, 27 received


bkool View Post
Thanks psmf - it works now.

My appreciations.

bkool.

bkool,

How are you exported data from NT to Excel?

Thanks,

psmf

Reply With Quote
 
  #47 (permalink)
Elite Member
Israel
 
Futures Experience: Intermediate
Platform: ninjatrader
 
Posts: 11 since Jun 2009
Thanks: 16 given, 4 received

I use the StreamWriter indicator to download the data into a text file, and then open it with Excel.
Works great.

Indicator: Using StreamWriter to write to a text file - NinjaTrader Support Forum

Reply With Quote
The following user says Thank You to bkool for this post:
 
  #48 (permalink)
Trading Apprentice
NY
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ES
 
psmf's Avatar
 
Posts: 14 since Nov 2010
Thanks: 3 given, 27 received


bkool View Post
I use the StreamWriter indicator to download the data into a text file, and then open it with Excel.
Works great.

Indicator: Using StreamWriter to write to a text file - NinjaTrader Support Forum

Thank you,

psmf

Reply With Quote
 
  #49 (permalink)
waverider
Sydney
 
Futures Experience: Advanced
Platform: NinjaTrader; TWS
Broker/Data: Kinetick, IB
Favorite Futures: US Stocks, FX, Futures
 
Posts: 45 since Dec 2009
Thanks: 28 given, 6 received

Interday VWAP Indicator

Hi All,

Is there an INTERday (swing trading) VWAP for NT out there? Not sure if VWAP is even a valid concept using daily data but would like to take a look at it.

Cheers,

Wave

Reply With Quote
 
  #50 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,229 received



waverider View Post
Hi All,

Is there an INTERday (swing trading) VWAP for NT out there? Not sure if VWAP is even a valid concept using daily data but would like to take a look at it.

Cheers,

Wave

That's not how VWAP works.

A proper VWAP will be identical on a 1-second chart, a 1 minute chart, a 60 minute chart, etc. VWAP's should be calculated from underlying tick data, and their values do not change based on the time frame of the chart.

You can find a VWAP indicator for NT here:
https://futures.io/elite-circle/25791-toolbox-2015-trading-session.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
The following user says Thank You to Big Mike for this post:

Reply



futures io > > > > Simple VWAP indicator

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
need vwap indicator that changes colour on up and downmoves anniebee321 NinjaTrader 27 August 10th, 2017 08:09 PM
VWAP SESSION NT indicator problem babypowder NinjaTrader 9 March 31st, 2014 04:43 PM
Indicator of distance price -> vwap FTrader NinjaTrader Programming 2 November 23rd, 2012 04:04 PM
daily VWAP indicator jmjstrider The Elite Circle 26 April 2nd, 2012 07:52 PM
NT7 VWAP indicator SD adjustment gktk NinjaTrader Programming 14 June 15th, 2011 10:02 AM


All times are GMT -4. The time now is 08:59 PM.

Copyright © 2017 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
Page generated 2017-12-13 in 0.12 seconds with 20 queries on phoenix via your IP 54.160.245.121