NexusFi: Find Your Edge


Home Menu

 





Simple VWAP indicator


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one psmf with 13 posts (30 thanks)
    2. looks_two Fat Tails with 13 posts (60 thanks)
    3. looks_3 Silvester17 with 6 posts (42 thanks)
    4. looks_4 Big Mike with 4 posts (2 thanks)
      Best Posters
    1. looks_one Silvester17 with 7 thanks per post
    2. looks_two Fat Tails with 4.6 thanks per post
    3. looks_3 psmf with 2.3 thanks per post
    4. looks_4 bkool with 1 thanks per post
    1. trending_up 42,985 views
    2. thumb_up 146 thanks given
    3. group 27 followers
    1. forum 57 posts
    2. attach_file 24 attachments




 
Search this Thread

Simple VWAP indicator

  #41 (permalink)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
Thanks Given: 17
Thanks Received: 9


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
Thanked by:

Can you help answer these questions
from other members on NexusFi?
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
My NT8 Volume Profile Split by Asian/Euro/Open
NinjaTrader
Are there any eval firms that allow you to sink to your …
Traders Hideout
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
NexusFi Journal Challenge - April 2024
Feedback and Announcements
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
36 thanks
NexusFi site changelog and issues/problem reporting
22 thanks
The Program
20 thanks
GFIs1 1 DAX trade per day journal
19 thanks
  #42 (permalink)
psmf
NY
 
Posts: 14 since Nov 2010
Thanks Given: 3
Thanks Received: 30


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
Elite Membership required to download: VWAP.zip
Reply With Quote
Thanked by:
  #43 (permalink)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
Thanks Given: 17
Thanks Received: 9


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
Thanked by:
  #44 (permalink)
psmf
NY
 
Posts: 14 since Nov 2010
Thanks Given: 3
Thanks Received: 30


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
Elite Membership required to download: VWAP.zip
Reply With Quote
Thanked by:
  #45 (permalink)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
Thanks Given: 17
Thanks Received: 9

Thanks psmf - it works now.

My appreciations.

bkool.

Reply With Quote
Thanked by:
  #46 (permalink)
psmf
NY
 
Posts: 14 since Nov 2010
Thanks Given: 3
Thanks Received: 30


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)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
Thanks Given: 17
Thanks Received: 9

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 - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

Reply With Quote
Thanked by:
  #48 (permalink)
psmf
NY
 
Posts: 14 since Nov 2010
Thanks Given: 3
Thanks Received: 30


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 - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

Thank you,

psmf

Reply With Quote
  #49 (permalink)
 waverider 
Brisbane Australia
 
Experience: Advanced
Platform: Ninja; Amibroker; TWS
Broker: Kinetick, IB
Trading: Stocks, Futures
Posts: 46 since Dec 2009
Thanks Given: 28
Thanks Received: 6

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)
 
Big Mike's Avatar
 Big Mike 
Manta, Ecuador
Site Administrator
Developer
Swing Trader
 
Experience: Advanced
Platform: Custom solution
Broker: IBKR
Trading: Stocks & Futures
Frequency: Every few days
Duration: Weeks
Posts: 50,399 since Jun 2009
Thanks Given: 33,173
Thanks Received: 101,538



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:


Mike

We're here to help: just ask the community or contact our Help Desk

Quick Links: Change your Username or Register as a Vendor
Searching for trading reviews? Review this list
Lifetime Elite Membership: Sign-up for only $149 USD
Exclusive money saving offers from our Site Sponsors: Browse Offers
Report problems with the site: Using the NexusFi changelog thread
Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:




Last Updated on February 28, 2018


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts