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Simple VWAP indicator
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Simple VWAP indicator

  #51 (permalink)
waverider
Sydney
 
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VWAP


Big Mike View Post
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

Thanks Mike,

I'm not sure you've understood the question though: Does VWAP even apply on an INTER-Day level? Each day would have a VWAP point, and you could join them all together with a line, but the market would never really pull away from that line would it? At least that's how I understand it at present. If you plot VWAP INTRA-Day then the price will at some times be above and other times be below, but I'm not sure there's a day to day VWAP concept is there?

Cheers,

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  #52 (permalink)
Market Wizard
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waverider View Post
Thanks Mike,

I'm not sure you've understood the question though: Does VWAP even apply on an INTER-Day level? Each day would have a VWAP point, and you could join them all together with a line, but the market would never really pull away from that line would it? At least that's how I understand it at present. If you plot VWAP INTRA-Day then the price will at some times be above and other times be below, but I'm not sure there's a day to day VWAP concept is there?

Cheers,

yes, you're correct.

I know @Fat Tails vwap indicators will not work with daily charts. one that should work is from @gomi. you can find it here in the misc package:

https://futures.io/elite-circle/6802-gomrecorder-2-a-6.html#post78760

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  #53 (permalink)
Elite Member
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Does @Fat Tails have an updated vwap posted yet? Or are most of you using @psmf vwap indicator?

Adam

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  #54 (permalink)
Market Wizard
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DreadChampion View Post
Does @Fat Tails have an updated vwap posted yet? Or are most of you using @psmf vwap indicator?

Adam

https://futures.io/local_links.php?action=ratelink&catid=27&linkid=1897

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  #55 (permalink)
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Sorry. I should have clarified. I need a VWAP indicator for NT 7. @Fat Tails, do you have an updated NT7 VWAP by any chance?

Adam

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  #56 (permalink)
Market Wizard
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DreadChampion View Post
Sorry. I should have clarified. I need a VWAP indicator for NT 7. @Fat Tails, do you have an updated NT7 VWAP by any chance?

Adam

Since you said 'updated' I assumed it was for NT8.

What's wrong with the current NT7 one by Fat Tails?

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  #57 (permalink)
Market Wizard
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DreadChampion View Post
Sorry. I should have clarified. I need a VWAP indicator for NT 7. @Fat Tails, do you have an updated NT7 VWAP by any chance?

Adam

@DreadChampion,

Fat Tails VWAP indicators (anaCurrentDayVWAPV43, anaCurrentWeekWVAPV43, anaCurrentMonthVWAPV43)

https://futures.io/local_links_search.php?action=show&literal=1&search=VWAP&desc=1&keys=1

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