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Simple VWAP indicator


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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

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  #42 (permalink)
psmf
NY
 
Posts: 14 since Nov 2010
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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
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  #43 (permalink)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
Thanks Given: 17
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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.

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  #44 (permalink)
psmf
NY
 
Posts: 14 since Nov 2010
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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
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  #45 (permalink)
 bkool 
Israel
 
Experience: Intermediate
Platform: ninjatrader
Posts: 14 since Jun 2009
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Thanks psmf - it works now.

My appreciations.

bkool.

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  #46 (permalink)
psmf
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bkool View Post
Thanks psmf - it works now.

My appreciations.

bkool.

bkool,

How are you exported data from NT to Excel?

Thanks,

psmf

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  #47 (permalink)
 bkool 
Israel
 
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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

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  #48 (permalink)
psmf
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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

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  #49 (permalink)
 waverider 
Brisbane Australia
 
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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

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  #50 (permalink)
 
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 Big Mike 
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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

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