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Rolling, Hourly VWAP?
Updated April 24, 2023
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Rolling, Hourly VWAP?
May 27th, 2013, 01:28 PM
Mandeville, LA
Experience: Intermediate
Platform: Ninja Trader, Tradestation
Trading: CL, GC, ES
Posts: 101 since Dec 2011
Thanks Given: 496
Thanks Received: 154
Would anyone happen to have a rolling, hourly VWAP that could be used across multiple time frames (range , renko, tick)?
Best,
Daniel
Can you help answer these questions from other members on NexusFi?
Best Threads (Most Thanked) in the last 7 days on NexusFi
May 27th, 2013, 02:16 PM
las vegas
Experience: Intermediate
Platform: Sierra Chart
Broker: Velocity/IB
Trading: 6E
Posts: 1,145 since Feb 2010
Thanks Given: 304
Thanks Received: 844
Which platform?
May 27th, 2013, 03:34 PM
Mandeville, LA
Experience: Intermediate
Platform: Ninja Trader, Tradestation
Trading: CL, GC, ES
Posts: 101 since Dec 2011
Thanks Given: 496
Thanks Received: 154
vegasfoster
NinjaTrader ...
Big Mike's Trading Forum > Trading Forums > Platforms and Indicators > NinjaTrader > Rolling, Hourly VWAP ?
May 27th, 2013, 04:50 PM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,103
This is a quick and dirty implementation. The indicator loads minute bars. I have preset the bar period to 1 min, as this will result in the highest accuracy. The period of the VWMA is preset to 60 minutes.
The indicator can be applied to any chart.
Note: The indicator comes as a protected assembly, because I do not wish to disclose the code. However, after installation you will not notice any difference to an open source indicator. The only difference is that you cannot access and modify the code. To install the indicator, import via File -> Utilities -> Import NinjaScript. To remove the indicator, uninstall via File -> Utilities -> Remove NinjaScript Assembly. I have only tested the indicator, but not the assembly.
Do not hesitate to come back, if you have any questions. Please do not install assemblies from anyone who you do not trust.
Attached Files
Elite Membership required to download: MTF_VWMA.zip
Thanked by:
5280TRADER , Abde , brwdbill , buddy858 , cifr , dnkhoward2 , mkoning , panjm , rcabri , sharmas , Silver Dragon , Silvester17 , tang , TempletonPeck , trendisyourfriend , trs3042 , vegasfoster
May 28th, 2013, 10:19 AM
Mandeville, LA
Experience: Intermediate
Platform: Ninja Trader, Tradestation
Trading: CL, GC, ES
Posts: 101 since Dec 2011
Thanks Given: 496
Thanks Received: 154
Fat Tails
This is a quick and dirty implementation. The indicator loads minute bars. I have preset the bar period to 1 min, as this will result in the highest accuracy. The period of the VWMA is preset to 60 minutes.
The indicator can be applied to any chart.
Note: The indicator comes as a protected assembly, because I do not wish to disclose the code. However, after installation you will not notice any difference to an open source indicator. The only difference is that you cannot access and modify the code. To install the indicator, import via File -> Utilities -> Import NinjaScript. To remove the indicator, uninstall via File -> Utilities -> Remove NinjaScript Assembly. I have only tested the indicator, but not the assembly.
Do not hesitate to come back, if you have any questions. Please do not install assemblies from anyone who you do not trust.
That's just great, Harry! Thank you so very much. Really kind of you.
Best,
Daniel
February 8th, 2015, 06:45 AM
Miami, FL
Experience: Advanced
Platform: NT
Trading: ES, CL
Posts: 126 since May 2013
Thanks Given: 274
Thanks Received: 70
Fat Tails
This is a quick and dirty implementation. The indicator loads minute bars. I have preset the bar period to 1 min, as this will result in the highest accuracy. The period of the VWMA is preset to 60 minutes.
The indicator can be applied to any chart.
Note: The indicator comes as a protected assembly, because I do not wish to disclose the code. However, after installation you will not notice any difference to an open source indicator. The only difference is that you cannot access and modify the code. To install the indicator, import via File -> Utilities -> Import NinjaScript. To remove the indicator, uninstall via File -> Utilities -> Remove NinjaScript Assembly. I have only tested the indicator, but not the assembly.
Do not hesitate to come back, if you have any questions. Please do not install assemblies from anyone who you do not trust.
Is there a rolling vwap with this version plotting the 2 std ?
Thanks
February 8th, 2015, 05:58 PM
Berlin, Europe
Market Wizard
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
Thanks Given: 4,242
Thanks Received: 27,103
wxsim1
Is there a rolling
vwap with this version plotting the 2
std ?
Thanks
I have not coded such an indicator.
April 24th, 2023, 08:45 AM
Bristol
Posts: 2 since Jul 2020
Thanks Given: 0
Thanks Received: 0
Is a new version of this available?
Fat Tails
This is a quick and dirty implementation. The indicator loads minute bars. I have preset the bar period to 1 min, as this will result in the highest accuracy. The period of the VWMA is preset to 60 minutes.
The indicator can be applied to any chart.
Note: The indicator comes as a protected assembly, because I do not wish to disclose the code. However, after installation you will not notice any difference to an open source indicator. The only difference is that you cannot access and modify the code. To install the indicator, import via File -> Utilities -> Import NinjaScript. To remove the indicator, uninstall via File -> Utilities -> Remove NinjaScript Assembly. I have only tested the indicator, but not the assembly.
Do not hesitate to come back, if you have any questions. Please do not install assemblies from anyone who you do not trust.
Last Updated on April 24, 2023