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Rolling, Hourly VWAP?
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Rolling, Hourly VWAP?

  #1 (permalink)
Elite Member
Mandeville, LA
 
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buddy858's Avatar
 
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Rolling, Hourly VWAP?

Would anyone happen to have a rolling, hourly VWAP that could be used across multiple time frames (range, renko, tick)?

Best,

Daniel

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  #2 (permalink)
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las vegas
 
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Which platform?

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  #3 (permalink)
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vegasfoster View Post
Which platform?

NinjaTrader...

Big Mike's Trading Forum > Trading Forums > Platforms and Indicators > NinjaTrader > Rolling, Hourly VWAP?

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  #4 (permalink)
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Answer
This post has been selected as an answer to the original posters question Answer

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.

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  #5 (permalink)
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Thanks!


Fat Tails View Post
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

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  #6 (permalink)
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Miami, FL
 
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Fat Tails View Post
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

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  #7 (permalink)
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wxsim1 View Post
Is there a rolling vwap with this version plotting the 2 std?

Thanks

I have not coded such an indicator.

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