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Rolling, Hourly VWAP?
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Created: by buddy858 Attachments:1

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Rolling, Hourly VWAP?

  #1 (permalink)
Mandeville, LA
 
Trading Experience: Intermediate
Platform: Ninja Trader, Tradestation
Favorite Futures: CL, GC, ES
 
buddy858's Avatar
 
Posts: 101 since Dec 2011
Thanks: 496 given, 151 received

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)
las vegas
 
Trading Experience: Intermediate
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Which platform?

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  #3 (permalink)
Mandeville, LA
 
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Posts: 101 since Dec 2011
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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)
Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
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Fat Tails's Avatar
 
Posts: 9,800 since Mar 2010
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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.

Attached Files
Register to download File Type: zip MTF_VWMA.zip (29.2 KB, 316 views)
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  #5 (permalink)
Mandeville, LA
 
Trading Experience: Intermediate
Platform: Ninja Trader, Tradestation
Favorite Futures: CL, GC, ES
 
buddy858's Avatar
 
Posts: 101 since Dec 2011
Thanks: 496 given, 151 received

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)
Miami, FL
 
Trading Experience: Advanced
Platform: NT
Favorite Futures: ES, CL
 
Posts: 126 since May 2013
Thanks: 274 given, 70 received


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)
Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
Fat Tails's Avatar
 
Posts: 9,800 since Mar 2010
Thanks: 4,237 given, 26,429 received


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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