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Rolling, Hourly VWAP?


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Rolling, Hourly VWAP?

  #1 (permalink)
 
buddy858's Avatar
 buddy858 
Mandeville, LA
 
Experience: Intermediate
Platform: Ninja Trader, Tradestation
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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)
 vegasfoster 
las vegas
 
Experience: Intermediate
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Which platform?

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  #3 (permalink)
 
buddy858's Avatar
 buddy858 
Mandeville, LA
 
Experience: Intermediate
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Trading: CL, GC, ES
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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)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
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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)
 
buddy858's Avatar
 buddy858 
Mandeville, LA
 
Experience: Intermediate
Platform: Ninja Trader, Tradestation
Trading: CL, GC, ES
Posts: 101 since Dec 2011
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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.

That's just great, Harry! Thank you so very much. Really kind of you.

Best,

Daniel

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  #6 (permalink)
 wxsim1 
Miami, FL
 
Experience: Advanced
Platform: NT
Trading: ES, CL
Posts: 126 since May 2013
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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)
 
Fat Tails's Avatar
 Fat Tails 
Berlin, Europe
Market Wizard
 
Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker: Interactive Brokers
Trading: Keyboard
Posts: 9,888 since Mar 2010
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Thanks Received: 27,102


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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  #8 (permalink)
TRol99
Bristol
 
Posts: 2 since Jul 2020
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Is a new version of this available?


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.


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