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extend vwap lines into today


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extend vwap lines into today

  #11 (permalink)
 wwwingman 
Paris, France
 
Experience: Intermediate
Platform: SC, NT, ToS
Trading: CME & Eurex Futures
Posts: 116 since Apr 2011
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scottemp View Post
W-

I tried to use them the issue is it resets after x periods ... ( I set it to minutes and x period length and it resets every x periods) it's like your anchor. I emailed SC support without a response. I would like the value lines and vpoc setup like your channels along with the deviation lines.

Thanks
Scott

@Scott ,

Here is a yesterday volume value extension for a daily RTH session (same settings for time value based on TOI value area study). If you want to see the developing value add another volume value and set it to developing. Set it to 1 day, not number of minutes in a day.



W.

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  #12 (permalink)
 scottemp 
Chicago, IL
 
Experience: Intermediate
Platform: SC
Trading: ES
Posts: 17 since Jan 2013
Thanks Given: 21
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W.

I have the value lines setup like that.

What I'm trying to accomplish is showing the value (a channel) on a 5min chart of the last 30 mins only (6 bars back), with the last 6 bars not resetting but rolling for the next bar.

I hope I'm explaing this correctly.

Scott

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  #13 (permalink)
 
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 cory 
virginia
 
Experience: Intermediate
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scottemp View Post
W.

I have the value lines setup like that.

What I'm trying to accomplish is showing the value (a channel) on a 5min chart of the last 30 mins only (6 bars back), with the last 6 bars not resetting but rolling for the next bar.

I hope I'm explaing this correctly.

Scott

a mock-up picture will save you time to describe it correctly.

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  #14 (permalink)
 scottemp 
Chicago, IL
 
Experience: Intermediate
Platform: SC
Trading: ES
Posts: 17 since Jan 2013
Thanks Given: 21
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Should have posted this before.

As you can see the value lines reset every 6 bars, what I need is not to reset just drop the 1st bar and add the last bar to the calculations to create a channel.




Thanks again!
Scott

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  #15 (permalink)
 wwwingman 
Paris, France
 
Experience: Intermediate
Platform: SC, NT, ToS
Trading: CME & Eurex Futures
Posts: 116 since Apr 2011
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scottemp View Post
W.

I have the value lines setup like that.

What I'm trying to accomplish is showing the value (a channel) on a 5min chart of the last 30 mins only (6 bars back), with the last 6 bars not resetting but rolling for the next bar.

I hope I'm explaing this correctly.

Scott

I think your question is off topic (may I remind the subject of this thread is about yesterday value extended to today).

If you are looking for a volume value channel I cannot help. However, I wonder if the volume profile can be helpful. There is a period type that uses the last X bars to draw the profile (and compute VPOC+value...). It will not draw a channel but it will draw the current value of the last X bars available and update when a new bar starts.


If this does not answer your need, I suggest you make a new thread about it. BTW : you can look for an available developer in the developing your indicator for free thread (use the nexusfi.com (formerly BMT) search engine).

W.

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  #16 (permalink)
 crazybears 
Alesia E.U.
 
Experience: Intermediate
Platform: Sierra chart
Trading: Futures
Posts: 168 since Feb 2011
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Hi wwwingman

thanks for your sharing

i'm trying to insert anchored vwap into my trading tools .
i can't figure out how to delete the anchor vwap drew

thanks

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  #17 (permalink)
 wwwingman 
Paris, France
 
Experience: Intermediate
Platform: SC, NT, ToS
Trading: CME & Eurex Futures
Posts: 116 since Apr 2011
Thanks Given: 339
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crazybears View Post
Hi wwwingman

thanks for your sharing

i'm trying to insert anchored vwap into my trading tools .
i can't figure out how to delete the anchor vwap drew

thanks

To delete de anchorvwap study go to studies and remove it.

W.

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  #18 (permalink)
 crazybears 
Alesia E.U.
 
Experience: Intermediate
Platform: Sierra chart
Trading: Futures
Posts: 168 since Feb 2011
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sorry my request was not clear , i would know if there is a method to reset indicator without remove it .
i tried to click where there is not candle formed yet , but when price arrive there vwap appears

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  #19 (permalink)
 Tradabull 
BeNeLux
 
Experience: Advanced
Platform: SierraChart
Trading: Futures
Posts: 16 since May 2013
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Very nice work wwwingman, many thanks for sharing.

On the ECIAnchorVwapV1.2, it seems that it's not possible to set the Extend stddev #1, 2, 3 and 4 to No ... even if I change the draw style in the subgraph to Hidden or ignore for those lines ...
I have zero skill to change a cpp file ... in advance, thanks for your help.

Regards.

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  #20 (permalink)
 wwwingman 
Paris, France
 
Experience: Intermediate
Platform: SC, NT, ToS
Trading: CME & Eurex Futures
Posts: 116 since Apr 2011
Thanks Given: 339
Thanks Received: 194



Tradabull View Post
Very nice work wwwingman, many thanks for sharing.

On the ECIAnchorVwapV1.2, it seems that it's not possible to set the Extend stddev #1, 2, 3 and 4 to No ... even if I change the draw style in the subgraph to Hidden or ignore for those lines ...
I have zero skill to change a cpp file ... in advance, thanks for your help.

Regards.

Hi @Tradabull ,

It seem to work as intended. Maybe the way to use it is not clear.

The idea behind the extension is to stop the vwap calculation and to extend the values for further usage.

By default, the anchorvwap is in continuous mode, which means there is no end. If you change the end type to other modes (like stop on end date/higher high/...) vwap calculation will be stopped and you can have a vwap extension.

Here is an example of the ES daily anchored somewhere in 2013, with an end date March 1st 2014, and extesion activated.


If this message does not help, please send a screen capture of ECIAnchorVwap parameters.

W.

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