I trade share and commodity cfds. These have volume (i know FX doesnt). On tradingview.com I can see the VWAP and VWMA on commodities and shares. I need a broker who has the same indicators because tradingview isnt a broker and switching between screens when trying to trade the M1/M5 graphs is slow and less effective.
I think you're saying that your trading platform is solely MT4, and you're looking for a indicator that will display you the VWAP for whatever chart you put it on. I am just (re)stating it that way because, it's not a matter of finding a broker that does or doesn't provide such an indicator: it's just a flat out matter of finding such an indicator for the MT4 platform.
I used to be very fluent in MT4 years ago, and had some such indicators, but, many of them don't work any longer. Metaquotes has made changes to MQL4 over the years (via the mandatory platform push updates), and many an indicator that used to work, no longer does, either because of syntax changes or other reasons.
While MT4 has usefulness, because of the grossly poor way in which it stores historical data, it lacks decent granularity on how well it can display or properly calculate anything historical. For example, it stores nothing with any greater detail than a minute bar's high, low, open, close and volume. There is no up/down tick info, and no detail into the 60 seconds that occurred within that 1 minute bar.
I just googled for MT4 and VWAP and am surprised there seems to be no 'advanced' indicators since the 2011/2012 timeframe; that might be because MT5 is where they are focusing development.
There is another VWAP indicator here, but I am not a fan of the timeframe limitations it has. I and most traders want to see VWAP on a daily basis (from the official [day] open time of the instrument), or on a weekly or monthly basis, and this indicator doesnt let you specify that granularity of detail through it's settings. It does though have some usefullness and works on the current version of MT4: Looking for Useful Indicators @ Forex Factory
Some more VWAP MT4 indicators here, but I have not tried them and don't know if they would compile under the current MT4 builds: Help please - VWAP
For a Market Profile, which I seem to recall included a POC, maybe a VWAP, and of course LVN/HVN zones, this was a neat indicator, but alas, it is from 2011, and does not work under the current MT4 build 670; it compiles with many but what seem solely syntax errors I think, so, someone with some MQL skills could probably update it: Auction Market Theory and Market Profile - Page 33 @ Forex Factory
The same user on that same forum wrote some pretty advanced indicators including TPO charting in MT4; I suspect though they may not compile under the current MT4. Nevertheless, you can explore them via his profile page and reviewing the attachments he has made to the forum.
Hopefully that is of some help. But, as noted by others, you're really swimming upstream trying to calculate things like VWAP, market profile, etc, in MT4. There are probably online web based packages that can do it better, for either free, or a minimum monthly access charge. (or, consider something like a TOS demo? Not sure if they are live or 20min delayed, if cost is a factor)
BTW, if you need help on where to place the *.MQ4 files you download, how to compile them and get them to appear on your MT4 charts, let me know.
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