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Rolling VWAP - ETH VWAP on RTH chart
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Rolling VWAP - ETH VWAP on RTH chart

  #1 (permalink)
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Rolling VWAP - ETH VWAP on RTH chart

I was looking to get the ETH VWAP on an RTH chart for Tradestation. Since I was unable to find one, I ended up writing one using ADE. This indicator set involves a Sender on the ETH chart and Receiver on the RTH chart. Sender and Receiver could use different symbols ( @ES and @ESM15.D etc ) and intervals ( 30 min sender, 2 min receiver etc ). If interval and symbol vary, adjust the input for the receiver indicator.


Please note, when you import the indicator, only import the RollingVWAP_R and RollingVWAP_S indicator and DO NOT import ADE and MAP functions as I have the functions from ELCollections2.dll.

Please note you will need ELCollection to use this. You can get this from Tradestation forum.

EDIT : Indicator Attached below.


Last edited by rahulgopi; March 20th, 2015 at 09:34 PM.
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rahulgopi View Post
I was looking to get the ETH VWAP on an RTH chart for Tradestation. Since I was unable to find one, I ended up writing one using ADE. This indicator set involves a Sender on the ETH chart and Receiver on the RTH chart. Sender and Receiver could use different symbols ( @ES and @ESM15.D etc ) and intervals ( 30 min sender, 2 min receiver etc ). If interval and symbol vary, adjust the input for the receiver indicator.

Please PM me if you would like to try this.

Please note, when you import the indicator, only import the RollingVWAP_R and RollingVWAP_S indicator and DO NOT import ADE and MAP functions as I have the functions from ELCollections2.dll.

Please note you will need ELCollection to use this. You can get this from Tradestation forum.

You need to post it here. We do not allow "PM me if you want to try it" crap.

If you don't, I will assume you are selling it or are a vendor, both of which are not allowed and your post will be deleted and/or your account banned.

Mike

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  #3 (permalink)
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Big Mike View Post
You need to post it here. We do not allow "PM me if you want to try it" crap.

If you don't, I will assume you are selling it or are a vendor, both of which are not allowed and your post will be deleted and/or your account banned.

Mike

Where do I post it Mike ? I did not realize I can post it since I am not a Elite member .

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rahulgopi View Post
Where do I post it Mike ? I did not realize I can post it since I am not a Elite member .

Attach it to your post. Make certain you are providing the source code, as we don't allow DLL's.

Mike

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  #5 (permalink)
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Indicator Attached

Code is open, feel free to modify and use it.

As I mentioned, do not import ADE and MAP functions from ELCollection as this may be in conflict with the ELCollection you have, unless it is the latest one.

You can get the latest ELCollection from here

https://community.tradestation.com/Discussions/Topic.aspx?Result=1&Topic_ID=128732

Attached Files
Register to download File Type: eld ROLLINGVWAP.ELD (206.0 KB, 91 views)
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Thank You Very Much Rahulbhai

Thank you very much for ELD

Jay SaiRam

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Jay Sairam View Post
Thank you very much for ELD

Jay SaiRam

Glad you find it useful. To get the plot close to Zunaa VWAP, configure Price to (high+low)/2.
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folks, please post a few screen shots of the vwap if u find it useful. will be good to see it applied to charts.

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  #9 (permalink)
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paps View Post
folks, please post a few screen shots of the vwap if u find it useful. will be good to see it applied to charts.

sorry, somehow missed this post. Here is a screen-shot. I have found 24 hr VWAP very useful on my RTH chart, but then again I have few very specific strategies around 24 hr VWAP.
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Thanks to Rahulbhai


Hi, Rahulbhai

Thank you very much for your rolling vwap

I just installed in my tradestation platform today, looks like it is great addition to Zunaa indicator tool. it is very useful to use as a second component as Kent talk about. I am very interested in your SP1 and SP2 zone indicator to plot on chart, If i can get that i will really appreciate it.God bless you and your family . thank you very much.

Jay Sairam

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Rolling VWAP - ETH VWAP on RTH chart-sairam.png  
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