Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

VWAP Update

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    VWAP Update

    This is an update to my recent VWAP indicator. Updates include: arbitrary anchor by date/time, and plot of price delta from VWAP.
    Attached Files

    #2
    Thank you very much.
    Great update.

    Comment


      #3
      Many years ago I was intrigued by an anchored vwap I was applying using TC2000, it was quite impressive when going back several days to a high point for the anchor. It was not the Date and time it was anchored more to the bar of the Max High or bar of the Min Low on 60 Min Candles over many days. I abandon the use of this as was near impossible to scan for. Is there a way to modify this to anchor in that manor? Thanks for the work

      Last edited by DTSSTS; 03-26-2022, 07:35 AM.

      Comment


        #4
        I had downloaded some time ago the attached difference indi, but I could not use it much because it is not compatible with the Strategy Builder. Maybe you can use it for showing plot "delta" of your vwapx.
        Thank you.

        Click image for larger version

Name:	ES 06-22 (Wicked 3) 2022_03_26 (15_32_48).png
Views:	2293
Size:	122.9 KB
ID:	1195367
        Click image for larger version

Name:	ES 06-22 (Wicked 3) 2022_03_26 (15_33_29).png
Views:	2226
Size:	105.4 KB
ID:	1195368

        [ATTACH]n1195369[/ATTACH]

        Comment


          #5
          guidoisot Ill look into updating it to add an option to plot the delta price like that. DTSSTS I think that update wouldnt be too difficult to add. Ill look into "auto" anchor based on high/low of given time period.

          Comment


            #6
            Thanks, I did go back and look at what I had noticed about the vwap it self when using 2 VWAP plots, One to the Bar with the MAX High over a given period of SET number of bars and then One to the Bar with the MIN Low over the same period of SET number of bars.

            When those two bars closed in range to near or touching, this became a big Inflection point. IT was a tool in Swing trading, but with the lack of ability to scan for the set up I never studied it any further in Day Trading.

            Good Trading

            Comment


              #7
              thanks, great update...

              I would like to suggest improvement:

              1- Opcion disable only anchor Date

              2-"Anchor Time End". You could choose periods of time and hour (sessions etc). ..
              if possible both with Times that include seconds....
              format:00:00:00 for greater precision


              thanks in advance.
              Best regards
              Last edited by GustavoHC; 04-03-2022, 03:41 AM.

              Comment


                #8
                I would like to suggest two additional options, i.e. to be able:
                - to repeat every day the selected interval going from the start of the anchor time to the end of the anchor time;
                - to toggle the transparent color for either delta or for vwap and its std deviations by checking one single parameter of the indicator;
                Thank you

                Comment


                  #9
                  Originally posted by guidoisot View Post
                  I would like to suggest two additional options, i.e. to be able:
                  - to repeat every day the selected interval going from the start of the anchor time to the end of the anchor time;
                  - to toggle the transparent color for either delta or for vwap and its std deviations by checking one single parameter of the indicator;
                  Thank you
                  hello I think your first option could be done with the first mine to activate that function. Best regards

                  Comment


                    #10
                    Originally posted by jhirsh View Post
                    This is an update to my recent VWAP indicator. Updates include: arbitrary anchor by date/time, and plot of price delta from VWAP.
                    Thank you SO MUCH! God bless you, appreciate it a ton!

                    Comment


                      #11
                      Also is it possible to have the anchored VWAP as a tool where we can just plot it on any bar that we choose? Thanks a lot

                      Comment


                        #12
                        Hello.

                        Would be great the option to calculate the vwap and deviations only of "n" bars ago.

                        Thanks.

                        Comment


                          #13
                          Thanks a lot. I use a start time but see it plotting even before that time. Why? Thought the purpose of it was to start at the time indicated in input.
                          Thanks.

                          Comment


                            #14
                            Originally posted by jhirsh View Post
                            This is an update to my recent VWAP indicator. Updates include: arbitrary anchor by date/time, and plot of price delta from VWAP.
                            AMAZING THANKS FOR SHARING THIS INDICATOR...

                            One question, for the VWAP you have tested enough right? i meant the formula is working OK

                            Comment


                              #15
                              Originally posted by jimmy_NT View Post

                              AMAZING THANKS FOR SHARING THIS INDICATOR...

                              One question, for the VWAP you have tested enough right? i meant the formula is working OK
                              Formula is correct. Just not sure why it does not anchor at start point. Unless I am doing something wrong.

                              Comment

                              Latest Posts

                              Collapse

                              Topics Statistics Last Post
                              Started by ageeholdings, Today, 07:43 AM
                              0 responses
                              6 views
                              0 likes
                              Last Post ageeholdings  
                              Started by pibrew, Today, 06:37 AM
                              0 responses
                              4 views
                              0 likes
                              Last Post pibrew
                              by pibrew
                               
                              Started by rbeckmann05, Yesterday, 06:48 PM
                              1 response
                              14 views
                              0 likes
                              Last Post bltdavid  
                              Started by llanqui, Today, 03:53 AM
                              0 responses
                              6 views
                              0 likes
                              Last Post llanqui
                              by llanqui
                               
                              Started by burtoninlondon, Today, 12:38 AM
                              0 responses
                              12 views
                              0 likes
                              Last Post burtoninlondon  
                              Working...
                              X