VWAP Update

[SheriDi]

Nice job. Thanks so much!!!!

[Brockjava]

jhirsh, thank you for the indicator! Is it possible to anchor it at the NY Midnight? I'm looking to code a strategy which would require this setting.

Thank you,

Brockjava

[abevlll]

Thanks for the update!!! It's got everything I need or want in a vwap indicator except one thing..... I trade intraday so I use vwap as an intraday indicator. Love having the ability to designate a data and time for the anchor.

Would it be possible to add the option of an a daily anchor at the same time. I.e. I want to anchor vwap at 9:30AM every day. For the moment, however, I can do that manually as part of my morning start-up ritual. Thanks again!! Really nice to have vwap available with standard deviations included.

Geeez! I'm really lazy if I can't go in and change the date each AM.

[Brockjava]

Thanks for the update!!! It's got everything I need or want in a vwap indicator except one thing..... I trade intraday so I use vwap as an intraday indicator. Love having the ability to designate a data and time for the anchor.

Would it be possible to add the option of an a daily anchor at the same time. I.e. I want to anchor vwap at 9:30AM every day. For the moment, however, I can do that manually as part of my morning start-up ritual. Thanks again!! Really nice to have vwap available with standard deviations included.

Geeez! I'm really lazy if I can't go in and change the date each AM.

You took the words out of my mouth! haha

[gbourque]

Hey VWAP author jhirsh,

I downloaded your VWAPx indicator. Unfortunately, it froze up with Renko bars. I looked at the code and noticed you were getting each bar's volume by referencing the Ninjatrader VOL indicator. I changed all references to VOL()[0] to Bars.GetVolume(0), and that fixed the lockup problem. However, the VWAP line is slightly different with this approach. I tried Calculate = Calculate.OnEachTick, but it didn't make any difference.

I then tried adding the one line in VOL that is significant to your indicator, which is:

Value[0] = Instrument.MasterInstrument.InstrumentType == InstrumentType.CryptoCurrency ? Core.Globals.ToCryptocurrencyVolume((long)Volume[0]) : Volume[0];

and just calculated it in OnBarUpdate() in VWAP,cs, and stored it in a Series. That worked, except again it locked up with Renko bars. Something weird with Volume on Renko bars.

Anyway, my version works well enough. Thanks.

[manjuvreddy]

Hi jhirsh, how to use this VWAP in strategy, like adding to Chart, how to get Std 2 value. Your help appreciated. Thanks for creating this indicator.

[davydhnz]

jhirsh

Would you consider converting this open source Anchored VWAP indicator into a drawing tool?

https://ninjatraderecosystem.com/use...s-indicator-2/

Thank you for your VWAP indicator.