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VWAP Update

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    #31
    Nice job. Thanks so much!!!!

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      #32
      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

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        #33
        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.
        Last edited by abevlll; 09-24-2023, 06:50 PM.

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          #34
          Originally posted by abevlll View Post
          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

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            #35
            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.

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              #36
              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.

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                #37
                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.

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