VWAP Update

[Trader17]

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

That is what it is supposed to do.

[HinduMVP]

That is what it is supposed to do.

Got it, thanks

[aligator]

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

Very Nice! Can the indicator be modified to be anchored to Swing highs and lows, to simply draw VWAP for swing length?

Thanks

[HinduMVP]

That is what it is supposed to do.

Hey so it does do that, but the thing is we have to go on the VWAP settings and manually type in the date. I believe it's possible to have a tool where you just click on the bar and it plots it instead.

[shameer km]

Can you add timeframes option? like weekly,montly,quarterly,yearly.

[Richard0168]

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

Outstanding! Thanks for sharing your work!!

[mase2005]

jhirsh THANK YOU!!!

[tradertom2012]

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

Great work, have you got a weekly version of this available?

[FutureDragon]

Great work, and Thanks for the contribution to the community. I have two suggestions:
1) Add VScore Plot (ZScore like for VWAP), formula is VScore[0] = PriceDelta[0]/deviation;
2) Add a switch to display in lower panels for VScore, PriceDelta. Right now it can be done by change the color of other plots to transparent, but it will be easier for people use it on the lower panels.

Occasionally, VScore (also ZScore) can have an single abnormally large number so it needs to be filtered out, and replacing with the previous score is a good compromise. Here is the updated code:

VScore[0] = PriceDelta[0]/deviation;

if (Math.Abs(VScore[0]) > 5) VScore[0] = VScore[1];

[esmall]

I like your vwap2 dont need more stuff. If you want retrace tool / indicator try mine EdsRetracePlan.com

[cctrades01]

jhirsh new to ninja, vwap is a big part of my trading, are we able to turn off the std deviation bands? Is this different than a standard vwap is ninja order flow vwap the same as standard vwap? Thank you in advance .

[guidoisot]

Great work, and Thanks for the contribution to the community. I have two suggestions:
1) Add VScore Plot (ZScore like for VWAP), formula is VScore[0] = PriceDelta[0]/deviation;
2) Add a switch to display in lower panels for VScore, PriceDelta. Right now it can be done by change the color of other plots to transparent, but it will be easier for people use it on the lower panels.

Hi @FutureDragon
as @jhirsh probably did not have the time to implement your suggestions, would you please add them yourself into a new indicator ?
Thank you.

[shantzzz]

Wish list:

1. Choose to display both regular trading hours VWAP and extended trading hours (24h) VWAP
2. Display mid-point VWAP

Thanks and great work!

[tkaboris]

hi, I dont know why but I am using vwap in the strategy and it plots different values.
See in the picture, cyan steady line is vwap indicator, however another cyan line (dropped down) is an vwap indicator loaded in strategy and it plots differently. Why it is so?

vWapInd = VWAP();
                vwapValue = new Series<double>(this);
                AddChartIndicator(vWapInd);
                vwapValue = vWapInd.PlotVWAP;​

[h00ch]

Thanks so much for this indicator! It works great except I just noticed when changing "Calculate" to "On price change", the VWAP line stops working properly and is being too affected by the current candle. (same thing happens when changed to "On each tick")