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VWAP Update
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Originally posted by jhirsh View PostThis is an update to my recent VWAP indicator. Updates include: arbitrary anchor by date/time, and plot of price delta from VWAP.
Thanks
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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];Last edited by FutureDragon; 02-01-2023, 10:56 PM.
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I like your vwap2 dont need more stuff. If you want retrace tool / indicator try mine EdsRetracePlan.com
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Originally posted by FutureDragon View PostGreat 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.
as @jhirsh probably did not have the time to implement your suggestions, would you please add them yourself into a new indicator ?
Thank you.
- Likes 3
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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?
Code:vWapInd = VWAP(); vwapValue = new Series<double>(this); AddChartIndicator(vWapInd); vwapValue = vWapInd.PlotVWAP;
- Likes 1
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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")
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