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VWAP Update
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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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Originally posted by abevlll View PostThanks 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.
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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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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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