VWAP and PVP

[pkinoc]

I found a VWAP indicator on this site written by NinjaTrader_Josh but it doesn't include PVP which is important when using VWAP for trading. Does anybody have a modified version that includes this or possibly a link for the calculation so I can try to code it myself?

Thanks,
Peter

[NinjaTrader_Bertrand]

Unfortunately I'm not aware of a script for the peak volume price Peter, but it should be straightforward from the codes already present around this topic. You can also check the CalculateValueArea from the sharing section for ideas.

[tastudios]

Pvp

Added a PVP indicator in the file sharing section.

[NinjaTrader_Bertrand]

Thanks for sharing and welcome to our forums!

[sp139214]

Interested in PVP as well

I am interested in PVP as well.. If anyone has anything like this, let us know.

[NinjaTrader_JoshP]

tastudios said he added something in the file sharing section. Please check out there.

[enochbenjamin]

has anyone founf the pvp indicator? am i missing something?

[Eric M.]

Under search for NinjaScript files, type in "PVP (Peak volume Price)"
Include the inverted commas.
That will take you directly to the indicator !!

Eric

[rabcnesbit]

Pvp

This indicator would appear to have been created by tastudios back in 06-18-2009. Does any one know whether the indicator is still accurate, or whether there is a newer up-to-date version? Mnay thanks

[sniper]

PVP indicator

Where can i find this indicator in the forum ?

Thanks

[NinjaTrader_ChelseaB]

Hi sniper,

Where can i find this indicator in the forum ?

Thanks

http://www.ninjatrader.com/support/f...php?linkid=205

[sniper]

Thanks a lot

[iq200]

PVP is defined as peak volume price ie.the Max volume currently at a price. Therefore what needs to happen is that all prices today need to be analysed and the line plotted at the price which has peak volume. To do this you would need tick data with a price bin size value to collect volume. Sounds to me like POC (volume profile).

I looked at the code for this PVP indicator in the downloads section and all it does is to scroll through time and plot a horicontal line from the price which has peak volume. Please correct me if I am wrong but this seems wrong to me.

[NinjaTrader_ChrisL]

Hello iq200, thanks for your post.

The PVP indicator is a direct conversion from the NT7 version the original poster of the script is called tastudios. The scripts come "as is", but you're welcome to post any alternate solution.