VWAP Order Flow Strategy

[carolle0953]

I'm new and need assistance in coding an Order Flow VWAP Crossover strategy. I have a lifetime NT8 license. Anyone have a template I could use? Thanks.

[RT001]

Maybe you intended to post in the NT8 forum? In any case - in NT8 at least - you can use this code to retrieve the vwap value if you have the order flow license:

// Put this in the OnBarUpdate() section:

double vwapVal = OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("Default 24 x 7"), VWAPStandardDeviations.None, 1, 2, 3).VWAP[0];
Print("The current VWAP is: " + vwapVal);

Then you can look into the strategy sample provided with NT8 "SampleMACrossover.cs" for a very clear and simple crossover logic to manage your trades. Good luck!

[carolle0953]

Yes, I did mean to post that in NT8 (I'm a newb). Thanks for the reply - will give that a shot!