5minVWAP for 30min FDAX

[Blackburn]

Hallo,

i want to implement the value of the 5min VWAP in my 30min strategy
i try this:

protected override void Initialize()
....
Add(PeriodType.Minute, 5);


protected override void OnBarUpdate()
....
if (BarsInProgress != 0)
return;

if (ToTime(Time[0]) >= 90000 && ToTime(Time[0]) <= 190000
&& Close [0] > VWAP().VWAPLine (BarsArray [1] ) [0]

I get an error. what am I doing wrong?

Blackburn

[NinjaTrader_Brett]

Hello,

Thanks for the note.

Try it this way:

VWAP(BarsArray[1]).VWAPLine[0]

Let me know if I can be of further assistance.

[Blackburn]

Hallo Brett,

thanks for your assistance. It´s works fine :-)
But how can i incert the 5min vwap indicator in my strategy:

protected override void Initialize()
{
....
Add(SMA(5)); /// as an example for 5min SMA

i try for VWAP:
Add (VWAP(5).VWAPLine[0]); but it does not works (i mean the 5min vwap indicator).

Thanks Blackburn

[NinjaTrader_Brett]

Hello,

Is this on a 5 min chart?

Also SMA(5) is for a 5 period SMA not a 5 minute chart SMA.

Let me know if I can be of further assistance.

[Blackburn]

Hallo,

you're right.
I meaning a 5 period SMA, not 5 min SMA.
How can I programm the 5 period VWAP ? The SMA was only an example.

Blackburn

[NinjaTrader_Brett]

Hello,

Since VWAP is not a standard indicator that comes with NinjaTrader by default I'm really not exactly clear how you would add the parameters in.

Try typing in the code editor VWAP( then as soon as you put the ( it should pop up with intellisense to show you what the parameters are. Then you just fill them in as you see them.

Let me know if I can be of further assistance.