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whole and 1/2 VWAP levels derived from OrderFlowVWAP??

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    whole and 1/2 VWAP levels derived from OrderFlowVWAP??

    Hi,
    I want to be able to create vwap bands around the standard session VWAP at +- 0.5/1/1.5/2/2.5/3/3.5/4 std devs
    I understand from the docs:



    that the call OrderFlowVWAP needs to be called but how can I achieve what I want please?

    Regards,
    iq

    #2
    Hello iq,

    Are you asking how to pass parameters to the OrderFlowVWAP() as defined in the help guide?

    OrderFlowVWAP(VWAPResolution resolution, TradingHours tradingHoursInstance, VWAPStandardDeviationsn umStandardDeviations, double sD1Multiplier, double sD2Multiplier, double sD3Multiplier)

    I'm guessing you want something like:

    OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("CME US Index Futures RTH"), VWAPStandardDeviations.Three, 0.5, 1, 2)

    And that you want to call multiple instances of this.

    Chelsea B.NinjaTrader Customer Service

    Comment


      #3
      Hi Chelsea,
      Many thanks. I had a feeling that was the way it should be used but wanted to clarify.
      Regards,
      iq

      Comment

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