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Getting Order Flow VWAP value at a specific bar index

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    Getting Order Flow VWAP value at a specific bar index

    Hi,
    How can I get the Order Flow VWAP value at a specific bar index for my indicator. I need something like this double SMAvalue = SMA(14) [CurrentBars[0]]; but with order flow VWAP instead of SMA and bar index instead of CurrentBars[0].
    Thanks in advance,

    #2
    Hello MSerag,

    Series<double> are accessed with barsAgo indexes.

    If you have an absolute bar index, subtract this from CurrentBar to get the barsAgo index.

    For example if you wanted the absolute bar index bar 55:
    double VWAPValue = OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("CME US Index Futures RTH"), VWAPStandardDeviations.Three, 1, 2, 3).VWAP[CurrentBar - 55];

    Below is a link to the help guide on the Order Flow VWAP.


    Chelsea B.NinjaTrader Customer Service

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