Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Getting Order Flow VWAP value at a specific bar index

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    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

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Mindset, 04-21-2026, 06:46 AM
    0 responses
    63 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Started by M4ndoo, 04-20-2026, 05:21 PM
    0 responses
    91 views
    0 likes
    Last Post M4ndoo
    by M4ndoo
     
    Started by M4ndoo, 04-19-2026, 05:54 PM
    0 responses
    48 views
    0 likes
    Last Post M4ndoo
    by M4ndoo
     
    Started by cmoran13, 04-16-2026, 01:02 PM
    0 responses
    105 views
    0 likes
    Last Post cmoran13  
    Started by PaulMohn, 04-10-2026, 11:11 AM
    0 responses
    63 views
    0 likes
    Last Post PaulMohn  
    Working...
    X