Vwap EA

[gregorious13]

I am looking to paint a signal/enter trade once the market moves so many ticks/pips away from my vwap indicator. In strategy builder how would I instruct the EA to paint an arrow/entry once I am X ticks/pips away from the Vwap line? Thank you for your help.

[NinjaTrader_ChelseaB]

Hello gregorious13,

Do you have custom indicator called EA?
Are you actually talking about the EMA (Exponential Moving Average)

Are you using a custom VWAP indicator?

As a heads up the Order Flow VWAP cannot be used in the Strategy Builder. The script must be unlocked and coded by hand.

In an unlocked script using the Order Flow WVAP as the input series to the EMA indicator would appear as:

In the scope of the class:

private EMA               myEMA;
private OrderFlowVWAP     myOFVWAP;

In State.Configure:

AddDataSeries(Data.BarsPeriodType.Tick, 1);

In State.DataLoaded:

myOFVWAP    = OrderFlowVWAP(VWAPResolution.Standard, TradingHours.String2TradingHours("CME US Index Futures RTH"), VWAPStandardDeviations.Three, 1, 2, 3);
myEMA       = EMA(myOFVWAP.VWAP, 14);

in OnBarUpdate():

Print(string.Format("{0} | myEMA[0]: {1}", Time[0], myEMA[0]));

Below are links to the help guide.
https://ninjatrader.com/support/help...flow_vwap2.htm
https://ninjatrader.com/support/help...onential_e.htm

If you are using 3rd party scripts, inquire with the vendor or author if the script made by the 3rd party is designed for use with the Strategy Builder.