VWAP for intraday time and tick bars  [SOLVED]

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syswizard
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VWAP for intraday time and tick bars

Postby syswizard » 14 Jan 2019

I read most of the relevant posts like this one: viewtopic.php?f=20&t=46112&p=102764&hilit=VWAP#p115750
But it is still not clear to me if this is possible:
Is it possible to get the VWAP for a 200/400/1200 tick chart ?
I'd like to base my studies / signals on the VWAP of xxx ticks, not the average of the Hi/Lo/Close of the xxx tick bars.
If this is not possible, can it be done with a DLL ?
I'm using IQFeed as the data source.

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Anna MultiCharts
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Re: VWAP for intraday time and tick bars

Postby Anna MultiCharts » 15 Jan 2019

Hello, syswizard!

The pre-built WVAP reset indicator doesn’t have any restrictions for the bar type/resolution. It can be calculated on a xxx tick chart.
What’s the exact difficulty you’re facing?

syswizard
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Re: VWAP for intraday time and tick bars

Postby syswizard » 15 Jan 2019

Thanks Anna - I just was confused as to the differences between the 3 VWAP indicators....that's all.
In the case of day trading, would not the VWAP_noreset indicator be more appropriate ?

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Anna MultiCharts
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Re: VWAP for intraday time and tick bars  [SOLVED]

Postby Anna MultiCharts » 17 Jan 2019

syswizard,

There’s only one VWAP indicator that’s pre-built in the program – VWAP reset, so I’m not sure what 3 VWAP indicators you’re referring to.
You can find the description of how it works here:
viewtopic.php?t=8952
In the case of day trading, would not the VWAP_noreset indicator be more appropriate?
– I’m afraid we cannot advice on this as this depends on your goals.


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