Code for VWAP with Standard Deviation

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jimzal83@gmail.com
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Code for VWAP with Standard Deviation

Postby jimzal83@gmail.com » 20 Nov 2014

I am looking for the code to run VWAP starting at the beginning of each day
and going through the day no matter what time frame I am looking at. I
believe it is the VWAP reset.
I am looking to have the 1 and 2 standard deviation above and below the
vwap reset also.
I am a newer trader and am just looking for some help. Can you help me
with the code to install in multicharts.net. If you do not know, can you
tell me where to go to find the info. tks.
Jim

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Henry MultiСharts
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Re: Code for VWAP with Standard Deviation

Postby Henry MultiСharts » 21 Nov 2014

Hello Jim,

In order to calculate the standard deviation you need to utilize the PublicFunctions.StandardDeviationCustom method. Check the help file (PowerLanguage .Net Editor->Help tab-> PowerLanguage .Net Help) to learn the data it accepts.

Here is an example:

Code: Select all

double stdVal =Bars.Close.StandardDeviationCustom(14, 1);
Then you need to plot this value: 4.3 Plotting on the Chart


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