VWAP Code

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Trent
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VWAP Code

Postby Trent » 11 Mar 2015

I'm new to your forum and have a question for the more experienced Multicharts users please?

I have been searching for a VWAP indicator for Multicharts which does not reset.
I'm trading extended trading hours futures and no matter what settings I put into VWAP reset the indicator resets at midnight.

Would someone please be able to help me with a standard VWAP indicator which begins plotting at session Open and finishes plotting at session Close?
Or is there a way to change the code of VWAP reset to plot from session open to close without any resets?

I have been using a VWAP in NT but am in the process of upgrading to Multicharts and have attached a pic of what I've been using.

Your assistance is appreciated.
Attachments
VWAP 2.jpg
(209.71 KiB) Downloaded 1428 times

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TJ
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Re: VWAP Code

Postby TJ » 11 Mar 2015

I'm new to your forum and have a question for the more experienced Multicharts users please?
I have been searching for a VWAP indicator for Multicharts which does not reset.
I'm trading extended trading hours futures and no matter what settings I put into VWAP reset the indicator resets at midnight.
Would someone please be able to help me with a standard VWAP indicator which begins plotting at session Open and finishes plotting at session Close?
Or is there a way to change the code of VWAP reset to plot from session open to close without any resets?
I have been using a VWAP in NT but am in the process of upgrading to Multicharts and have attached a pic of what I've been using.
Your assistance is appreciated.
See the "Search Box" at the top right corner of this page?
Type in "VWAP" and you will find your answer. You are not the first one to attempt this.

Trent
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Re: VWAP Code

Postby Trent » 12 Mar 2015

Thanks TJ,

I've searched the forum extensively prior to posting and all I could find was VWAP_Non_Reset.pla
Support told me that it's Multicharts.net code not compatible with Multicharts, and it may still reset at midnight?
Or a VWAP bands study which is for RTH only.

They also tell me I can edit the language to stop it from resetting at midnight but I don't know how to make it work.
I'm only new to Multicharts and am attempting to move across from NT.

Thanks again.

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TJ
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Re: VWAP Code

Postby TJ » 12 Mar 2015

I have just uploaded this code:

VWAP (Monthly, Weekly, Daily)
viewtopic.php?f=5&t=48311

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arnie
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Re: VWAP Code

Postby arnie » 12 Mar 2015

See if this one do the trick.

viewtopic.php?f=5&t=16154&p=114245#p114245

This one also plots the 4 stddev of the VWAP.
Just set to false the ones you don't want.

Trent
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Re: VWAP Code

Postby Trent » 13 Mar 2015

Thank you TJ & Arnie,

TJ, I was unable to compile the code it keeps coming up with errors? I do apologise this is not my area of expertise.
Thank you for uploading the code and hopefully I can get it running.
Is there something I'm missing?
The Monthly, Weekly, Daily VWAP is what I've been using on another platform so I am keen to see it running.

Arnie, I was able to get the code to work by disabling the bands and setting VWAPcalc to avgprice so Thank you, I appreciate it.
I've uploaded a pic.
Is there a way to break the line between sessions, Thanks again.
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VWAP 4.jpg
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Last edited by Trent on 13 Mar 2015, edited 1 time in total.

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arnie
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Re: VWAP Code

Postby arnie » 13 Mar 2015

Arnie, I was unable to compile the code it keeps coming up with errors? I do apologise this is not my area of expertise.
Thank you for uploading the code and hopefully I can get it running.
Is there something I'm missing?
Make sure you copy all the code.
I have no problem in compiling it.

Trent
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Re: VWAP Code

Postby Trent » 13 Mar 2015

Sorry Guys I mixed up your names in my prior post.

Arnie's code was the one I was able to get running and posted a pic of.
It's great how it is, but Is there a way to break the VWAP line between sessions by any chance?

TJ's I couldn't get running but look forward to doing so.

Thanks again guys.

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Re: VWAP Code

Postby arnie » 14 Mar 2015

Sorry Guys I mixed up your names in my prior post.

Arnie's code was the one I was able to get running and posted a pic of.
It's great how it is, but Is there a way to break the VWAP line between sessions by any chance?

TJ's I couldn't get running but look forward to doing so.

Thanks again guys.
That is a line, you cannot break a line.
What you can do is to plot it as a tick (to the left or to the right). That way you'll have your break but the visual effect is not that nice.
What you can also do is to create 2 plots for the VWAP. One plot the left tick and the other the right tick. It will mimic a stepline.

Give it a try and then say something.
I'm in the process of installing Windows 8.1 on my desktop so no Multicharts for the time being to give you an example

Trent
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Re: VWAP Code

Postby Trent » 15 Mar 2015

Thanks Arnie,
It works fine as it is and I appreciate your input.
Cheers.


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