VWAP
VWAP
Can we please have a version of VWAP with standard deviation bands that work with ALL chart types including Currency Cash and Futures. If you need to see how it works you can log on to TRADING VIEW for free to see it in action. It is extremenly frustrating that MC always comes up with errors on some charts and not on others, Trading View have no such problems. MC is not a cheap product it need to up it's game.
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Kate MultiCharts
- Posts: 597
- Joined: 21 Oct 2020
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Re: VWAP
Hello sforbes,
Do you mean that you encounter errors when using the pre-built VWAP reset study?
If so, please attach or send us the following files so that we could check it:
Do you mean that you encounter errors when using the pre-built VWAP reset study?
If so, please attach or send us the following files so that we could check it:
- A screenshot of the error you’re getting
- Workspace where the issue occurs
Re: VWAP
Hello Kate,
I am not referring to the pre-built VWAP Reset, which is not really usable as a buy /sell indicator except in the widest sense.
I am refering to the indicator the code of which I attached with my initial query below, which is similar to in it's action to the one TRADING VIEW offer on their site and can be viewed for free. It incorporates 4 or 5 standard deviation bands from VWAP which are key to todays automated computer algorithmic trading, in currencies/stocks/futures
I found the Easy Lang code on this site, I do not recall where, I suspect it originated from TS. Perhaps you could have one of your programmers look at at the problem.
This is a vital indicator for trading in todays markets and should be part of the list of indicators you supply as standard.
I look forward to your being able to help with this I am a long standing user of Multicharts right back to the early days, so I would be happy to see a fully working version of VWAP-BANDS ASAP.
Kind Regards
Sue
See my previous post on discussions:
VWAP Bands Problem with Exception Floating-point division by zero
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Post by sforbes » Thu Oct 05, 2023 5:53 pm
MultiCharts64 Version 14.0 Release (Build 25218)
Can anybody help? I am not a coder.
I am getting inconsistent results with the attached Study and Function.
The Study works OK on the SPY, OXY and VXX but not on VIX or other charts like DVN etc but not always, there tends to be inconsistency, are there too many data points for it to cope with or too many decimal points ? However it never works on EUR.USD or other currencies.
I get a message as follows:
Error in Study "VWAP_BANDS(ERY-3Minute)" ; {EXCEPTION}
Vwap-_bands_5.pla
(19.66 KiB) Downloaded 23 times
Floating-point division by zero
I cannot identify where the floating point problem is occurring.
I have attached the Study and Function.
Any suggestions as to how I could fix it would be much appreciated.
I am not referring to the pre-built VWAP Reset, which is not really usable as a buy /sell indicator except in the widest sense.
I am refering to the indicator the code of which I attached with my initial query below, which is similar to in it's action to the one TRADING VIEW offer on their site and can be viewed for free. It incorporates 4 or 5 standard deviation bands from VWAP which are key to todays automated computer algorithmic trading, in currencies/stocks/futures
I found the Easy Lang code on this site, I do not recall where, I suspect it originated from TS. Perhaps you could have one of your programmers look at at the problem.
This is a vital indicator for trading in todays markets and should be part of the list of indicators you supply as standard.
I look forward to your being able to help with this I am a long standing user of Multicharts right back to the early days, so I would be happy to see a fully working version of VWAP-BANDS ASAP.
Kind Regards
Sue
See my previous post on discussions:
VWAP Bands Problem with Exception Floating-point division by zero
Edit
Report this post
Quote
Accept this answer
Post by sforbes » Thu Oct 05, 2023 5:53 pm
MultiCharts64 Version 14.0 Release (Build 25218)
Can anybody help? I am not a coder.
I am getting inconsistent results with the attached Study and Function.
The Study works OK on the SPY, OXY and VXX but not on VIX or other charts like DVN etc but not always, there tends to be inconsistency, are there too many data points for it to cope with or too many decimal points ? However it never works on EUR.USD or other currencies.
I get a message as follows:
Error in Study "VWAP_BANDS(ERY-3Minute)" ; {EXCEPTION}
Vwap-_bands_5.pla
(19.66 KiB) Downloaded 23 times
Floating-point division by zero
I cannot identify where the floating point problem is occurring.
I have attached the Study and Function.
Any suggestions as to how I could fix it would be much appreciated.
- Attachments
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- EUR-USD with Vwap Band error.png
- (74.98 KiB) Not downloaded yet
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- EURO FUT with VWAP Dev Bands.png
- (37.66 KiB) Not downloaded yet
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- VWAP_Bands_5_Indicator.pla
- (14.78 KiB) Downloaded 54 times
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- Vwap-_bands_5.pla
- (19.66 KiB) Downloaded 51 times
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- VWAP__B.pla
- (5.02 KiB) Downloaded 48 times
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Kate MultiCharts
- Posts: 597
- Joined: 21 Oct 2020
- Has thanked: 9 times
- Been thanked: 148 times
Re: VWAP
Sue,
We passed your request to the development team. They’ll evaluate adding the study in one of the future releases of the platform.
As for the error, the division by zero is not under condition.
Here’s a fix:
We passed your request to the development team. They’ll evaluate adding the study in one of the future releases of the platform.
As for the error, the division by zero is not under condition.
Here’s a fix:
Code: Select all
if(ShareW <> 0) then
begin
Vari = Vari + (UpTicks + DownTicks) * (VWAPcalc - VolWAPValue) * (VWAPcalc - VolWAPValue);
VolWAPVariance = Vari * (.25 / ShareW) ;
end;Re: VWAP
Thanks for your help Kate,
I look forward to a working version, unfortunately the piece of code you gave me did not solve my problem. I think I had already tried it before.
It needs to be tested on for example: EUR.USD or ERY or VIX all report "Error of Floating point division by Zero".
I look forward to a working version, unfortunately the piece of code you gave me did not solve my problem. I think I had already tried it before.
It needs to be tested on for example: EUR.USD or ERY or VIX all report "Error of Floating point division by Zero".