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VWAP bands
Started:May 27th, 2011 (11:30 AM) by crazybears Views / Replies:21,295 / 102
Last Reply:March 6th, 2012 (04:33 PM) Attachments:43

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VWAP bands

Old June 1st, 2011, 10:27 AM   #31 (permalink)
Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
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Update anaCurrentDayVWAPV33X3

I think this version will be close to the final version. Have made a few minor changes and fixed a small bug. The indicator is now looks fast and reliable. For use with high resolution charts and to improve speed it is important

-> to use Variance_Distance (default, recommended) or Session_Range setting
-> to set the opacity of the band ranges to 0 (default setting)

Indicator attached.

Attached Thumbnails
VWAP bands-6e-06-11-2-min-31_05_2011.jpg   VWAP bands-es-06-11-2-min-31_05_2011.jpg  
Attached Files
Register to download File Type: zip anaCurrentDayVWAPV33X3.zip (6.9 KB, 105 views)
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Old June 2nd, 2011, 10:39 AM   #32 (permalink)
Market Wizard
Berlin, Europe
 
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Following suggestion and request of @gtichauer, I have added options to shade the band areas in different fashions.

I have also decided that the VWAP be always calculated from the average price (high + low + open +close)/4 of each bar. The variance for the bands, however, will be calculated from the input, whatever is selected.

Indicator attached.

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Last edited by Big Mike; June 4th, 2011 at 08:03 PM. Reason: removed attachment by request
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Old June 2nd, 2011, 08:38 PM   #33 (permalink)
Elite Member
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Trading Experience: Intermediate
Platform: Ninja
Broker/Data: Zen Fire / IB
Favorite Instrument: ES, TF, 6E, CL
 
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Fat Tails View Post
Following suggestion and request of @gtichauer, I have added options to shade the band areas in different fashions.

I have also decided that the VWAP be always calculated from the average price (high + low + open +close)/4 of each bar. The variance for the bands, however, will be calculated from the input, whatever is selected.

Indicator attached.

Please register to view the post attachment(s), image(s), or screenshot(s) - it's simple and free.

As always GREAT work and thanks for sharing your time and effort with us asking nothing in return.....hope your trading is doing great....u deserve it...

For anyone using dVWAP or VWAP indicators which do almost the same that this version I HIGHLY encourage u to use this one as it is MUCH MUCH faster to load and I am sure that also impacts positive on CPU process load.....I've personally chacked that with Fat Tails and there is huge difference....

GT
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Old June 4th, 2011, 01:22 PM   #34 (permalink)
Membership Revoked
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Thanks FAT TAILS, you are the man!!!



Fat Tails View Post
Following suggestion and request of @gtichauer, I have added options to shade the band areas in different fashions.

I have also decided that the VWAP be always calculated from the average price (high + low + open +close)/4 of each bar. The variance for the bands, however, will be calculated from the input, whatever is selected.

Indicator attached.

Please register to view the post attachment(s), image(s), or screenshot(s) - it's simple and free.


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Old June 4th, 2011, 03:08 PM   #35 (permalink)
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Thanks again Fat Tails for your great work.
The last version (X4) does not work correct on my charts. See attached screenshots.

Attached Thumbnails
VWAP bands-6e-06-11-5-min-03_06_2011.jpg   VWAP bands-6e-06-11-5-min-03_06_20112.jpg  
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Old June 4th, 2011, 04:02 PM   #36 (permalink)
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Same here --

I encountered the same problem. Looks exactly like yours - NT 7 build 1000.5.

Fat Tails - excellent true VWAP indicator. Thank you ever so much. Should work nicely for value trading.

COTtrader
"Ken"



TempletonPeck View Post
Thanks again Fat Tails for your great work.
The last version (X4) does not work correct on my charts. See attached screenshots.


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Old June 4th, 2011, 07:11 PM   #37 (permalink)
Market Wizard
Berlin, Europe
 
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TempletonPeck View Post
Thanks again Fat Tails for your great work.
The last version (X4) does not work correct on my charts. See attached screenshots.

I have just installed the indicator X4 on my second machine and it produces the same peculiar picture. I had mistakenly posted an unfinished earlier version of the indicator. I will replace it with the correct version, as soon as I am back on my main machine.

Thank you for reporting.

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Old June 4th, 2011, 07:57 PM   #38 (permalink)
Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
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Posts: 8,384 since Mar 2010
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This is the version that I had used to produce the chart in post #32.

Attached Thumbnails
VWAP bands-cl-07-11-5-min-03_06_2011.jpg  
Attached Files
Register to download File Type: zip anaCurrentDayVWAPV33X4.zip (7.1 KB, 184 views)
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Old June 15th, 2011, 07:47 AM   #39 (permalink)
Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
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Posts: 8,384 since Mar 2010
Thanks: 3,942 given, 19,604 received
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Update SessionVWAP V33

The last version worked very well, so I have now updated the SessionVWAP indicator in the download section.

https://www.bigmiketrading.com/free_downloads/ninjatrader-7/indicators/674-download.html

The SessionTWAP will be temporarily unavailable, as I am still working on the update.

Attached Thumbnails
VWAP bands-sessionvwap.jpg  
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Old June 15th, 2011, 04:23 PM   #40 (permalink)
Administrator: 'da Big Dawg
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