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ETH VWAP on RTH chart


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  #1 (permalink)
 renvik 
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How Do I display ETH VWAP on a RTH chart?

Thanks.
Kumar


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  #2 (permalink)
 
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 Fat Tails 
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This is not possible, as the data necessary for calculating the VWAP is not loaded.

But you can display a RTH VWAP on an ETH chart


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 Big Mike 
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Couldn't you just have two dataseries, one is ETH and one is RTH. Hide the ETH from display, but tell the VWAP to calculate using the ETH dataseries, and apply it to your RTH dataseries chart?

Mike




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 forrestang 
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Big Mike View Post
Couldn't you just have two dataseries, one is ETH and one is RTH. Hide the ETH from display, but tell the VWAP to calculate using the ETH dataseries, and apply it to your RTH dataseries chart?

Mike

It would likely display it in an awkward or unappealing way. It will be a nice feature one day if they can create a simulated view to make those things more user-friendly.


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 Fat Tails 
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Big Mike View Post
Couldn't you just have two dataseries, one is ETH and one is RTH. Hide the ETH from display, but tell the VWAP to calculate using the ETH dataseries, and apply it to your RTH dataseries chart?

Mike

In NinjaTrader the second bar series of an instrument uses the session template of the first bar series of that instrument., if it is loaded via an indicator or a strategy. So you cannot have an ETH VWAP on a RTH chart.


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 Silvester17 
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Fat Tails View Post
In NinjaTrader the second bar series of an instrument uses the session template of the first bar series of that instrument., if it is loaded via an indicator or a strategy. So you cannot have an ETH VWAP on a RTH chart.

I guess he (big mike) means something like this. but don't think you can completely hide the 2nd dataseries. at least the empty space will still be there.


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 Fat Tails 
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Silvester17 View Post
I guess he (big mike) means something like this. but don't think you can completely hide the 2nd dataseries. at least the empty space will still be there.

You can add a second ETH DataSeries to your chart, set that DataSeries to transparent and apply the VWAP to the transparent DataSeries.

This will leave you with an empty space for the night session, see chart below. This is probably not what @ renvik had in mind.


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 Big Mike 
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Shame there is not a way to hide the dataseries from view.

MultiCharts has a similar limitation, but you can share info across charts, using a second chart somewhere on your workspace (minimized) to plot values on another chart. Still more complicated than it needs to be.

Mike




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 Silvester17 
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Fat Tails View Post
You can add a second ETH DataSeries to your chart, set that DataSeries to transparent and apply the VWAP to the transparent DataSeries.

This will leave you with an empty space for the night session, see chart below. This is probably not what @ renvik had in mind.

yes that's what I did. with the exception I used for both dataseries the same time frame (1min).


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  #10 (permalink)
 renvik 
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Fat Tails View Post
You can add a second ETH DataSeries to your chart, set that DataSeries to transparent and apply the VWAP to the transparent DataSeries.

This will leave you with an empty space for the night session, see chart below. This is probably not what @ renvik had in mind.


That is what had tried but don't like the gap. The reason I do not like the gap is because I want to see the previous days RTH session because the volume profile is displayed at the right edge and I want to have the previous day's profile visbile during the current session.

It was worth asking, can't put anything past the genius of Harry.
Thanks for the responses, much appreciated.
Cheers,
Kumar


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