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AVWAP

  #11 (permalink)
 options 
toronto
 
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trendisyourfriend View Post
I have been using this one for years:
https://ranchodinero.com/product/range-vwap-drawing-tool/

I know there are other vendors outthere who have made a similar tool. There is also this one which i think is more advanced:
https://www.edevaay.com/tool-box/drawcator-vwap/

Thanks for your respond . I did try above but non of them are good in picking a swing point and non of them compatible with Bloodhound which I use for automation .

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  #12 (permalink)
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Here last NQ session Swing VWAP (yellow line ) points that would be valid to take a trade ( blue circle ). I use it for scalping with average time in the market less then 2 minutes .

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  #13 (permalink)
 
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 bwolf 
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options View Post
Here last NQ session Swing VWAP (yellow line ) points that would be valid to take a trade ( blue circle ). I use it for scalping with average time in the market less then 2 minutes .

That could be the case. And any of the points I mentioned could also be swing points.

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  #14 (permalink)
 
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 trendisyourfriend 
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options View Post
Thanks for your respond . I did try above but non of them are good in picking a swing point and non of them compatible with Bloodhound which I use for automation .

Maybe this one:
https://codentrade.net/anchored-vwap-for-ninjatrader-8/

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  #15 (permalink)
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I Took a trial of this wile ago and it the same as I have and does not work with blood hound , but vendor was nice to extend my trials . So Im goin to stick to my MIDAS tool for now .

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 FundedTrader82 
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trendisyourfriend View Post
I have programmed one VWAP which you can use and set the offset for splitting the day VWAP. You could use it to anchor the VWAP at a specific offset but you would need to open the property dialog for this.

Ex. here a second VWAP start at 9:30.

You can also see the previous VWAP closing price from the last day projected into the current day session as fixed horizontal lines.

 
Code
/// <summary> 
/// indicator name : tiyfVWAP
/// Folder path : .../Indicators/TrendIsYourFriend
/// ---
/// This indicator displays the current session VWAP along with a few standard deviations.
/// It also offers the possibility to split the current session after a specified amount of time
/// has elapsed since the start. Finally, it displays the prior session VWAP and 1st standard deviation.
/// ---
/// compiled with Ninjatrader version 8.0.28.0 64-bit
/// author : trendisyourfriend (https://nexusfi.com/)
/// trendisyourfriend's discussion thread : none
/// ---
/// 2023.06.17 (YYYY.MM.DD) Version 1
/// </summary>
This indicator has not been published anywhere as i use it for my own needs for developing automated strategies. Fat Tails have been generous enough to share his magic formula to calculate the VWAP. I have just rearranged it to encapsulate his formula into an easy to use class object.


Thank you. I've been looking for this for a couple of years. The PDVWAP is so overlooked. I'm finally able to make room in my workspace and eliminate one chart where I manually had to draw the PDVWAP line daily.

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