mavinwiz 

Does anyone have TWAP for Ninjatrader? Thanks in advance and cheers!

Download it here:

https://nexusfi.com/download/ninjatrader-7/indicators/934-download.html?view

gm to everyone. i try vwap indicator for multicharts. daily weekly and mountly. i am elite member, is available? i dont try

Can someone help me modify the following EL code to make the start time for this VWAP indicator an input instead of hard coded? Thanks in advance!

vars: vwap(0),
pv(0),
Totalvolume(0),
Barfromstart(0),
Squareddeviations(0),
Probabilityweighteddeviations(0),
deviationsum(0),
standarddeviation(0),
OncePerDay(0);
If date > date[1] then OncePerDay = 0 ;
If Time >= 200 and OncePerDay = 0 then begin
OncePerDay = 1 ;
Barfromstart=0;
pv=AvgPrice*volume;
Totalvolume=volume;
vwap=pv/totalvolume;
end
else
begin
Barfromstart=Barfromstart[1]+1;
pv=pv[1] + AvgPrice*Volume;
Totalvolume=Totalvolume[1] + Volume;
vwap=pv/Totalvolume;
end;
deviationsum=0;
for value1= 0 to Barfromstart
begin
Squareddeviations=Square( vwap-avgprice[value1]);
Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume;
deviationsum=deviationsum +Probabilityweighteddeviations;
end;

standarddeviation=SquareRoot(deviationsum);
Plot1(vwap);
Plot2(vwap+standarddeviation);
Plot3(vwap+2*standarddeviation);
Plot4(vwap-standarddeviation);
Plot5(vwap-2*standarddeviation);

MilesT 

Can someone help me modify the following EL code to make the start time for this VWAP indicator an input instead of hard coded? Thanks in advance! vars: vwap(0), pv(0), Totalvolume(0), Barfromstart(0), Squareddeviations(0), Probabilityweighteddeviations(0), deviationsum(0), standarddeviation(0), OncePerDay(0); If date > date[1] then OncePerDay = 0 ; If Time >= 200 and OncePerDay = 0 then begin OncePerDay = 1 ; Barfromstart=0; pv=AvgPrice*volume; Totalvolume=volume; vwap=pv/totalvolume; end else begin Barfromstart=Barfromstart[1]+1; pv=pv[1] + AvgPrice*Volume; Totalvolume=Totalvolume[1] + Volume; vwap=pv/Totalvolume; end; deviationsum=0; for value1= 0 to Barfromstart begin Squareddeviations=Square( vwap-avgprice[value1]); Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume; deviationsum=deviationsum +Probabilityweighteddeviations; end; standarddeviation=SquareRoot(deviationsum); Plot1(vwap); Plot2(vwap+standarddeviation); Plot3(vwap+2*standarddeviation); Plot4(vwap-standarddeviation); Plot5(vwap-2*standarddeviation);

Now you can change the time variable TimeReset;

 

Code

input:TimeReset(1515); vars: vwap(0), pv(0), Totalvolume(0), Barfromstart(0), Squareddeviations(0), Probabilityweighteddeviations(0), deviationsum(0), standarddeviation(0), OncePerDay(0); If date > date[1] then OncePerDay = 0 ; If Time >= TimeReset and OncePerDay = 0 then begin OncePerDay = 1 ; Barfromstart=0; pv=AvgPrice*volume; Totalvolume=volume; vwap=pv/totalvolume; end else begin Barfromstart=Barfromstart[1]+1; pv=pv[1] + AvgPrice*Volume; Totalvolume=Totalvolume[1] + Volume; vwap=pv/Totalvolume; end; deviationsum=0; for value1= 0 to Barfromstart begin Squareddeviations=Square( vwap-avgprice[value1]); Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume; deviationsum=deviationsum +Probabilityweighteddeviations; end; standarddeviation=SquareRoot(deviationsum); Plot1(vwap); Plot2(vwap+standarddeviation); Plot3(vwap+2*standarddeviation); Plot4(vwap-standarddeviation); Plot5(vwap-2*standarddeviation);

Hi @Fat Tails or anyone:

Has anyone coded the TWAP indicator in ThinkorSwim? TOS has a built in VWAP but not TWAP.

Any help would be great!

Thank you,

courier12 

Hi @Fat Tails or anyone: Has anyone coded the TWAP indicator in ThinkorSwim? TOS has a built in VWAP but not TWAP. Any help would be great! Thank you,

You are doing it wrong...

@Fat Tails programs in NinjaTrader, not ThinkOrSwim.

You are posting in an EasyLanguage thread, not ThinkOrSwim.

Best to create a new thread in the proper ThinkOrSwim sub-forum asking for someone to code a TWAP.

Mike

Big Mike 

You are doing it wrong... @Fat Tails programs in NinjaTrader, not ThinkOrSwim. You are posting in an EasyLanguage thread, not ThinkOrSwim. Best to create a new thread in the proper ThinkOrSwim sub-forum asking for someone to code a TWAP. Mike

Thank you @Big Mike. Just posted the question in the Thinkscript thread.

Hi:

does anyone have the Easy Language code for Yearly VWAP and SD bands for Tradestation?

Thank you,