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Vwap
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Originally posted by NinjaTrader_Lance View PostThank you for your post,
TOS code will not directly replicate into NinjaScript however there is a VWAP indicator available on our forum located here: http://www.ninjatrader.com/support/f...tid=-1&lpage=1
Please visit the following link for information on using indicators: http://www.ninjatrader.com/support/h...indicators.htm
If the above VWAP does not meet your requirements, the following should help you in programming your own.
We have a fully documented help guide which will help you get started with Ninja Script. You will find language references to all of the methods and functions you will be using. You will also see a tutorial section which will help you create your first indicator and get you started with some of these concepts.
A link to our Help Guide can be found below: http://www.ninjatrader.com/support/h...stribution.htm
I am also linking you to the Educational Resources section of the Help Guide to help you get started with NinjaScript: http://www.ninjatrader.com/support/h..._resources.htm
We also have great resources in relation to Indicator Development on our Support Forum. There is a very active developer community in our support forum that supplements the responses provided by NinjaTrader support staff providing all users with an exceptional support experience.
Take me to your support forum!
We also have some Reference Samples online as well as some Tips and Tricks for both indicators and strategies:
Click here to see our NinjaScript Reference Samples
Click here to see our NinjaScript Tips
These samples can be downloaded, installed and modified from NinjaTrader and hopefully serve as a good base for your custom works.
There is a also a growing library of user submitted custom indicators (100+) that can be downloaded from our support form. Please look in the NinjaScript File Sharing section of our support forum as you may find what you are looking for there.
If you have limited time or programming capabilities, you can discuss your requirements with any of our certified NinjaScript consultants.
Click here for a list of certified NinjaScript Consultants
Good day to you!
I am looking for VWAP indicator for NT7. The link that contains VWAP indicator in your earlier post seems does not exist anymore (http://ninjatrader.com/support/forum...tid=-1&lpage=1), can you provide that VWAP indicator again here please?
Look forward to hearing from you!
Thank you =)
Kang
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Originally posted by KPHENG View PostHello Lance,
Good day to you!
I am looking for VWAP indicator for NT7. The link that contains VWAP indicator in your earlier post seems does not exist anymore (http://ninjatrader.com/support/forum...tid=-1&lpage=1), can you provide that VWAP indicator again here please?
Look forward to hearing from you!
Thank you =)
Kang
VWAP indicators for NT7 are available here.
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
In case that you are not an elite member of that forum, please send me a private message with your e-mail and I will send you the indicators.
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Originally posted by Harry View PostVWAP indicators for NT7 are available here.
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
The best futures trading community on the planet: futures trading, market news, trading charts, trading platforms, trading strategies
In case that you are not an elite member of that forum, please send me a private message with your e-mail and I will send you the indicators.
Good day to you and thanks very much on your swift reply and your kind offer =)
However, I managed to find a VWAP indicator for NT7 from another thread (http://ninjatrader.com/support/forum...ad.php?t=29382) that is working.
Let me come back to you if I needed more details from you yea.
Thanks a lot and appreciate your effort!
Best Wishes,
Kang
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Originally posted by KPHENG View PostHello Harry,
Good day to you and thanks very much on your swift reply and your kind offer =)
However, I managed to find a VWAP indicator for NT7 from another thread (http://ninjatrader.com/support/forum...ad.php?t=29382) that is working.
Let me come back to you if I needed more details from you yea.
Thanks a lot and appreciate your effort!
Best Wishes,
Kang
That is the VWAP you had been originally searching for. It has been removed, because it uses a highly inefficient algorithm that will crash your PC. If you use it with the setting CalculateOnBarClose = false, it will easily manage to produce a lag of several seconds during news releases.
Please run the following test. Open a 1-minute chart for ES 09-17 with a lookback period of 365 days. The result on my PC
-> the VWAP you referenced takes 1 min 35 seconds to plot
-> my VWAP takes less than a second to plot for identical results
This means that my version is about 100 times faster. When used with CalculateOnBarClose = false that factor may go up to 1000 on high resolution charts.
Badly coded indicators are the most common reason that NinjaTrader crashes. Simply don't use them!
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