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Vwap

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    Vwap

    Hello everyone,

    I'm using this simple 1 line VWAP on TOS on a 1 minute 1 day chart. Could someone duplicate it for NT?

    Here is the code from TOS:

    Code:
    plot Data = TotalSum(Volume * Close) / TotalSum(Volume);
    Thanks

    #2
    Thank 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
    LanceNinjaTrader Customer Service

    Comment


      #3
      Thank you Lance!


      Originally posted by NinjaTrader_Lance View Post
      Thank 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

      Comment


        #4
        You are most welcome, let me know if there is anything else I can help with.
        LanceNinjaTrader Customer Service

        Comment


          #5
          Hi,
          You use Session pivots (anadailypivots) and dvaluearea7, then you will have vwap areas.

          Happy Trading,
          Rookietrader11

          Comment


            #6
            Originally posted by rookietrader11 View Post
            Hi,
            You use Session pivots (anadailypivots) and dvaluearea7, then you will have vwap areas.

            Happy Trading,
            Rookietrader11
            Could not find either one...can you please post the links?

            Thanks very much!

            Comment


              #7
              Here are the links.... http://www.ninjatrader.com/support/f...catid=4&id=355 for dvaluearea7 and http://www.ninjatrader.com/support/f...catid=4&id=343 for sessions pivots.

              If you do the ES use 1440 min chart for daily and CME futures ETH for template
              Good luck and have fun!!!!!
              Rookietrader11

              Comment


                #8
                Originally posted by rookietrader11 View Post
                Here are the links.... http://www.ninjatrader.com/support/f...catid=4&id=355 for dvaluearea7 and http://www.ninjatrader.com/support/f...catid=4&id=343 for sessions pivots.

                If you do the ES use 1440 min chart for daily and CME futures ETH for template
                Good luck and have fun!!!!!
                Rookietrader11
                Thank you once again, Rookietrader11 !!

                Comment


                  #9
                  Hi Lance, the link to the VWAP replication to TOS seems not to exist anymore.
                  Is there any other code we can use to have a VWAP as indicator within NT?

                  Thanks!

                  Comment


                    #10
                    While I don't believe we have a VWAP indicator on our forums I know there is one here that might be what you're looking for: https://www.bigmiketrading.com/downl...-download.html
                    LanceNinjaTrader Customer Service

                    Comment


                      #11
                      I also have an enhanced multi-timeframe version available (VWAP calculated from 1-minute or 10-tick data) that uses an efficient recursive algorithm. It also comes with an option to display the prior day's value area high and low, as well as the VWAPs of up to three prior days (also VWAPs cumulated over several days).

                      Chart attached.
                      Attached Files

                      Comment


                        #12
                        Thanks, but it's for Elite Members only. Any other ideas?

                        Comment


                          #13
                          Originally posted by Stefano_NT View Post
                          Thanks, but it's for Elite Members only. Any other ideas?
                          Buy yourself an elite membership and have access to about 300 indicators for NinjaTrader. (recommended)

                          Or send me a private message with your e-mail, and I will send the VWAP to you.

                          Comment


                            #14
                            That's a good one
                            I'll look into that...

                            Comment


                              #15
                              Hi bro, could you send me the indicator please

                              Comment

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