VWAP REQUEST for Quarter and Year Time Frames

[_Zero_]

Hello,

I'm just curious is there is a way to plot the Quarter and Yearly Vwap. I see they added up to 1 month. However, the quarter and year would also be great for swing traders.

[NinjaTrader_ChelseaB]

Hello _Zero_,

Currently you are posting in the Indicator Development section of the forums.

Do you have a script you are developing yourself that you are needing assistance with the code?

[_Zero_]

Is this for custom indicators? I understood this forum incorrectly. I'll move this into platform development

I'm so sorry!!

[NinjaTrader_ChelseaB]

Hello _Zero_,

Thank you for confirming your inquiry is not about indicator code development.

It is possible to change the input series for an indicator to a different bar interval. You can add an indicator multiple times and use different bar intervals as the input source for each indicator.

Below is a public link to a video that demonstrates changing the input series.

https://youtu.be/XRGxiO3XW-k

[_Zero_]

Hmmm... would I need to a "quarterly" bar for this to work? I basically want to build a Vwap that only focuses on the Quarter, and then year.

[NinjaTrader_ChelseaB]

Hello _Zero_,

Yes, a 3 month bar could be used for this.

Are you wanting to supply a 3 month bar to the VWAP for calculations?

Or are you trying to load data between a specific date range? (Which is in the Data series window and can still be set for each bar series and used as the input series for the indicator)

[_Zero_]

I believe I'm trying to accomplish the latter (second) option. I'm trying to keep my daily cars window, but draw a quarterly Vwap. So, yes I want to see the "daily" bars developing with the Quarterly Vwap building behind them.

[NinjaTrader_ChelseaB]

Hello _Zero_,

Yes, this sounds possible.

Add multiple series and set the date ranges for each series, and use this as the input series for the indicator.

[_Zero_]

I've been working on simply building the previous quarter VWAP, but the start seems inaccurate as it doesn't start drawing on the actual first bar. I have the data series set to start on October 1 and run through Dec 31 (this is the custom range setting under the "timeframe" tab.

[NinjaTrader_ChelseaB]

Hello _Zero_,

While most NinjaTrader indicators do not start plotting until the 20th bar, the Order Flow VWAP indicator starts plotting on the second bar.

This is expected when using the Order Flow VWAP indicator.

[_Zero_]

Ok, nice Then I think i solved a quarterly Vwap... But, I build the Vwap using these settings

[_Zero_]

and...

[_Zero_]

Now My big issue is that I can't add a new data series to get a new vwap for the previous quarter before this... or a new developing vwap for the current quarter.

[NinjaTrader_ChelseaB]

Hello _Zero_,

Add additional data series in the Data Series window.

[_Zero_]

Awesome just got it all working... very tricky! But a button for Q and Y would be a nice feature to add.