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VWAP Std Dev parameters

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    VWAP Std Dev parameters

    Hi, searched everywhere and couldn't find it.

    I want to incorporate the VWAP Std Dev levels into a strategy but can't find the code / parameters to include.

    Any pointers? Thanks

    #2
    Hello Jimmyk,

    Thank you for your note.

    Below is a link to the standard deviation section of our helpguide, within this section you can also find all indicators which come preloaded on ninjatrader.

    https://ninjatrader.com/support/help...ion_stddev.htm

    The standard error indicator has several different plots, perhaps this is what you’re looking for. The attached screen shot has an arrow pointing to this in the strategy builder as well as it applied to a chart.

    Please let us know if you need further assistance.
    Attached Files
    Alan P.NinjaTrader Customer Service

    Comment


      #3
      Hi, thanks for that, I was actually referring to the new ORDER FLOW VWAP.
      Just wondering how to incorporate the Std Dev levels from this new indicator into a strategy.
      Sorry for any confusion.

      Comment


        #4
        Need Help for Strategy Builder and automatic Trading

        hello,

        I have an indicator and would like to automate it.
        How can I do that with the ninja trader?

        Comment


          #5
          Hello Jimmyk,

          Thank you for your patience.

          Attached is an indicator that demonstrates how to call the values of the OrderFlowVWAP.

          Please let me know if you have any questions.
          Attached Files
          Patrick H.NinjaTrader Customer Service

          Comment


            #6
            Hello alperen58,

            Thank you for your post and welcome to the NinjaTrader Support Forum!

            We have free online webinars that cover automated strategy development that you can find at the following link: https://ninjatrader.com/PlatformTraining

            We also have recordings of these webinars at the following links:

            If you would like to take on learning NinjaScript, 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: https://ninjatrader.com/support/help...injascript.htm

            You will find Reference Samples online as well as some Tips and Tricks for both indicators and strategies:
            Click here to see our NinjaScript Reference Samples: http://www.ninjatrader.com/support/f...splay.php?f=30
            Click here to see our NinjaScript Tips: http://www.ninjatrader.com/support/f...ead.php?t=3229

            These samples can be downloaded, installed and modified from NinjaTrader and hopefully serve as a good base for your custom works.

            There is 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: http://www.ninjatrader.com/support/f...splay.php?f=37

            Please let me know if you have any questions.
            Patrick H.NinjaTrader Customer Service

            Comment


              #7
              I found this thread looking for help with similar issues and found the attached file TestOrderFlowIndicators.cs has an error which does not allow Ninjatrader to import it.

              Comment


                #8
                What error did you get?

                Only files with extension ".zip" are designed to be imported.

                Files with ".cs" extension cannot be imported.

                For all ".cs" files, download or copy the file into the appropriate folder under "bin/Custom" and compile it manually using the NinjaScript editor.

                Comment


                  #9
                  Thanks bltdavid,

                  I didn't realize the file attached here was just the .cs file. I got the TestOrderFlowIndicators.zip file from another thread and assumed it was the same on here.

                  Comment


                    #10
                    Hello,

                    Thank you all for your patience.

                    The Order Flow + indicators have been updated since I provided my example earlier in this thread. Please use the attached example instead and refer to the Help Guide information at the following link: https://ninjatrader.com/support/help...flow_vwap2.htm

                    Please let me know if you have any questions.
                    Attached Files
                    Patrick H.NinjaTrader Customer Service

                    Comment


                      #11
                      Do we need to use an indicator that prints out the VWAP values such as the one you linked here in order to compare price to it?

                      Comment


                        #12
                        Hello Rogue_Two,

                        Thank you for your response.

                        The Print()s are simply there to demonstrate pulling the values. You would call the desired plot as seen in the Print()s to compare it against another double value.

                        Please let me know if you have any questions.
                        Patrick H.NinjaTrader Customer Service

                        Comment


                          #13
                          Doc updates?

                          Have been referring to this thread and the provided example in some strategy development. I find the current doc on this to be confusing and perhaps just a bit outdated as to recommended approach to using this indicator.

                          https://ninjatrader.com/support/help...flow_vwap2.htm

                          I'm getting some odd Intellisense errors (out of visual studio) regarding the following that led me to question if I am using this correctly as show in the example provided in this thread.

                          Code:
                          VWAP = OrderFlowVWAP(NinjaTrader.NinjaScript.Indicators.VWAPResolution.Standard, Bars.TradingHours, NinjaTrader.NinjaScript.Indicators.VWAPStandardDeviations.Three, 1, 2, 3);
                          Intellisense says:
                          Non-envocable member "OrderFlowVWAP" cannot be used like a method.

                          Comment


                            #14
                            Hello RandyT,

                            Thank you for your post.

                            You are correctly calling the indicator's function. Visual Studio flags the call due to the fact the NinjaScript Wrappers are in a .cs file (NinjaTrader.Vendor.cs under Documents\NinjaTrader 8\bin\Custom) and not a .dll file.

                            When you save the file in Visual Studio you should still hear the chimes indicating a successful compile in NinjaTrader's NinjaScript Editor.

                            We use custom caching for the Order Flow Plus indicators which is why the NinjaScript Wrappers are in the .cs file. Visual Studio is only seeing the class and not the NinjaScript Wrappers.

                            Please let me know if you have any questions.
                            Patrick H.NinjaTrader Customer Service

                            Comment


                              #15
                              Originally posted by NinjaTrader_PatrickH View Post
                              Hello Jimmyk,

                              Thank you for your patience.

                              Attached is an indicator that demonstrates how to call the values of the OrderFlowVWAP.

                              Please let me know if you have any questions.
                              When I compile this I get errors:

                              Has invalid arguments
                              Cannot convert data items...


                              ofVWAP = OrderFlowVWAP(VWAPResolution.Standard, Core.Globals.MinDate, Core.Globals.MinDate, VWAPStandardDeviations.Three, 1, 2, 3);

                              Comment

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