Long when touches VWAP

• 02/23/2025 at 7:24 AM #244208
  efahmy

  Could you please, check the below code, Buys once per day at Daily VWAP

  Daily VWAP_Long

  // Set the timeframe to daily for VWAP calculations TIMEFRAME (DAILY) //VWAP calculation // NoSunday = 0 //1=skip Sunday's IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol = 0 ENDIF IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND Not NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol = SumVol + Volume dailyVWAP = SumVolPrice / SumVol ENDIF // Reset flags at the beginning of each new trading day IF IntradayBarIndex = 0 THEN flagDailyVWAP = 0 ENDIF // Buy condition at VWAP levels (trigger only once per day) IF low <= dailyVWAP AND flagDailyVWAP = 0 THEN BUY 20 CONTRACT AT MARKET flagDailyVWAP = 1 ENDIF

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  // Set the timeframe to daily for VWAP calculations TIMEFRAME (DAILY) //VWAP calculation // NoSunday = 0            //1=skip Sunday's IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol      = 0 ENDIF IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND Not NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol      = SumVol      + Volume dailyVWAP        = SumVolPrice / SumVol ENDIF // Reset flags at the beginning of each new trading day IF IntradayBarIndex = 0 THEN flagDailyVWAP = 0 ENDIF // Buy condition at VWAP levels (trigger only once per day) IF low <= dailyVWAP AND flagDailyVWAP = 0 THEN BUY 20 CONTRACT AT MARKET flagDailyVWAP = 1 ENDIF

   

  

  efahmy

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  02/23/2025 at 5:06 PM #244237
  JS

  Try this one, I’ve done some small adjustment…

  Daily VWAP system

  DefParam CumulateOrders=False TIMEFRAME (DAILY) NoSunday = 0 // 1 = Skip zondag // Reset VWAP-calculation every new day IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol = 0 flagDailyVWAP = 0 // Reset flag ENDIF // VWAP-calculation IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND NOT NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol = SumVol + Volume ENDIF ENDIF // Calculate daily VWAP (outside the IF Volume > 0) IF SumVol > 0 THEN dailyVWAP = SumVolPrice / SumVol ENDIF // Buy once a day when LOW <= VWAP IF low <= dailyVWAP AND flagDailyVWAP = 0 THEN BUY 1 CONTRACT AT MARKET flagDailyVWAP = 1 // No more orders that day ENDIF GraphOnPrice dailyVWAP as "DailyVWAP" Graph SumVol as "SumVol" Graph SumVolPrice as "SumVolPrice"

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  DefParam CumulateOrders=False   TIMEFRAME (DAILY)   NoSunday = 0  // 1 = Skip zondag   // Reset VWAP-calculation every new day IF (BarIndex = 0) OR (OpenDay <> OpenDay[1]) THEN SumVolPrice = 0 SumVol = 0 flagDailyVWAP = 0  // Reset flag ENDIF   // VWAP-calculation IF Volume > 0 THEN IF (OpenDayOfWeek <> 0) OR (OpenDayOfWeek = 0 AND NOT NoSunday) THEN SumVolPrice = SumVolPrice + (Volume * close) SumVol = SumVol + Volume ENDIF ENDIF   // Calculate daily VWAP (outside the IF Volume > 0) IF SumVol > 0 THEN dailyVWAP = SumVolPrice / SumVol ENDIF   // Buy once a day when LOW <= VWAP IF low <= dailyVWAP AND flagDailyVWAP = 0 THEN BUY 1 CONTRACT AT MARKET flagDailyVWAP = 1  // No more orders that day ENDIF   GraphOnPrice dailyVWAP as "DailyVWAP" Graph SumVol as "SumVol" Graph SumVolPrice as "SumVolPrice"

  

  JS

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  02/23/2025 at 7:50 PM #244245
  efahmy

  Thanks mate

  

  efahmy

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