Sell or buy at vwap?

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Viewing 7 posts - 1 through 7 (of 7 total)
  • #122118

    Hi,

    I’m new to ProRealTime and i hope my problem is easy to solve for some of you.

    I wonder if its possible to ad a sell condition to my long position when price crosses the daily vwap?

    Its easy to add the condition for MA for example, but i can’t get it to work with vwap, even though its possible to add the condition with an alarm..

    Any help is greatly appreciated!

    #122119

    You talking manual trade or auto trade?

    If auto trade then be loads easier all round if you post your code?

    #122120

    Okey,

    so this is how it looks for MA50. I basically want the same thing, but with vwap daily. I tried to change it to vwap but it didn’t work.

    #122121

    The vwap formula is just that.

    1 user thanked author for this post.
    #122122

    Bankman … remember there is no volume on Fx.

    There is volume on Indexes and Shares.

    #122152

    Also bare in mind that VWAP resets at the start of a day and is very volatile until there is a decent sized data sample to calculate the average on so if you trade early in the day expect any VWAP based exit to be easily hit.

    #122230

    VWAP formula is:

    (reset on each new day).

Viewing 7 posts - 1 through 7 (of 7 total)

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