VWAP – ANCHORED, WEEKLY-MONTHLY-YEARLY
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- This topic has 11 replies, 5 voices, and was last updated 1 year ago by Nicolas.
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04/02/2021 at 4:02 PM #166054
Hi,
I looked for all the custom VWAP indicators I could find. All of them don’t seem to work properly for me. I’m not here to complaint, just looking for advices and help 🙂
- The weekly-monthly-yearly VWAP indicator don’t exactly start from the beginning of those period, it seems that it calculates from a certain amount of periods, so it’s not accurate. At least this is what happens in my chart.
https://www.prorealcode.com/prorealtime-indicators/vwap-weekly-monthly-yearly/
- The anchored VWAP works, but to select manually the date takes a lot of time. All the other charting platforms simply allow to just click on a point in the chart and anchor the vwap from there.
https://www.prorealcode.com/prorealtime-indicators/vwap-date-anchored/
Without these features I won’t be able to use PRT.
Many thanks in advance for the answers.
1 user thanked author for this post.
04/03/2021 at 12:22 PM #166099It’s not possible for any code to interact with PC’s peripherals.
12/08/2022 at 12:51 PM #205390perchè cambiando time frame, vengono restituiti valori diversi? Grazie
why changing time frame, different values are returned? Thank you12/08/2022 at 4:05 PM #205420Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums. Thanks 🙂
12/08/2022 at 4:07 PM #20542112/08/2022 at 4:50 PM #205429If you change timeframe, history are different and therefore quantity of bars used for calculations also, this is why you get different values. If you select an inferior timeframe, make sure you have the same amount of history than the higher one.
1 user thanked author for this post.
12/09/2022 at 12:28 AM #205438//PRC_VWAP Date anchored | indicator
//19.10.2017
//Nicolas @ http://www.prorealcode.com
//Sharing ProRealTime knowledge// — settings
startDate = 20221201opendate= 20221203
viewSD = 1 //1 = true / 0 = false// — end of settings
I apologize if I created some problem in some other post. I try to summarize:
With the above settings my vwap starts from 11.13.2022, while I would like it to start from a date that is December 2022. Where am I wrong? I also had to declare the opendate variable which told me not to be used! I would also be happy to anchor it only to a week or more weeks without a predefined date.
thank you
12/09/2022 at 6:16 AM #205440Hi @poldoposta
This indicator has two settings, the “start date” and the “ViewSD” (displaying the SD in the graph).
In the code, the date (OpenDate) is compared with the start date (StartDate) and when these are equal, the indicator starts.
When you assign “OpenDate” itself a value (20221203) and assign the start date a value (20221201) that lies before the “OpenDate” then you get “weird things”…
Use only the “Start Date” and “ViewSD” settings and the indicator will work as it should.
1 user thanked author for this post.
12/09/2022 at 10:17 AM #205454Hi @poldoposta
This indicator has two settings, the “start date” and the “ViewSD” (displaying the SD in the graph).
In the code, the date (OpenDate) is compared with the start date (StartDate) and when these are equal, the indicator starts.
When you assign “OpenDate” itself a value (20221203) and assign the start date a value (20221201) that lies before the “OpenDate” then you get “weird things”…
Use only the “Start Date” and “ViewSD” settings and the indicator will work as it should.
If i left opendate without assignation the plattform invite me to assign it.
if i assign equal to startdate …… in the graph don’t appear de SD !!!!! only vwap12/09/2022 at 10:54 AM #205456You should download the indicator and use the external settings available in the window, that way you don’t have to change the code, but the user friendly fields.
1 user thanked author for this post.
12/09/2022 at 11:08 AM #205457You should download the indicator and use the external settings available in the window, this way you don't have to change the code, but the intuitive fields.
Is there an alternative to anchor it to a bar or at the beginning of the week…..any alternative?
12/09/2022 at 1:04 PM #205464If you want a weekly VWAP, don’t use that code but the dedicated weekly VWAP indicator available here: https://www.prorealcode.com/prorealtime-indicators/vwap-weekly-monthly-yearly/
If you use a 5-min chart, make sure the available units displayed contain the beginning of the week, in order for the code to complete the week calculation (starting from the first day of the week).
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