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VWAP_Oscillator_normilized
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=69640
Forum: 38 · Topic 69640 · 22 post(s)
VWAP_Oscillator_normilized
Apprentice · Thu Apr 09, 2020 7:09 am
VWAP_Oscillator_normilized.mq4
Re: VWAP_Oscillator_normilized
aladdin007 · Mon May 25, 2020 6:15 pm
hi Mr Mario apprentice
why every monday the vwap 2 lines look like that ?
Re: VWAP_Oscillator_normilized
Apprentice · Tue May 26, 2020 8:20 am
VWAP is calculated like this.
Re: VWAP_Oscillator_normilized
aladdin007 · Tue May 26, 2020 2:12 pm
Can you make Vwap oscillator normalized show and being like that every day not just on Monday ?
Re: VWAP_Oscillator_normilized
Apprentice · Wed May 27, 2020 5:06 am
Your request is added to the development list. Development reference 1370.
Re: VWAP_Oscillator_normilized
aladdin007 · Mon Jun 08, 2020 12:24 pm
Hi Mr Mario apprentice Any news about the indicator ?
Thank you
Re: VWAP_Oscillator_normilized
Apprentice · Tue Jun 09, 2020 6:15 am
Unfortunately no, we are overwhelmed by task inflow. I will post any updates here.
Re: VWAP_Oscillator_normilized
Apprentice · Thu Jun 11, 2020 6:08 am
How Normalization will be calculated?
Re: VWAP_Oscillator_normilized
aladdin007 · Thu Jun 11, 2020 6:20 am
I want him in each new day return to zero and star new calculations so I can have this kind of signals he give every Monday
Re: VWAP_Oscillator_normilized
aladdin007 · Fri Jun 12, 2020 11:20 pm
Hi Mr Mario apprentice
Please add time frame 5,15,30,h1.. Please add the option add symbols,so I can add different symbols at the same chart Thank you so much
This is the script https://ctrader.com/algos/indicators/show/2142
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo
{
[Levels(0, 1, 2, 3, -1, -2, -3)]
[Indicator(IsOverlay = false, ScalePrecision = 1, TimeZone = TimeZones.UTC, AccessRights = AccessRights.None)]
public class VWAPOscilattor : Indicator
{
[Parameter(DefaultValue = 5)]
public int Thickness { get; set; }
[Parameter(DefaultValue = 11)]
public TimeFrame TF { get; set; }
[Output("Open", PlotType = PlotType.Points, LineColor = "Black")]
public IndicatorDataSeries Open { get; set; }
[Output("High", PlotType = PlotType.Points, LineColor = "Black")]
public IndicatorDataSeries High { get; set; }
[Output("Loe", PlotType = PlotType.Points, LineColor = "Black")]
public IndicatorDataSeries Low { get; set; }
[Output("Close", PlotType = PlotType.Points, LineColor = "Black")]
public IndicatorDataSeries Close { get; set; }
[Output("0", LineColor = "Gray")]
public IndicatorDataSeries ZeroLine { get; set; }
[Output("1", LineColor = "FFFF999A")]
public IndicatorDataSeries FirstUpperBand { get; set; }
[Output("2", LineColor = "FFFF5B62")]
public IndicatorDataSeries SecondUpperBand { get; set; }
[Output("3", LineColor = "FFFF0000")]
public IndicatorDataSeries ThirdUpperBand { get; set; }
[Output("-1", LineColor = "FF9CFF9C")]
public IndicatorDataSeries FirstLowerBand { get; set; }
[Output("-2", LineColor = "FF4EFF4E")]
public IndicatorDataSeries SecondLowerBand { get; set; }
[Output("-3", LineColor = "FF00FF00")]
public IndicatorDataSeries ThirdLowerBand { get; set; }
Bars Series;
protected override void Initialize()
{
Series = MarketData.GetBars(TF);
}
public override void Calculate(int index)
{
double vwapValue = 0, volumesSum = 0;
int startIndex = Bars.OpenTimes.GetIndexByTime(Series.OpenTimes[Series.OpenTimes.GetIndexByTime(Bars.OpenTimes[index])]);
for (int i = index; i >= startIndex; i--)
{
vwapValue += Bars[i].Close * Bars[i].TickVolume;
volumesSum += Bars[i].TickVolume;
}
vwapValue /= volumesSum;
double vwapSTD = 0;
for (int i = index; i >= startIndex; i--)
{
vwapSTD += Math.Pow(Bars[i].Close - vwapValue, 2);
}
vwapSTD = Math.Sqrt(vwapSTD / (index - startIndex + 1));
Close[index] = (Bars[index].Close - vwapValue) / vwapSTD;
Open[index] = (Bars[index].Open - vwapValue) / vwapSTD;
High[index] = (Bars[index].High - vwapValue) / vwapSTD;
Low[index] = (Bars[index].Low - vwapValue) / vwapSTD;
Close[index] = double.IsInfinity(Close[index]) ? 0 : Close[index];
Open[index] = double.IsInfinity(Open[index]) ? 0 : Open[index];
High[index] = double.IsInfinity(High[index]) ? 0 : High[index];
Low[index] = double.IsInfinity(Low[index]) ? 0 : Low[index];
Close[index] = Close[index] > 5 ? 5 : Close[index] < -5 ? -5 : Close[index];
Open[index] = Open[index] > 5 ? 5 : Open[index] < -5 ? -5 : Open[index];
High[index] = High[index] > 5 ? 5 : High[index] < -5 ? -5 : High[index];
Low[index] = Low[index] > 5 ? 5 : Low[index] < -5 ? -5 : Low[index];
IndicatorArea.DrawTrendLine("HL " + index, index, High[index], index, Low[index], Close[index] > Open[index] ? Color.Green : Color.Red);
IndicatorArea.DrawTrendLine("Body " + index, index, Close[index], index, Open[index], Close[index] > Open[index] ? Color.Green : Color.Red, Thickness);
ZeroLine[index] = 0;
FirstLowerBand[index] = -1;
FirstUpperBand[index] = 1;
SecondLowerBand[index] = -2;
SecondUpperBand[index] = 2;
ThirdLowerBand[index] = -3;
ThirdUpperBand[index] = 3
Re: VWAP_Oscillator_normilized
Apprentice · Sun Jun 14, 2020 7:24 pm
Your request is added to the development list. Development reference 1479.
Re: VWAP_Oscillator_normilized
Apprentice · Tue Jun 16, 2020 7:19 am
I still don’t understand. That explanation doesn’t fit into the current formula
Is it a new unrelated request?
Re: VWAP_Oscillator_normilized
aladdin007 · Tue Jun 16, 2020 7:50 am
Hir Mr Mario Apprentice
I find this formula script better,just add in this indicator the options add other symbols with times frame Thank you so much sorry about my English God bless you bro
Re: VWAP_Oscillator_normilized
aladdin007 · Wed Jun 17, 2020 7:00 am
GOOd morning Mr Mario apprentice Can you check please the indicator it’s freez my platform Thank you so much
Re: VWAP_Oscillator_normilized
aladdin007 · Wed Jun 17, 2020 10:15 am
I did try the indicator in other platform it’s freez when I put XAUAUD its freez the platform
Re: VWAP_Oscillator_normilized
Apprentice · Wed Jun 17, 2020 3:30 pm
Try to use lower bars_limit.
Re: VWAP_Oscillator_normilized
aladdin007 · Wed Jun 17, 2020 4:50 pm
I did use lower bar limit still freez when I put other symbols Can you please don’t change nothing from the original vwap oscillator normalized and add just option other symbols and time frame please Thank you so much
Re: VWAP_Oscillator_normilized
Apprentice · Thu Jun 18, 2020 5:17 am
Your request is added to the development list. Development reference 1512.
Re: VWAP_Oscillator_normilized
Apprentice · Fri Jun 19, 2020 5:03 am
VWAP_Oscillator_normilized v1.7.mq4
Try this version.
Re: VWAP_Oscillator_normilized
aladdin007 · Fri Jun 19, 2020 10:18 pm
Thank you so much Mr Mario apprentice Thank you for the great work God bless you
Re: VWAP_Oscillator_normilized
mouakkit.latifa · Sun Jul 25, 2021 5:45 pm
Apprentice wrote:
eurusd-h4-fxcm-australia-pty.png
VWAP_Oscillator_normilized.mq4
hi can you make this indicator vwap normalized base Time Segmented Volume
thank you
Re: VWAP_Oscillator_normilized
Apprentice · Tue Jul 27, 2021 2:56 am
I’m not sure I understand your request. Can you clarify? Normalize Time Segmented Volume.MQ4? https://fxcodebase.com/code/viewtopic.php?f=38&t=65882