Indicators: VWAP bands

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VWAP bands:

Volume weighted average bands.

Author: Mladen Rakic

 
Any chance to have MT4 version of vwap?
 
almost same as bollinger bands
 

@Mladen Rakic,

I love you :)

 

@Mladen Rakic,


Is there a way to include a reset at period separators as days or weeks or even at specific time, or market open hour?

 
Arthur Albano:

@Mladen Rakic,


Is there a way to include a reset at period separators as days or weeks or even at specific time, or market open hour?

I am guessing that the VWAP that you are looking for looks something like this :


It is a different  indicator all together and it is not a public indicator though

 
Mladen Rakic:

I am guessing that the VWAP that you are looking for looks something like this :


It is a different  indicator all together and it is not a public indicator though

Hello Mladen,

To be very specific; When you say "not a public indicator", does this mean that it is your own or someone elses private indicator or does someone sell it comercially?

Thanks,

GormTheOld

 
GormTheOld:

Hello Mladen,

To be very specific; When you say "not a public indicator", does this mean that it is your own or someone elses private indicator or does someone sell it comercially?

Thanks,

GormTheOld

That is indicator that I have made and it was not made public (not posted on any forum)

 
Mladen Rakic:

That is indicator that I have made and it was not made public (not posted on any forum)

Thank you for your reply Mladen.

Have you concidered selling it?

 

Hello Mladen,

Sorry to bother you, but what I'm asking is well beyond my level of proficiency.

Is it possible to introduce a lag parameter in the vwap bands?

Usually the lag of a MA is (periods -1)/2.

But, given that this  MA is weighted by volume, I wouldn't know even where to start.

Thank you,

Lark

 
I agree with Lark, I tried to change to code in order to get it in real time but at the current candle all the bands have the same value
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