Indicators: VWAP bands - page 2

[vponed]

Automated-Trading:

VWAP bands:

Author: Mladen Rakic

thank you very much for the indicator
but what is sampling correction?

[Mladen Rakic]

vponed:

thank you very much for the indicator
but what is sampling correction?

You can find a description of it here : https://en.wikipedia.org/wiki/Standard_deviation

[vponed]

Mladen Rakic:

A description of this can be found here : https://en.wikipedia.org/wiki/Standard_deviation

ahhh, already got it, without the wiki

[Lark]

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

[brunofabioo]

There is only a .html inside the .zip file. But, I found in this link https://www.mql5.com/en/code/17247

[Mladen Rakic]

brunofabioo #:
There is only a .html inside the .zip file. But, I found in this link https://www.mql5.com/en/code/17247

That seems to be the issue of attachments in Portuguese branch of MQL5 forum - mql files from english branch are somehow "converted" to zip file (I never post zip files) and then, even that zip file, is not including the real mql file

Task for admins, I guess ...

[ElGuapo]

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

[Ryan L Johnson]

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

@Mladen, Thank you for NOT sharing your private anchored VWAP bands indi. Doing so would obviously cause widespread usage of it which would dilute its trading value. I do the same.

[Divino Albuquerque]

This is not VWAP. This is Bolinger Bands with Moving Avarage Mid. compare.

[Mladen Rakic]

Divino Albuquerque #:
This is not VWAP. This is Bolinger Bands with Moving Avarage Mid. compare.

Read the description - and what is told about what it does and how.

Also read this answer to the thread : https://www.mql5.com/en/forum/164039#comment_15325902