Indicators: VWAP - Volume Weighted Average Price - page 2

New comment
 
Robsonodilo:

Oi Felipe

Não to conseguindo configura o VWAP vc tem algum vídeo de como configura ele?

Tbm notei que quando mudo de um tempo pra outro ele demora mto a carregar, chega a travar o MT5.


Oi Robson, desculpe a demora, mas não costumo verificar as mensagens aqui no MQL5.

Tente utilizar o VWAP_Lite esse não trava. Desculpe, mas eu não tenho nenhum vídeo explicativo. Vou explicar abaixo resumidamente o funcionamento.

O primeiro parâmetro, "Price_Type", refere-se a qual preço será utilizado para calcular o indicador. As opções são: OPEN, CLOSE, HIGH, LOW, OPEN_CLOSE, HIGH_LOW, CLOSE_HIGH_LOW, OPEN_CLOSE_HIGH_LOW. É possível ver no código a que se refere cada uma dessas opções, mas resumindo é: Open (Preço de Abertura do Candle), High (Preço Máximo do Candle), etc... os que são uma mistura, ex: CLOSE_HIGH_LOW, o valor que é utilizado é uma média aritimética simples dos preços, neste exemplo é: ((Fechamento+Máxima+Mínima) / 3)

O Parâmetro "Calc_Every_Tick" é um informativo de que se o indicador deve recalcular o valor a cada novo tick de preço. Em caso negativo o cálculo se dará a cada no candle apenas.

Os próximos parâmetros são apenas para informar se é para calcular o valor do vWap para cada um dos períodos, diário, semanal e mensal. Os itens com "Show_" na frente do nome, referem-se à exibição do valor "atual" do cálculo, caso habilitado ele mostrará o último valor para cada um dos períodos no canto superior direito.

Caso tenha dúvidas, pode entrar em contato.
 

Good afternoon Felipe Almeida !

I'm excited about this indicator and would like to know if you have any videos on youtube about this indicator explaining it better. If you haven't already, could you post it for us? Thanks in advance.

Raul.

 

Oi Felipe!


Obrigado pelo indicador!


Mas olha só, estou tentando incorporá-lo a um EA, utilizando o FXDREEMA, um compositor visual de EA. Já fiz esse processo com outros indicadores disponíveis no MQL5, tipo Canais de Donchian, e deu certo. Com este indicador, no entanto, quanto inicia o backtest, dá um "ontick crtical error", como pode ver abaixo. Teria alguma pista do problema?


Valeu!


2019.02.08 18:25:29.701 Core 1 agent process started

2019.02.08 18:25:29.701 Core 1 connecting to 127.0.0.1:3000

2019.02.08 18:25:30.203 Core 1 connected

2019.02.08 18:25:30.210 Core 1 authorized (agent build 1940)

2019.02.08 18:25:30.213 Tester WIN$D,M5 (ModalMais-DMA4 - Beta): testing of Experts\Advisors\XVWAP (1).ex5 from 2018.01.01 00:00 to 2018.02.07 00:00

2019.02.08 18:25:30.842 Core 1 common synchronization completed

2019.02.08 18:25:30.915 Tester quality of analyzed history is 95%

2019.02.08 18:25:31.060 Core 1 MetaTester 5 started on 127.0.0.1:3000

2019.02.08 18:25:31.060 Core 1 initialization finished

2019.02.08 18:25:31.060 Core 1 login (build 1940)

2019.02.08 18:25:31.060 Core 1 3860 bytes of account info loaded

2019.02.08 18:25:31.060 Core 1 1482 bytes of tester parameters loaded

2019.02.08 18:25:31.060 Core 1 3772 bytes of input parameters loaded

2019.02.08 18:25:31.060 Core 1 673125 bytes of symbols list loaded

2019.02.08 18:25:31.060 Core 1 expert file added: Experts\Advisors\XVWAP (1).ex5. 185962 bytes loaded

2019.02.08 18:25:31.060 Core 1 program file added: Indicators\vwap.ex5. 49683 bytes loaded

2019.02.08 18:25:31.060 Core 1 initial deposit 10000.00 BRL, leverage 1:100

2019.02.08 18:25:31.060 Core 1 successfully initialized

2019.02.08 18:25:31.060 Core 1 674 Kb of total initialization data received

2019.02.08 18:25:31.060 Core 1 Intel Core i5-4590  @ 3.30GHz, 8082 MB

2019.02.08 18:25:31.060 Core 1 WIN$D: symbol to be synchronized

2019.02.08 18:25:31.060 Core 1 WIN$D: symbol synchronized, 3464 bytes of symbol info received

2019.02.08 18:25:31.060 Core 1 WIN$D: load 25 bytes of history data to synchronize in 0:00:00.000

2019.02.08 18:25:31.060 Core 1 WIN$D: history synchronized from 2017.01.31 to 2019.02.07

2019.02.08 18:25:31.060 Core 1 WIN$D,M5: history cache allocated for 82697 bars and contains 24591 bars from 2017.01.31 09:05 to 2017.12.28 18:15

2019.02.08 18:25:31.060 Core 1 WIN$D,M5: history begins from 2017.01.31 09:05

2019.02.08 18:25:31.060 Core 1 WIN$D,M5 (ModalMais-DMA4 - Beta): 1 minutes OHLC ticks generating

2019.02.08 18:25:31.060 Core 1 WIN$D,M5: testing of Experts\Advisors\XVWAP (1).ex5 from 2018.01.01 00:00 to 2018.02.07 00:00 started with inputs:

2019.02.08 18:25:31.060 Core 1   VOLUME=1

2019.02.08 18:25:31.060 Core 1   TP=100

2019.02.08 18:25:31.060 Core 1   SL=100

2019.02.08 18:25:31.060 Core 1   PERIODO=100

2019.02.08 18:25:31.060 Core 1   PERIODO2=0

2019.02.08 18:25:31.060 Core 1   MagicStart=3296

2019.02.08 18:25:31.060 Core 1   inp1_MinBodySize=50

2019.02.08 18:25:31.060 Core 1 2018.01.02 09:15:00   Access violation at 0x00007FF6BE541F96 write to 0x0000000000000010

2019.02.08 18:25:31.060 Core 1 2018.01.02 09:15:00   

2019.02.08 18:25:31.060 Core 1 OnTick critical error

2019.02.08 18:25:31.060 Core 1 WIN$D,M5: 61 ticks, 4 bars generated. Environment synchronized in 0:00:00.625. Test passed in 0:00:00.172 (including ticks preprocessing 0:00:00.015).

2019.02.08 18:25:31.060 Core 1 WIN$D,M5: total time from login to stop testing 0:00:00.797 (including 0:00:00.625 for history data synchronization)

2019.02.08 18:25:31.060 Core 1 615 Mb memory used including 5 Mb of history data, 64 Mb of tick data

2019.02.08 18:25:31.060 Core 1 log file "C:\Users\allankjap\AppData\Roaming\MetaQuotes\Tester\8E8443FDA2FE82B84D0FDF302F22195C\Agent-127.0.0.1-3000\logs\20190208.log" written

2019.02.08 18:25:31.072 Core 1 connection closed


 

Hi


I downloaded and inserted indicator, great work. Can you please fix the tiny bug it is when you set WAP Level(s) 1-5 true it shows lines and stats but when you set to false it still shows those level lines, can you please fix this bug. Also a suggestion if you can create alert please. 

 
Hello Felipe. I've just started using this indicator and I like it. Thanks for making it available and congratulations on your work.
 

Guys, I need some help here...


I've downloaded this indicator, but unfortunately I can't use it... can you please tell me how to make it appear alongside the other indicators in the MT5 browser?


Cheers!

 
marirbh:

Guys, I need some help here...


I've downloaded this indicator, but unfortunately I can't use it... can you please tell me how to make it appear alongside the other indicators in the MT5 browser?


Cheers!



Just download the vwap above and double click on it, with metatrader open it goes straight to the list of indicators.

In the toolbar look for Insert->Indicators->Customise->vwap

This link is from another version that a metatrader contributor posted : https://www.mql5.com/en/market/product/35094

 

Felipe, would it be possible for you to put a tab for us to put a vwap with a deviation in points from the vwap?

Example, plot a vwap 1000 points above and 1000 points below the daily vwap. And that it could be configurable

Thanks and congratulations on your work

 

thank you 

 

Good morning Felipe, what's up?


Firstly I'd like to thank you for making the indicator available, it's very functional!!!
I wanted to ask you if you have any indicator that plots on the screen a line referring to the previous day's vwap.


Cheers!

1234
New comment