Vwap indicator derived from trading view

  • Indicators
  • Joshua Irungu Kariuki
    Joshua Irungu Kariuki
    "I specialize in coding automated Expert Advisors, custom indicators, risk management utilities, and Pine Script to MQL5 conversions. Fast delivery, clean code inputs,custom user-input softwares and full post-delivery support."
  • Version: 1.0

Converted an existing TradingView Pine Script VWAP indicator into a fully native MQL5 version for MetaTrader 5, maintaining 1:1 calculation accuracy, visual formatting, and functional parity.

Technical Implementation:

  • Line-by-Line Logic Translation: Successfully translated Pine Script's ta.vwap() vector calculations and session anchoring into MQL5 dynamic price/volume arrays ( CopyBuffer , CopyTicks ).

  • Multi-Session Anchoring: Retained all customizable session boundaries (Daily, Weekly, Monthly, and custom UTC time ranges) exactly as defined in the original Pine Script code.

  • Standard Deviation Bands: Replicated the upper and lower deviation band calculations ( ± 1 , ± 2 , ± 3 \pm 1, \pm 2, \pm 3 ±1,±2,±3) for precision mean-reversion and volatility entry signals.

  • Optimized Execution: Replaced TV array functions with zero-lag MQL5 indicator buffers for smooth rendering without lagging the MT5 terminal.


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