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Movable VWAP Pro MT5

90 USD

Demo downloaded: 154

Published: 18 May 2019

Current version: 1.6

Movable VWAP Pro MT5

Indicators
Sant Clear Ali Costa
Sant Clear Ali Costa
Brazil

1643
Version: 1.6
Updated: 26 February 2020
Activations: 20

Features

Start point of VWAP movable.
7 types of VWAP calculation methods: close, open, high, low, average price, typical price and weighted close.
2 types of volume calculation: ticks or real volume. Thus, the indicator works in any market, for example: stocks, futures, forex, commodities, etc.
Color, line style, and line width of the customizable VWAP.
Label that show the current VWAP price.
VWAP breakout alert that can be enabled or disabled.
2 types of methods to trigger the breakout alert: close or high/low

Input Parameters Tab

ID (Change for each VWAP inserted) - VWAP ID. Each inserted VWAP must have this value changed. It can be character, numbers, symbols, etc.
Price Calculation Method - VWAP calculation method: close, open, high, low, average price, typical price and weighted close.
Volume Type - Volume of Ticks or Real Volume. Thus, the indicator works in any market, for example: stocks, futures, forex, commodities, etc.
VWAP Color - VWAP Line color
VWAP Line Style - VWAP Line Style
VWAP Line Width - VWAP Line Width
Label Border Width - Label border width
Label Border Style - Label border style
Wingding Border Width - Wingding border width
Wingding Border Style - Wingding border Style
Activate Alert (Two clicks to change) - Enable or disable VWAP breakout alert
Alert Breakout Method - VWAP breakout method. If CLOSE the alert will be show when the bar close breaks VWAP. If HIGH_LOW the alert will be show when maximum or minimum breaks the VWAP.

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reference: "High Frequency Trading, A Pratical Guide to Algorithmic Strategies and Trading Systems (Aldridge, Irene)" Characteristics The calculation of VWAP is in accordance with the literature. 4 types of VWAPs, daily, monthly, yearly, moving. Note: Daily is the most popular form, the calculation is performed from the beginning to the end of each trading session (Market benchmark). In the moving, the calculation is carried out from n periods past to the current period, as with the famous m

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Movable VWAP Pro MT5

Sant Clear Ali Costa