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Vwap MT5

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 moving averages, however weighted by volume.
  • Possibility to choose between 2 types of volume calculation, real volume or tick volume.
  • A label is displayed with the VWAP price calculation, which is allowed to change the size and style the border.
  • Possibility to change the width and stylize the VWAP's historic line.

Input Parameters tab
  • VWAP Type - VWAP type, daily, monthly, yearly or moving.
  • Period - Period to be considered in the moving VWAP calculation.
  • Volume Type - Type of volume. By real volume or tick volume.
  • Color - Line color.
  • Width - Line width.
  • Style - Line style.
  • Border Width - Size of the digits and the label's border.
  • Border Style - Label border style.
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Weis Wave Result MT5
Sant Clear Ali Costa
Features 3 types of waves: bullish, bearish and unknown. The unknown tower comes when prices move in opposite the direction of the current tower. Label that shows the percentage remaining for the next tower. Allows you set the type of volume that will be accumulated in the towers, either real or tick volumes. Thus, the indicator works in any market, for example: stocks, futures, forex, commodities, etc. Allows you to set the required score for the tower exchange. Allows you to set the font size
Weis Wave Box MT5
Sant Clear Ali Costa
Features 3 types of boxes: bullish, bass and unknown. The unknown box arises when prices move in the opposite direction of the current box. Allows you to set the required points for the box change. Lets you set both the box border types and colors or background color. Label that shows the box reversal points. Lets you set the size, color, corner position, and vertical label margin. Input Parameters Tab Reversal Points. Limit in points in the opposite direction to change boxes. Bulls Box Color -
Movable VWAP Pro MT5
Sant Clear Ali Costa
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:
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Version 1.6 2020.03.01
Melhorias no algoritmo.
Version 1.5 2020.02.29
New VWAP type parameters: Monthly and yearly.
Version 1.4 2020.02.29
New VWAP Type parameter. Allows you to change the type of VWAP to mobile or daily.
Version 1.3 2020.02.28
Optimizations in the code.
Version 1.2 2020.02.28
Fixed, the label was not displayed when adding more than 1 VWAP.
Version 1.1 2020.02.27
Added new data entry, to allow selection of the volume type.