Simple VWAP

4

Fundamentação teórica

A VWAP é uma média móvel ajustada pelo volume, ou seja o peso de cada preço corresponde ao volume de ações negociadas no período, dando mais importância ao período em que se tenha mais negociações. [1]

VWAP = sum(price[i]*volume[i]) / sum(volume[i])

Metodologia

É possível configurar o período que será utilizado para o calculo da VWAP, a cor, a espessura e o estilo da linha.

A linha é desenhada desde a o começo da série disponível apenas uma vez para economizar recursos computacionais, a atualização do indicador pelos dados novos recebidos é feita sem alterar os dados já calculados.


Reviews 2
Kedrov
1301
Kedrov 2025.05.15 11:56 

Просмотрел штук 40 VWAP в разных исполнениях. Но ни в одном не нашел коррекции по временной зоне по GMT – такое впечатление, что все брокеры работают в одной зоне. Странно!

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Simple MACD Expert
Abraao Moreira
3 (1)
Estratégia de negociação MACD O cálculo do MACD é executado uma vez a cada tick, e são considerados para fim de cálculo os três últimos resultados, para analisar o cruzamento da linha de zero, ou seja quando o último resultado for maior que 0 e o antepenúltimo não então há um cruzamento para cima e analogamente para baixo, quando um cruzamento é constatado o estado de uma variável de controle é alterado de "false" para "true", permitindo o abertura de uma posição caso a média de sinal também cru
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Coppock Curve
Abraao Moreira
Fundamentação teórica Rate of Change - taxa de mudança (ROC) O ROC é um oscilador que flutua acima e abaixo de uma linha de zero, medindo a variação percentual de preços ao longo de determinado período. O ROC de 20 períodos mede a variação percentual de preços ao longo de 20 períodos, quanto maior a diferença entre o preço atual e o de 20 períodos atrás, maior o valor do ROC. Quando o indicador está acima de zero, a variação percentual é positiva indicando tendência bullish, se o indicador está
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Headroom Rule Monitor keeps two things in view on one small panel: your account result and the distance to the limits you set for yourself. It is an indicator. MetaTrader 5 does not allow indicators to call OrderSend(), and this indicator contains no trading functions. It never opens, modifies or closes a position. Account result The panel shows balance and equity, today's result (closed trades since the day reset plus open positions), and for the account history: number of trades, win rate, p
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Account Headroom MT5 shows what each Expert Advisor and each strategy is doing on your prop account, and how close the account is to the limits you track. It is an indicator. MetaTrader 5 does not allow indicators to call OrderSend(), and this indicator contains no trading functions. It never opens, modifies or closes a position. What it adds to MetaTrader 5 - Results by magic number, by strategy name or by symbol, with manual trades on their own row - Dated, editable rule presets that store h
Steadyhand Order Panel is a manual order panel for MetaTrader 5. It places market orders only when you click Buy or Sell, and it has no automatic trading logic. What it does - Calculates the lot from a fixed lot, a percent of the balance at risk, or a money amount at risk - Sets the stop loss and take profit in points, or the take profit as a multiple of the stop distance (reward:risk) - Shows the plan before you click: lot, money at risk to the stop loss and reward:risk - Optional preview lin
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Kedrov
1301
Kedrov 2025.05.15 11:56 

Просмотрел штук 40 VWAP в разных исполнениях. Но ни в одном не нашел коррекции по временной зоне по GMT – такое впечатление, что все брокеры работают в одной зоне. Странно!

Aleksandr Tamonin
4107
Aleksandr Tamonin 2021.01.24 11:27 

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