VWAP indicator based on period separator

Trabajo finalizado

Plazo de ejecución 65 días
Comentario del Ejecutor
Excellent communication, very helpful and great understanding. A pleasure to work for him.
Comentario del Cliente
Very detail and will do his best to deliver the best solution for you.

Tarea técnica

I need a help to code VWAP (Volume Weighted Average Price) which is a very common indicators that used in futures market. At the end of the project, I would need the source code.


The main math formula I found from online is



Please refer to the attached picture below for my desired outcome.

To simplify my requirement, I will put it into bullets points

  1. The VWAP indicators will reset based on daily basic. When new days reached, the VWAP will begin from 0 again.
  2. Continue from above, I need an inputs that can allow me the period of resetting, just use period timeframe, where i can choose for it to reset on daily/weekly/monthly basic. (to avoid error, help me check if the current time frame is smaller than input's desired reset period)
  3. Follow the math equation above to calculate the center or VWAP lines
  4. The range/bands upside and downside band is measured using standard deviation (0.5, 1.0, 1.5, 2.0)
  5. Set input parameters of the gap. For default, I want the up down band as 0.5, 1.0, 1.5, 2.0 standard deviation (4 levels needed - 1 more level than above one)(let it be a float number where i can key in later on)
  6. The colour used if can choose the one have gradient (also allow to make changes), for default, can just follow the picture above.
  7. Volume calculation can choose to based on either Tick volume or Real volume
  8. Input: Data source to choose can be ticks, M1, M5, M15, M30
  9. Input: Period count - For the case where the calculation of VWAP on entire chart will be time consuming, by default let it only count on past 30 days of VWAP. The '30' is the inputs I can define later
  10. On data windows, I would like to know the angle of previous VWAP value relative to current VWAP and 2 period earlier VWAP. In simple term, angle of 3 points between shift 1,2,and 3. Refer picture below.
  11.  

Resources: https://www.mql5.com/en/code/28523 

I found this code available on code based but is displayed in histogram. It will be great if I can see the volume profile development as the time past (which is VWAP). Perhaps you can use the code available here to start working. Feel free to contact with me for any clearification.



Archivos adjuntos:

Han respondido

1
Desarrollador 1
Evaluación
(57)
Proyectos
72
22%
Arbitraje
13
46% / 15%
Caducado
5
7%
Libre
2
Desarrollador 2
Evaluación
(41)
Proyectos
46
28%
Arbitraje
9
0% / 100%
Caducado
7
15%
Libre
3
Desarrollador 3
Evaluación
(4)
Proyectos
5
0%
Arbitraje
5
0% / 80%
Caducado
2
40%
Libre
4
Desarrollador 4
Evaluación
(7)
Proyectos
13
23%
Arbitraje
0
Caducado
1
8%
Libre
Solicitudes similares
Title: Need a small MT5 script (Quick task) — $47 Description: I need a small MT5 utility made (details will be shared privately). I am looking for someone reliable and quick. Please message me so we can discuss. NOTE: I am located in India and face issues with adding funds $45 via card. I am happy to pay via UPI/Paytm if someone can help with MQL5 wallet balance
Robot 50+ USD
The most advanced mobile robot 98 % wine fully automated it must work both mt4 and mt5 with any broker it must be able to trade small amount to big amount
Project Overview: We are seeking a highly skilled and experienced developer to build a next-generation Forex Expert Advisor (EA) for MetaTrader 5. The core innovation of this project is an EA that relies 100% on a custom deep learning AI model (e.g., LSTM, Transformer) for generating all trading signals. The EA will trade the XAU/USD (Gold) instrument. The developer must be proficient not only in advanced MQL5
Ethereum Trading EA 30 - 35 USD
I am looking for an Expert Advisor (EA) that performs well on Ethereum. Ideally, it should be an HFT-style EA; a swing trading EA is also acceptable. I require the full MQL5 source code — the EA must be written entirely in MQL5 (no external languages such as Python). Performance target: Minimum 70% win rate with a 1:1 risk:reward. Input variables required: Stop Levels: Stop Loss (SL) and Take Profit (TP) Trailing
Mthizo trades 30 - 200 USD
- *Currency Pairs*: Major pairs such as EUR/USD, XAU/USD and GBP/USD - *Funding Currency*: South African Rand (ZAR) - *Initial Deposit*: R100 (may require additional deposit for live trading) - *Risk Management*: Basic risk management features, such as stop loss and take profit - *Strategy*: Pre-defined strategy based on Smart Money Concept principles - *Cost*: Approximately R100-R200 (one-time cost or
I need an Expert advisor based on AOX signal . it must have check and handing of trade operation..errors. The main criterin for opening and dosing a position : moving average direction the price is higher than the previous bar Trade lots is input parameter bar
Manage my live forex account with a disciplined, low-risk approach that produces steady monthly income. My priority is capital protection, so each trade must be sized conservatively, anchored by firm stop-loss orders, and designed to keep drawdown minimal. High-risk tactics such as martingale, grid systems, or excessive leverage are off the table; a measured, rules-based strategy is essential. I will connect the
Indicator that finds zones. All details in word document Ask questions if need I’d also like to to change from finding bullish marker and main candles to bearish marker and main candles if price crosses past inputted price The document is showing zones for bullish price action. Id like to also change manually in setting for it to show bearish price action ( it will look for bullish candle markers and main) Zones
Description: Gildepak is a purchasing cooperative for packaging materials. We need a program to calculate and fairly distribute the annual bonus (received from preferred suppliers) among our member companies (partners and members). The program should work with a set of predefined tables and data flows, and it must be able to import and export Excel files. Main Tables: Member Companies Company ID Company Name Partner
Hello, I am looking for an experienced QuantConnect/Lean developer for a trading strategy project on futures (Micro Nasdaq – MNQ) with Interactive Brokers integration (paper + live). The strategy includes several key features: • Multi-timeframe analysis (signal validation across multiple horizons) • Integration of economic news/events into the trading logic • Advanced risk management (daily stop, position sizing

Información sobre el proyecto

Presupuesto
30+ USD
Para el ejecutor
27 USD
Plazo límite de ejecución
a 5 día(s)