Serviço Freelance MQL5: Create Ninjatrader Strategy And Indicator

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I have a special request for a custom VWAP indicator and strategy. I’ve attached a PDF that explains how my current setup works in detail.

Request Overview

Since NinjaTrader’s built-in VWAP does not support auto-anchoring, I need a custom VWAP implementation with the following features:

Custom VWAP Indicator Requirements

Auto-Anchoring VWAP

VWAP should reset automatically at the open of Japan, Europe, and US markets.

It should only display from the session anchor onward, ignoring prior price action.

Configurable Session Duration

VWAP should remain active for 2 hours after each session open.

This duration should be adjustable in the indicator settings.

Deviation Bands & Mid-Bands

Include 1st and 2nd deviation bands for trade zones.

Mid-bands should be available for finer trade control.

Bands should be usable for both entry and stop placement.

Plotting Control

The VWAP should only appear from the session open and should not show past values.

Each new session anchor should reset the VWAP display.

Strategy Builder Compatibility

The indicator should output signals when price crosses a VWAP band.

I should be able to select which band (VWAP, 1st deviation, 2nd deviation, or mid-band) is used for entry triggers.

Implementation Approach

Detect Session Open

The indicator should detect when the Japan, Europe, and US markets open.

VWAP calculation should reset at these times.

Calculate VWAP from Session Open

At each session open, the indicator should reset cumulative volume and price data.

VWAP should be calculated using price and volume data from that point onward.

Plot VWAP & Deviation Bands

The indicator should use standard deviation calculations to plot 1st, 2nd, and mid-bands.

VWAP should only appear from the session open forward.

Output Signals for Strategy Builder

The indicator should provide boolean conditions when price crosses a selected band.

I should be able to select VWAP, 1st deviation, 2nd deviation, or mid-band as a trigger.

Additional Notes

I currently use TradeSaber for auto-entry and will continue using it.

I need access to the source code so that the indicator remains fully editable in NinjaTrader Strategy Builder.

I’ve attempted to code this myself, but my coding skills aren’t as strong as my strategy logic.

Would this be something you can help with? Looking forward to your thoughts!

Arquivos anexados:

ZIP

VWAP_Strat_1_915.zip

476.8 Kb

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Informações sobre o projeto

Orçamento

50+ USD

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para 3 dias

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