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VWAP Indicator MT5

Description :

VWAP (Volume-Weighted Average Price) is the ratio of the value traded to total volume traded over a particular time horizon. It is a measure of the average price at which pair is traded over the trading horizon. Read More.

All Symbols and All Timeframes are supported.


Indicator Inputs :

    VWAP Mode : Mode of VWAP Calculation. Options can be selected : Single,Session,Daily,Weekly,Monthly
    Volumes : Real Volumes,Tick Volumes
    Price Type : Used price for calculating. Options : Close,Open,High,Low,Median,Typical,Weighted
    Use Moving Average : If selected, must enter Moving Average Method, Moving Average Period
    Start Time and End Time : Is used only for Session VWAP
    Start Date : Is used for Single VWAP only
    Max Number of Candles : Number of bars to proceed.
    Deviations Settings : Enable/Disable and Deviation Values
    Graphical Options : Filling/Colors/Widths/Styles
    Alert/Notification Options : Closed Candle Crossing / Price breakout


Tips :

  • You can attach more than one indicator to a chart with different settings in these cases :
    • If you want multiple sessions on a day,
    • If you want 2 or more histograms overlapping each other



Versions :



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Versão 1.3 2023.12.01
Added ability to select specific candle (time) on single VWAP mode.
Versão 1.2 2023.01.19
Performance of filling buffers optimized.
Versão 1.1 2021.03.12
Optimized Performance when multiple indicators run on chart.