DinexSpace Session and Anchored VWAP
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Huu Tho Tran
DinexSpace - MetaTrader 5 için alım-satım otomasyonu stüdyosu.
İşlem fikrinizi kodlamadan önce gerçek maliyetlerle iki aşamada doğruluyoruz. Fikir doğrulamayı geçemezse dururuz - robot için ödeme yapmazsınız.
Canlı geçmiş - Sürüm: 1.0
Session and Anchored VWAP plots the volume-weighted average price (VWAP), the average price paid in a period weighted by volume. Two versions are included: one that resets every day, week or month, and one anchored at a moment you choose.
How it works
- Periodic VWAP: starts fresh at the beginning of each day (broker server time), each week (Monday) or each month, and accumulates price × volume from there.
- Up to two bands at a chosen number of standard deviations show how far price has moved from the average.
- Anchored VWAP: starts at the server date and time you set, for example a news release or a major swing low, and runs to the latest bar.
- Price can be the typical price (H+L+C)/3, the close or the median price (H+L)/2.
- Volume can be tick volume, which is always available in MT5, or real volume where the broker provides it.
- All values are plotted as indicator buffers, so they appear in the Data Window and can be read by other programs with iCustom.
Inputs
- Periodic VWAP: show, reset period, price, volume source, two bands with their multipliers.
- Anchored VWAP: show, anchor date and time (server time).
- Colours and styles can be changed on the Colors tab.
Limits
- Tick volume counts price changes, not traded contracts. It is a common proxy on forex and CFDs, but it is not exchange volume.
- If real volume is selected and the broker does not provide it, the lines are not drawn.
- The current bar's values change until the bar closes.
- VWAP is an average, not a signal. The indicator does not say when to buy or sell.
The indicator does not trade.
