Volume-Weighted Average Price (VWAP)
In finance, volume-weighted average price (VWAP) is the ratio of the value of a security or financial asset traded to the total volume of transactions during a trading session. It is a measure of the average trading price for the period.
Typically, the indicator is computed for a period of one day, but it can be measured between any two points in time.
This implementation uses open, high , low and close prices.
Import snippets to SQX: https://strategyquant.com/doc/programming-sq/import-export-custom-indicators-and-other-snippets/
Implemented for: MT4, MT5, TS, MC.
Hi, great but is missing the attachment. Cheers
Hello,
we apologize, the attachment has been added.
Please let me know how to use the Snipped VWAP , as as standard indicator and signal in SQX. I have already imported the snipped in the code editor but it dos not show up in SQX.
Thank you
Once you import the snippet you also need to recompile the files and restart SQX. Then you can find the VWAP under both – signals and indicators blocks
Hi, the archive SqVWMA.mq5 is missing, could you send it? Thanks!
Hello, the MQ5 file is included in the attached archive. Let us know if any issues
Hello, to run the strategy in MT5 is required the file SqVWAP.mq5 OR SqVWMA.mq5, it depends on the building blocks of the strategy. The attachment has only the SqVWAP.mq5 file, só is missing the other. Thanks!
Hi Reanto i found the bug. It is now fixed. Pls download and reimport SQExtension_VWAP_9112021 in RAR file again.
Super !!!!!!!!! very good idea !!! thank you 🙂
This is truly Excellent !!!!!!!!!!!!!!!!!!!!!!!!!!!
Hi all, has anyone got this working on Tradestation? I am using ES on an hourly chart and if I display the SQ_VWAP indicator as study OR via a strategy the following error is showing up:
“Attempted to divide by zero (0). You should always check before dividing to be sure divisor is not zero. Incorrect example: Value = (C – O) / (H – L) Correct Example: Value1 = IFF(H – L <> 0, (C – O) / (H – L), 1 )”
I would appreciate a fix if possible. Thanks
Pls send me this bug at [email protected]