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
I need a developer to start robot from scratch based on existing EA that is running live. I do not have the source file as my previous coder did not give it to me. What I do have is the investor password which is running the EA from the coder side but not from my end. I like someone to monitor the account and re create the same system for me
I want robot that can help me trade and make some money so that I can be able to learn from it while I'm still in depot account now.Is how it gonna help me with some money
أنا أبحث عن مبرمج محترف لإنشاء روبوت تداول (Expert Advisor) يعمل على منصة MetaTrader 4 أو MetaTrader 5. مواصفات الروبوت: يعمل على زوج XAUUSD (الذهب) يفتح صفقة شراء أو بيع حسب الإشارة يعتمد على مؤشرين: Moving Average RSI عندما يتقاطع الموفينغ أفريج مع الاتجاه ويؤكد مؤشر RSI يتم فتح الصفقة. إدارة المخاطر: تحديد Stop Loss تحديد Take Profit عدم فتح أكثر من صفقة في نفس الوقت إمكانية تغيير الإعدادات بسهولة. مطلوب: كود نظيف
Subject: Development of Ultra-High Precision Confluence Indicator - M1 Binary Options (Non-Repaint) ​ Hello, I am looking for a Senior MQL5 Developer to create a custom "Surgical Precision" indicator for MetaTrader 5, specifically optimized for 1-minute (M1) Binary Options trading. The system must integrate three distinct layers of algorithmic analysis. ​ 1. Core Logic: Triple-Layer Confluence ​The signal (Call/Put)
Looking for an experienced MQL5 developer to design and develop a custom Expert Advisor (EA) for MetaTrader 5. The purpose of this EA is not just automated trading, but also to help me better structure, test, and refine my personal trading strategy
I’m hiring an experienced MQL5 developer to finish and fix an existing project (NOT building from scratch). I have: An existing MT5 EA (.mq5 + .ex5) that is based on my TradingView logic A TradingView indicator version used for signals/alerts The EA works but has logic/consistency issues and needs improvements + cleanup Goal Make the EA reliable and consistent: Ensure entries/exits match the intended logic Fix
​ Description: I am looking for a professional MQL4 developer/quant trader with a proven track record in EA optimization. This project involves optimizing a third-party EA that currently has a 2-year live track record. ​ The Task: ​ In-Sample Optimization: Optimize the EA parameters using historical data prior to January 1, 2024. ​ Out-of-Sample (Walk-Forward): Validate the optimized settings against the period of
I need a reliable, clean-coded Expert Advisor built for both MetaTrader 4 and MetaTrader 5 platforms. Main trading behavior: The EA follows buy and sell arrows produced by my custom indicator. Whenever a buy arrow shows up on the chart: if a sell position is currently open → close that sell immediately and enter a buy trade in its place. Whenever a sell arrow appears: if a buy position exists → close the buy and

Información sobre el proyecto

Presupuesto
30+ USD
Plazo límite de ejecución
a 5 día(s)