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 have an existing working MQL5 Expert Advisor and require an experienced MQL5 programmer/trading-system analyst to independently analyse its historical performance. This is NOT initially a request to rewrite the EA or simply optimize parameters. Current strategy: - MetaTrader 5 - M15 timeframe - EMA / ADX / ATR based - Approximately 1,337 historical trades - Gross Profit approximately USD 271,000 - Gross Loss
Gold robot 30 - 1000 USD
Hello everyone, I’m looking for a developer who has an algorithm in their arsenal that generates quick profits over the long term. I’m interested in a scalping expert advisor—it can be a one-shot, averaging, or grid strategy, with or without TP/SL. Please share your ideas and results; I’ll consider all options. The most important thing is the result. Good luck
I need you to develop an MT5 Expert Advisor (EA) in MQL5 specifically for BTCUSD , primarily trading on the 1-minute timeframe (M1) . The goal is to build a professional, rule-based automated trading system that trades strong impulsive BTCUSD moves in the direction of the trend , while using strict risk and money management. 1. CORE STRATEGY The EA should NOT randomly buy or sell. The basic sequence should be: Trend
Hi. I am looking for an experienced MQL5 developer for an advanced XAUUSD MT5 indicator. Before choosing a developer, I would like to see a small proof-of-concept or an example of a similar indicator you have already developed. My final indicator must be written from scratch in MQL5 and I must receive the complete .mq5 source code + compiled .ex5 . Main requirements: XAUUSD MT5 / MQL5 Indicator only — NO AutoTrading
I need a professional XAUUSD signal indicator for MetaTrader 5, written entirely in MQL5 (.mq5). IMPORTANT: This is NOT an auto-trading EA. It must never open, close or modify trades. It only analyzes XAUUSD and generates signals + MT5 push notifications. 1. Multi-timeframe analysis: H4 → H1 → M30 → M15 → M10 → M5 → M1. 2. Detect market structure: - Swing High / Swing Low - BOS - MSS - CHOCH - Bullish/Bearish HTF
i have indicator for Trading View, also copy for NT, i need someone to improve and check the NT version (indicator is simple is volume density koncept)…. when i put same settings on TV version and NT version i have diffrerent results, but this can be because diffrent market data or fact that TV sending tick info in blocks , not tick by tick like NT8 on both. I(ndicator base on counting volume) so besied that is it
Purpose Develop a transparent and conservative Expert Advisor for MetaTrader 5. Profit is not guaranteed; acceptance is based on correct implementation, risk controls and reproducible testing. 1. Platform and instruments - Native MQL5 Expert Advisor for MetaTrader 5. - Symbols: EURUSD and USDJPY. - Working timeframe: H1. Higher-timeframe trend filter: H4. - Must support standard broker symbol suffixes/prefixes and
I need a professional AI-assisted Forex trading Expert Advisor (EA) for MetaTrader 5. The EA should not be based on a simple single indicator strategy. I want a robust multi-factor trading system that can analyze market conditions, trend, momentum, volatility, price action and risk before entering a trade. Requirements: Forex trading on MT5 Automated analysis and trade execution Dynamic entry and exit decisions Stop
We are seeking an independent technical reviewer for a frozen Python evidence/specification candidate related to an XAUUSD paper-trading risk system (ALKOOS-AI). This is NOT a request to develop, modify, optimize, or execute a trading robot or trading strategy. The task is limited to independent verification of a prepared evidence package. The reviewer should verify: Integrity of the supplied frozen artifact using
Freelance Task — EA Recovery Layer Hello. I have a ready-made MQL5 EA. The signals, SL/TP and lot calculation should essentially not be touched. I need a recovery system added. I am not a programmer — below is how the robot should behave. What stays Entry only from an EA signal. Stop-loss is not a new signal. Trailing is already built into my EA — recovery does not implement its own trailing. If trailing is disabled

Información sobre el proyecto

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