Need a Formula to calculate the VWAP inside an EA (MT5)

MQL5 Indicadores Asesores Expertos

Trabajo finalizado

Plazo de ejecución 1 día
Comentario del Ejecutor
Extremely kind. Fast payment. Although the task was not completed to the best he accepted.
Comentario del Cliente
He was super fast and gave lots of explanation. Will happily work with him again.

Tarea técnica

Specification

I would like to create a volume weight average price (VWAP) indicator for a user defined start time.  My standard VWAP is calculated from 2am New York time. Below is the general formula for the VWAP. This Indicator will be used with an existing EA, so the code should be easy to read and duplicate so that a different programmer can add the code to a pre-existing EA.

  https://c.mql5.com/21/244/vwap_math.png

In the formula for VWAP you will use will use the average of the High and Low.

To simplify my requirement, I will put it into bullets points:

  1. The VWAP indicator will reset based on daily user defined time. When a new day is reached, the VWAP will begin from 0 again.
  2. I need an inputs that can allows me the ability to set the time of resetting
  3. Follow the math equation above to calculate the center or VWAP lines (Formula given)
    1. When VVWAP is decreasing = Red Colour
    2. When VVWAP is increasing = Lime Colour
    3. vwap_style = STYLE_SOLID
    4. vwap_width = 2
    5. Volume calculation is based on Tick volume
    6. Input: Default Price data based on (High + Low)/2.  The option to (Close, Median, Typical etc. - Standard price mode)
  4. 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' (count in day) is the inputs I can define later
  5. When changing VWAP timeframe option, previous VWAP object should be cleared.
  6. When new candle generated the VWAP calculations MUST UPDATE CORRECTLY


Below is an example of what the VWAP line that resets at midnight New York time looks like.

https://www.dropbox.com/s/oq23bp1qo43i2t8/VWAP%20Reset%201%20Minute.png?dl=0

    Han respondido

    1
    Desarrollador 1
    Evaluación
    (2)
    Proyectos
    1
    0%
    Arbitraje
    1
    0% / 100%
    Caducado
    0
    Libre
    2
    Desarrollador 2
    Evaluación
    (279)
    Proyectos
    378
    72%
    Arbitraje
    19
    32% / 47%
    Caducado
    16
    4%
    Libre
    Ha publicado: 15 ejemplos
    Solicitudes similares
    I need a simple hedging/martingale style Expert Advisor for MetaTrader 5 that works on any symbol and any timeframe. Required Features: **Core Logic:** - Start with an initial lot size - Open a hedge trade when price moves against the current position by a set distance - Use a first hedge lot multiplier for the first hedge - Use a different lot multiplier for all subsequent levels - Increase the hedge distance by a
    I have the Fisher Indicator shown below the chart. I need an alert added for when the Fisher Indicator hits the 50 point at the end of each period. GBPUSD and EURUSD 4H charts are provided and I can provide additional
    Gpt 5lite is an automated Expert Advisor designed to execute trades according to a predefined trading strategy and risk-management framework. The EA is developed to provide consistent, systematic trade execution while minimizing manual intervention. Key features may include automated market analysis, configurable entry and exit conditions, position and risk management, stop-loss and take-profit controls, and
    Pro type bot trading king, the bot of the century creating progress and benefits that will bring a entire global wealth with much more opportunities for everyone to live a life of pleasure
    I want a bot to make the same trade when market opens everyday on Forex. I want the bot to use the same simple technique for every day for the currency pair EUR/USD. I have a video reference for the simple technique I want the bot to carry out
    مرفق — مستشار خبير يعمل وتم اختباره مسبقا يعمل على ميتاتريدر 5 للذهب (XAUUSD) يتداول عبر وسيط Equiti. هذا نظام وظيفي، وليس مفهوما مبكرا. أحتاجها ممتدة، لا استبدال. Ali_XAUUSD_SwingClose_H4D1.mq5 البنية الحالية (يرجى فهم ذلك قبل البدء): يحدد النظام الاتجاه العام على الإطار الزمني H4 من خلال تصنيف قوة إغلاق الشمعة (سواء كان الإغلاق بالقرب من أعلى أو أدنى مستوى جسم الشمعة/النطاق)، ثم يبحث في إطار M15 عن "شمعة مرجعية"
    Need v22 bot 100+ USD
    *V22 Investor account latest Setting Tester* *Price 600$* *Share with friends and Traders💸* Account no : 474461283 Password : V22@scalper Server : Exness-MT5Trial15 I need exactly the same bot. Please log in and check the bot yourself to see exactly how it works, and then create the same bot for me
    MT5 EA Audit, Improvement, and Live Auto-Trading Requirements The EA/source code file is attached . Please carefully read and analyze the complete attached code before making any changes. This EA was developed based on my own trading strategy, rules, and indicators. I personally use these same rules for manual trading, and when I identify the required conditions manually on the MT5 chart, I open trades based on them
    MT5 EA/Robot Development and Live-Execution Requirements I have developed and attached an MT5 Expert Advisor (EA/robot). The EA was developed with the help of ChatGPT and other AI platforms. However, although the code may compile and appear to work in backtesting, it does not always behave according to the strategy, rules, indicators, and trade-management logic that were originally designed. I do not want another
    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

    Información sobre el proyecto

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