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
    377
    72%
    Arbitraje
    19
    32% / 47%
    Caducado
    15
    4%
    Libre
    Ha publicado: 15 ejemplos
    Solicitudes similares
    STRATEGY FOR SMALL ACCOUNT $68 1. LOT SIZE: Fixed 0.01 lot. No auto lot. No martingale. No grid. 2. PAIR & TIMEFRAME: EURUSD only, H1 timeframe. 3. BUY RULE: - 20 EMA crosses above 50 EMA - RSI(14) > 55 - Open buy at candle close 4. SELL RULE: - 20 EMA crosses below 50 EMA - RSI(14) < 45 - Open sell at candle close 5. RISK MANAGEMENT: - Stop Loss: 250 points = 25 pips - Take Profit: 500 points = 50 pips - Max 1
    Panda103 30 - 100000 USD
    # Institutional-Grade MT5 Prop Firm Trading Bot Requirements ## Project Objective Develop a professional MetaTrader 5 Expert Advisor (EA) specifically designed to pass and maintain funded accounts such as: * FTMO * FundedNext * The5ers * MyFundedFX Primary goals: 1. Capital preservation first. 2. Consistent growth. 3. Strict drawdown compliance. 4. High-probability entries only. 5. Long-term funded account
    All trades are supposed to be opened at the same time, and have different predetermined TP levels, so i will need to physically enter TP levels for individual trades trades allowed; For example, on the EA settings,like, below all settings, i should have a place to enter how many pips each trade will have to go to TP, UP TO 20 trades max, I will explain more but the job as as simply as explained above
    Use the H4 timeframe to determine the main trend direction. Identify valid order blocks on the H1 timeframe. Identify liquidity zones and liquidity sweeps. Wait for M15 confirmation before opening a trade. Only take buy trades in bullish market conditions and sell trades in bearish market conditions. Risk a fixed percentage of account balance per trade (user adjustable). Automatically calculate lot size based on
    Scalping/HFT EA 30+ USD
    I need someone to make an EA that is a HFT that actually works for prop firm or live accounts. Prop firm would be most preferred but it has to be from a prop firm that will allow HFT
    I need a professional MT5 (MQL5) Expert Advisor for Gold (XAUUSD) scalping. Main requirements: - Work on M1 and M5 timeframes. - Trend filter using EMA 50 and EMA 200. - Entry confirmation after pullback and candle confirmation. - Open 3 positions per signal. Trade management: - Separate TP1, TP2, and TP3. - One Stop Loss for all positions. - When TP1 is reached: Close Position 1 and move remaining positions to
    MC Trader's 30+ USD
    If Buy: it must Buy when a conformation is done Bye the candle that would be a bullish engolfing candle or after liqudity swip or when sellers has stepped down the market and the market regains energy and trand upwards, it's stop loss must be below the Buy position and it's take profit must be at the top of all candles
    Hi, I need an experienced developer to review and help repair a trading automation project. This is not a request to create a random trading bot from scratch. I already have an existing system called EXU. It uses TradingView alerts, a VPS webhook backend, a decision/guard layer, and an MT5 execution/proof layer. Current project status: * TradingView alerts are reaching the backend. * The clean VPS pipeline works. *
    i am looking to upgrade my trading telegram bot and add live data to it and also make it linked to a dashboard where i can trace the users who register in my bot and pay and make them go in my private channel and manages the expiry date of each user
    Title: MT4 One Click Trader EA (Custom Development) I am looking for an experienced MQL4 developer to build a custom One Click Trader Expert Advisor for MetaTrader 4. The objective is a fast, reliable, execution-focused trading panel with minimal visual clutter and robust operation on both standard and offline charts. Requirements Trade Panel The EA must provide a simple trading panel containing: Buy button Sell

    Información sobre el proyecto

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