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
    Hi In my current EA, you must edit this robot in an Instagram-based mode to construct robots. My old Robot Pending Order is designed to put merely in order, making it easy to update. I've included a link to the rar file, which is plainly referenced in the video. The strategy behind this work is detailed, as are the Instagram videos that are linked to the chart. As shown in this Instagram video link, we need a robot
    I’m looking for an experienced MQL5 / MT5 developer to build an EA that acts as a connector between a user’s MT5 trading account and our own web-based performance tracking platform. The concept is similar to platforms like Myfxbook or ShowMyTrades , where users can connect their trading account and automatically track their trading performance, including trade history, profit/loss, win rate, drawdown, account
    Account size 50$ to 100$ or 5000USC to 10000USC ( Account $ Size may not matter ) Max Leverage 1000-2000 Min Lot 0.01 [ if averaging possible ] Averaging + Shift TP Faster Required if Trend Direction is Clear Account Protection Maxx Profit Max Loss Key Based Activation News Filter Need Expert to handle this to avoid false entry [ Developer can suggest extra additional filters inputs here ] as i mentioned I have no
    Build a Forex Multi-Basket Trading Bot for OANDA (Python v20 REST API Only) MANDATORY DEVELOPER REQUIREMENTS (PLEASE READ BEFORE APPLYING): Do not apply for this project unless you meet the following strict professional criteria: 1. Deep Mathematical & Quantitative Background: You must thoroughly understand statistical distributions, rolling standard deviations (σ), calculating matrix medians, and dynamic Z-score
    I need a complete MetaTrader 5 Expert Advisor built for XAUUSD. The EA will trade a multi-timeframe trend-pullback strategy using the Daily, H4, and M15 timeframes. It must generate signals, manage trades, send alerts, and come with a full backtest on gold. This is a technical build. I am not asking for guaranteed profits or financial advice. Platform and Market Platform: MetaTrader 5 Language: MQL5 Symbol: XAUUSD
    I need an AI based mt5 EA which self learns and improves on its previous mistakes. The EA must be able to utilize numerous trade set ups like; 1. CRT, 2. liquidity sweep reversal at selected higher timeframe where a candle sweeps previous candle high and closes lower or sweeps previous candle low and closes higher, 3. SMC where it trades on OB, CHoCH, BOS. 4. Support and resistance. It should trade any currency pair
    i need some tradingview strategy that i want to use as a tester, i have something that i am working on currently and i need someone that can provide me with tradingview strategies that doesn't have a win rate, the one with 1:1 RR it need to have low win rate like 10% or 5% profitability, i am not paying $30 for,i dont have up to that for this cause i only want to use it as a test, if anyone have any to send me please
    hello i need help building a ea bot for mt5 and i have started on claude but i will need someone if a incredible experience to make my ideas come to live. please contact so we can schedule a quick call and i can share anything that concerns you for the task
    I am looking for someone with real experience developing strategies, indicators, or trading tools for Quantower . The strategy itself is relatively simple. The main issue is that I need to use some of Quantower's functions and API capabilities to program the strategy, but there is limited documentation available for some of the functionality, and I do not have enough time to fully understand the API and implement
    I am looking for an experienced MQL5 developer who can BOTH research trading strategies and develop a commercial-quality MetaTrader 5 Expert Advisor. This is NOT simply a coding job. The developer is free to choose the trading logic, indicators, entry method, exit method, timeframe architecture and strategy type. I do not require the EA to copy or resemble any existing commercial EA. My priority is: ROBUST LONG-TERM

    Información sobre el proyecto

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