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

MQL5 Indicadores Asesores Expertos

Trabajo finalizado

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

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
    Hello developers and quantitative traders, I am looking to purchase a license for an EXISTING, professionally developed MT5 quantitative portfolio Expert Advisor with a long-term, independently verifiable trading history. Purchase budget: $5,000–$15,000 USD Additional annual maintenance fee: $1,000 USD I am willing to establish a long-term commercial relationship with the developer. IMPORTANT: I am NOT looking for
    SIERRA CHART 40+ USD
    Hello. I have some custom chartbooks/studies that run on ACSIL C++ in Sierra Charts trading platform. I need them put into pinescript to be able to be used in trading view and look similar to the charts we are giving you. also need it to be able to work on ninja trader NinjaScript (C#)/java, and MQL4 and MQL5 for metatrader 4 and 5. You would have to assist with testing. Let me know if you can help with this task
    Trading 35+ USD
    Project: XAUUSD Gold Trading Robot for MetaTrader 5 I want to develop a fully automated Expert Advisor (EA) for MetaTrader 5, designed exclusively for Gold (XAUUSD) and compatible with the Exness broker. Trading Strategy: Liquidity + CHOCH + Retest Identify important buy-side and sell-side liquidity zones using previous highs and lows, equal highs/lows, and confirmed swing points. Wait for a clear liquidity sweep
    I am looking to acquire an EXISTING and PROVEN MetaTrader 5 Expert Advisor. I am NOT looking for someone to develop a random new strategy from scratch. The objective is to find a robust EA with an existing track record, verify its performance and robustness, and purchase the MQL5 source code together with clearly defined commercial rights. MAIN REQUIREMENTS The EA should meet most or all of the following
    Hello, I am a serious buyer interested in acquiring an existing, stable and profitable Expert Advisor (EA) specifically designed to: 👉 mainly (XAUUSD) or any other exchange rate This is a full purchase order. ⚠️ I'm not interested in creating a new EA from scratch. Only ready-to-use, proven systems with a real track record of performance. ✅ EA Requirements (Stringent) 📌 Symbol and Strategy ✔️ Trade Gold Only
    Here is a professional, detailed requirements specification draft for your MQL5 freelance order based on your prompt: ​ Strategy Objective: Develop an automated Expert Advisor (EA) featuring a 1:3 Risk-to-Reward ratio optimized for a small starting budget. ​ Core Trading Logic: ​Execute automatic Buy and Sell trades using high-probability entry signals. ​Target a strict 90% theoretical win-rate structure through
    i want to fix my gold martingale bot MT5. RSI 14 ENTRY 30 BUY 70 SELL Lot 0.02 0.04 0.07 TP 150 for all SL 90 30 30 once total daily profit is 200$ stop trading stop trading once 2 consecutives total losses stop trading if spread exceeded 30 and between hour 15 & 17 PM Move SL to breakeven point once the profit exceeded 50 from from breakeven thanks
    MarketMind Breakout Pro XAUUSD H1 — Donchian Breakout EA Project type: Personal EA development and backtesting Platform: MetaTrader 5 Instrument: XAUUSD Timeframe: H1 Strategy: Donchian Channel breakout with EMA 200 Project overview This project evaluates a Donchian breakout trading strategy for XAUUSD on the H1 timeframe. The system uses channel-based breakout conditions and an EMA 200 trend filter. Historical
    The purpose of this order is ONLY to test and implement my H1 POI (Point of Interest) identification logic correctly. I am not requesting the complete EA at this stage. I will provide the exact rules for identifying the H1 POI after selecting the developer. The developer must convert those rules into clear, deterministic MQL5 logic. Requirements: Analyze H1 candles according to the rules I provide. Identify and mark
    Hello, I would like to create a trading robot based on the Moving Average indicator. Here are the technical specifications: 1. Indicator Settings: - Moving Average Period: 50 (Exponential - EMA). - Applied to: Close price. 2. Buy Signal (Long): - Enter a Buy order when the price crosses and closes above the 50 EMA. 3. Sell Signal (Short): - Enter a Sell order when the price crosses and closes below the 50 EMA. 4

    Información sobre el proyecto

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