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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

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    a 5 día(s)