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
    I need to replicate the trade i take on prorealtime to mt5 The bridge must be designed to transfer my positions from ProRealtime to MetaTrader 5 on VPS PC. Opening the transaction in the ProRealtime , i must see automatically the same deal in myMetaTrader. Changing my stop orders in the ProRealtime should also change my orders in MetaTrader
    Hello, I want to create a trading robot (Expert Advisor) for MetaTrader 5 (MT5). I am looking for a profitable trading strategy based on Technical Analysis indicators. The robot should have auto lot sizing, Stop Loss (SL), and Take Profit (TP) features. Please share your available strategies and cost. Thanks
    Hello Developers, I am looking for an experienced developer to build a high-quality, professional automated trading bot for the Quotex binary options platform. The bot must be fully automated and strictly follow a Non-Martingale (Non-MTG) strategy. ### Key Requirements: * Platform: Quotex (Binary Options). * Strategy Type: Strictly Non-Martingale (No double lots, no loss-recovery multiplication). * Money Management
    I have a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5 . The EA performs consistently and profitably on demo accounts , but when I run it on an IC Markets Raw and standard live account , it begins generating losses under what appear to be the same trading conditions. if needed i can provide Full EA source code (.mq4 and/or .mq5) and Set file. I need an experienced MQL4/MQL5 developer to thoroughly
    I will pay 3000+ USD (negotiable) for an EA for existing MT5 that generates a minimum of 5% or higher a month consistently Please send demo version with optimal settings so I can test, if it performs in a strategy tester i will also need option to forward test it in a demo account. You will provide me with the.ex5 file with an expiration of 1 week, so that I can test the EA first on demo account. Developer should be
    I need a professional Expert Advisor (EA) for MT5 that merges the concepts of 'Smart Map' (Institutional Liquidity & Order Blocks) and 'X Trend Pro' (High-accuracy Trend following). Core Specifications: 1. Entry Strategy: The EA must automatically map key liquidity zones/order blocks. It should only trigger a trade when a strong trend signal (X Trend Pro style) aligns with a major liquidity area on the H1 timeframe
    hello coders , below is 60 percent of logic of the strategy. firstly Execution must work in real time with high accuracy. Code should be clear ,maybe modular . 2. Trailing line of Strategy A , BuyExecution_A Line ,SellExecution_A Line will be shown to watch "live" on Chart. if you have experience of phyton is also good STRATEGY A: At Start Open a Buy and a sell position at the same time and price. The coming
    I am looking for an experienced developer to create a custom MT4 Expert Advisor (EA) / trading robot. Requirements: Fully automated trading system for MetaTrader 4 Clear entry and exit strategy (can be based on indicators, price action, or a custom logic) Risk management features (lot size control, stop loss, take profit, trailing stop) Ability to run on multiple currency pairs Option to adjust settings (risk %
    I need a custom MT4 Expert Advisor based on H4 breakout with martingale and equity protection. Platform: MetaTrader 4 / MQL4 Main symbol: XAUUSD Must work on 5-digit / 3-digit brokers All settings must be adjustable from EA inputs Strategy Logic: EA must detect the previous H4 candle high and low. Automatically open BUY when price breaks above the previous H4 high. Automatically open SELL when price breaks below the
    Hello, I am looking for an experienced MQL5 developer who can build a reliable choppy/range market filter for my existing EA. My EA works well in trending markets , but it takes too many losing trades during sideways, choppy, and ranging markets . I want an indicator/filter that can detect bad market conditions and pause or block EA entries during those periods. Main Requirement: Detect Trend / Range / Choppy market

    Información sobre el proyecto

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