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%
    Trabaja
    Ha publicado: 15 ejemplos
    Solicitudes similares
    8 cap prop firm passing 30 - 3000 USD
    I am looking for an experienced MQL4/MQL5 HFT developer to build or optimize a High-Frequency Trading (HFT) Expert Advisor that can successfully pass proprietary trading firm challenges and perform consistently under live trading conditions with brokers such as 8cap or BlackBull Markets . The developer should have proven experience with HFT execution, ultra-low-latency trading, broker execution, slippage, spreads
    I have a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5 that is primarily designed to trade US30 (Dow Jones Index) . The EA performs consistently and profitably on demo accounts; however, when deployed on an IC Markets Raw or Standard live account , it begins generating losses despite what appear to be the same market conditions. At this time, I do not have access to the source code (.mq4/.mq5). I
    I need a professional MT5 Expert Advisor (MQL5) for XAU/USD (Gold) only. Requirements: - Symbol: XAU/USD only - Timeframe: H1 trend, M5 entry - Smart Money Concept (SMC) - Liquidity Sweep - Break of Structure (BOS) - Order Block Retest - Confirmation Candle (Engulfing or Pin Bar) - ATR-based Stop Loss - Risk:Reward = 1:3 (adjustable) - Auto Lot (1% risk) - Break Even - Trailing Stop - Maximum 2 trades per day - One
    We are looking for an experienced Machine Learning Engineer / Quant Developer to develop a probability-based decision-support model for a discretionary Bitcoin trading system operating on the 5-minute timeframe
    Hello, I am looking for an existing, fully backtestable MT5 Expert Advisor or EA portfolio designed specifically for passing an FTMO-style prop-firm evaluation. I am not looking for unrealistic profit claims or a visually perfect backtest. My priority is a statistically defensible probability of passing the challenge while respecting all risk limits. Primary objective The system should be designed for the current
    I have a High-Frequency Trading (HFT) Expert Advisor for both MT4 and MT5 designed primarily for US30 (Dow Jones Index) . The EA performs consistently and profitably on demo accounts, but when I run it on an IC Markets Raw or Standard live account, it starts generating losses under what appear to be the same trading conditions. At this time, I cannot provide the source code (.mq4/.mq5). I can only provide the
    I need an Expert Advisor for MT5 on XAUUSD 1min timeframe using SMC concepts. STRATEGY RULES: SELL: 1. Identify previous day High/Low as liquidity 2. Entry only during London-NY session: 15:00-19:00 GMT+3 3. If price sweeps previous day High and closes back below it 4. Check for bearish 1min FVG below sweep candle 5. Wait for BOS - lower low 6. Entry: Sell at 50% of the FVG 7. SL: 10 pips above sweep wick 8. TP: 2R
    Hello looking for someone to convert an indicator from tradingview to Thinkorswim I have attached the codes from trading view Also, I like make it trigger (alert) a one-time alert when the trend changes, and can also create a custom watchlist column that flags symbols currently in a new trend so you can scan multiple stocks easily. And like the watchlist to show only fresh trend changes or the current trend direction
    Hi everyone, I am looking for a commercially available MT5 Expert Advisor for trading Forex or CFD instruments. It does not need to work across every symbol; a system specialized in one or a few suitable Forex pairs, indices, or metals is perfectly acceptable. My main requirements are: Target historical annual return of approximately 10 0–300%+ , depending on the selected risk level Maximum equity drawdown of
    Ho everyone I'm looking for an Expert advisors which Will produce at least 100-300% per year on the Forex CFD market. Every operation has ti have TP and SL, the maximum drawdown 20%. It doesn't necessarily have to work on every asset of course. Alright, that's all, let's see of something comes up. Budget is between 50 and 100 usd

    Información sobre el proyecto

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