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
    (278)
    Proyectos
    374
    72%
    Arbitraje
    19
    32% / 47%
    Caducado
    14
    4%
    Libre
    Ha publicado: 14 ejemplos
    Solicitudes similares
    JDE LS 53+ USD
    Purpose The system aims to: Analyze forex market data in real time Identify trading opportunities quickly Automatically execute trades Help users potentially grow small capital (e.g., R1000+), without guaranteeing profits 3. 👥 Users Beginner traders Intermediate traders Admin/Developer (to manage and monitor the bot) 4. ⚙️ Functional Requirements 4.1 Market Data Analysis The bot must collect real-time price data
    I am looking for an experienced MQL5 developer to build a professional Expert Advisor with the following specs: TECHNICAL REQUIREMENTS: - Platform: MetaTrader 5 (MT5) - Pairs: GBPUSD and EURUSD - Broker suffix support (e.g. GBPUSD@, EURUSD@) - Primary timeframe: M5 -Higher timeframe bias: H1 and H4 (for trend direction only) - One chart setup — manages both pairs from one chart STRATEGY: - Price action based: BOS
    OBJETIVO Criar um Expert Advisor MT5 profissional para XAUUSD focado em: Consistência Baixo drawdown Scalping profissional Proteção da conta Crescimento sustentável Compatibilidade com conta micro e prop firms NÃO utilizar: Martingale Grid Hedge agressivo Recovery system Multiplicação de lotes após perda --- ATIVO XAUUSD apenas --- TIMEFRAMES Timeframe principal M5 Confirmação tendência M15 Confirmação macro opcional
    I need a very advanced and intelligent MT5 Expert Advisor coded in MQL5 for XAUUSD, based on ICT + CRT + Smart Money Concepts. The goal is not a simple robot, but a professional decision-making system with strong filters, risk control, and high-quality trade selection. The EA must include: 1. Multi-Timeframe Analysis - D1 / H4 / H1 bias - M15 / M5 entry confirmation - Bullish or bearish market structure - BOS, CHoCH
    Intraday Trade Ninja EA — Complete Logic Structure This document maps the full architecture, execution logic, signal flow, trade management, and safety structure of the Intraday Trade Ninja MT4 Expert Advisor. 1. Core Indicators · ©Price Border (TMA bands) · MA-X Arrows · MA-Y Arrows · LeManSignal · EMA 49 & 89 - Per Candle Color Switching 2. EA Entry Architecture ·
    I have a 90% completed project with the execution part left to complete, I have been struggling to complete this section and I need help from someone expert in MQL5 with knowledge on forex trading and ICT Concepts coding. Contact me for further details
    Close Vol (%N): Closes half (or any percentage you want) of the lot size of your open positions. For example, if you have five open orders of 0.06 lots and want to close half of each, you simply click it, and it will close the specified volume from each individual order. Close Order (%N): Closes half (or any amount you want) of the total number of your open orders. For example, if you have ten open orders and want to
    Hi basically I'm wanting an already made EA scalper that's constantly in and out of trades on the M1 time frame that has good risk management. It knows what it's doing. Most of its trades are profitable and that can start with $100. I am willing to pay up to $1500 for the right scalping bot. If you please have one and you're very confident in it, please allow me to use a live version to see how it does and if I'm
    Need an trailing SL manager which can work with my all open trades (trades may be multiple), Put a fix SL based on entry price and then trail my strictly in my favoured direction, Initial SL shud be confiurable via a small dashboard
    Pip killer ntt 100+ USD
    Create a forex robot especially for sculping using the 3 ema strategy which consists of the following moving average levels of the 15 ma ,30 ema , 60 ema and 90 which enter potentially on a retest into the ema and targets opposite direction after the retest .Potentially bringing into account that the number of retested emas controlls the number of entreis which for eg. retest of the 15 ema single 0.01 trade is

    Información sobre el proyecto

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