[ValueTrader]

HI, I've tried a few VWAP codes in EL on my Global Zen platform with no problems.

The lastet one i've tried:

LegacyColorValue = true]; inputs: iStartTime (0800), ResetMinutes (60); vars: PriceW(0), ShareW(0), Count(0), VolWAPValue(0), VolWAPVariance(0), VolWAPSD(0); if mod( (TimeToMinutes(time)-TimeToMinutes(iStartTime) , TimeToMinutes(ResetMinute s) = 0 then begin PriceW = 0; ShareW = 0; Count = -1; Value1 = 0; Value2 = 0; VolWAPValue = 0; end; PriceW = PriceW + (AvgPrice * (UpTicks+DownTicks)); ShareW = ShareW + (UpTicks+DownTicks); Count = Count + 1; Value3 = 0; if ShareW > 0 then VolWAPValue = PriceW / ShareW; {Calculate the individual variance terms for each intraday bar starting with the current bar and looping back through each bar to the start bar. The terms are each normalized according to the Variance formula for each level of volume at each price bar } For Value1 = 0 To Count Begin Value2 = ((UpTicks[Value1]+DownTicks[Value1])/ShareW) * (Square(AvgPrice[Value1]-VolWAPValue)); Value3 = Value3 + Value2; End; VolWAPVariance = Value3; VolWAPSD = SquareRoot(VolWAPVariance ); Plot1(VolWAPValue, "VWAP"); Plot2(VolWAPValue + VolWAPSD, "VWAP1SDUp"); Plot3(VolWAPValue - VolWAPSD, "VWAP1SDDown"); Plot4(VolWAPValue + (2*VolWAPSD), "VWAP2SDUp"); Plot5(VolWAPValue - (2*VolWAPSD), "VWAP2SDDown");

Comes up with 2 syntax errors and Unsupported attribute 'LeagacyColorVale"

Does anyone know the fix for these, and also can anyone reccomend a site to learn EL coding.

Thanks
VT

[ValueTrader]

Panic over, i've solved it now. If anyone would like the completed code (Easy Language for Open E Cry) let me know.

VT

[Tams]

Originally Posted by ValueTrader »

Panic over, i've solved it now. If anyone would like the completed code (Easy Language for Open E Cry) let me know.

VT

why don't you just post the code.
this is a mutual community, that's why you came here in the first place.
(unless you are fishing for contact names)



ps. pls use code tag to wrap the code
it is the # sign above the message window.

tagged code looks like this:

LegacyColorValue = true]; 

inputs: 
    VolWAPValue(0), 
    VolWAPVariance(0), 
    VolWAPSD(0); 

if TimeToMinutes(ResetMinute_s) = 0 then 
begin 
    PriceW = 0;
end;

[ValueTrader]

[QUOTE=Tams;109513]why don't you just post the code.
this is a mutual community, that's why you came here in the first place.
(unless you are fishing for contact names)

Not sure if you're being rude in a friendly way, or friendly in a rude way.

I'll post the code and look forward the remarks that make coming these forums such a fun and rewarding experiance.

vars: vwap(0),
pv(0),
Totalvolume(0),
Barfromstart(0),
Squareddeviations(0),
Probabilityweighteddeviations(0),
deviationsum(0),
standarddeviation(0);
If date > date[1] 
then 
begin
Barfromstart=0;
pv=AvgPrice*volume;
Totalvolume=volume;
vwap=pv/totalvolume;
end
else
begin
Barfromstart=Barfromstart[1]+1;
pv=pv[1] + AvgPrice*Volume;
Totalvolume=Totalvolume[1] + Volume;
vwap=pv/Totalvolume;
end;
deviationsum=0;
for value1= 0 to Barfromstart
begin
Squareddeviations=Square( vwap-avgprice[value1]);
Probabilityweighteddeviations=volume[value1]*Squareddeviations/Totalvolume;
deviationsum=deviationsum +Probabilityweighteddeviations;
end;

standarddeviation=SquareRoot(deviationsum); 
Plot1(vwap);
Plot2(vwap+standarddeviation);
Plot3(vwap+2*standarddeviation);
Plot4(vwap-standarddeviation);
Plot5(vwap-2*standarddeviation);

[Halli101]

Hi,

I saw your EL code for the VWAP/SDs and imported it to OEC. Is this study similar to Jerry´s study, found under the Trading with Market Statistics threads here at TL.com?

Is it for tick-by-tick or 2m? At what time do you start the study?

I am using Jerry´s study in Ensign and want to compare it to yours.

Regards,
Halli.

[ValueTrader]

Originally Posted by Halli101 »

Hi,

I saw your EL code for the VWAP/SDs and imported it to OEC. Is this study similar to Jerry´s study, found under the Trading with Market Statistics threads here at TL.com?

Is it for tick-by-tick or 2m? At what time do you start the study?

I am using Jerry´s study in Ensign and want to compare it to yours.

Regards,
Halli.

I use it on a 5min as i find 2 min far too noisy for my requirements.

I do not use it in the same way as Jerry (although his posts and videos are excellent) For me it is an extra tool in an holostic approach to trading and market structure.

The study will start at the same time as your default market start times on the OEC platform.

By posting this code i am in no way reccomending its use in any particular way.
best to paper trade it first to suit your own style.

Best of Luck

VT

[bomberone1]

Hi,

i try to plot a continuos vwap avoid that it resets every new day.

I am speaking something like n vwap

TradeStation Indicator VWAP N Day & SD Bands

Could any coders help me please?!

[bomberone1]

no one??? please is there a coder that could help me please