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Old 02-20-2009, 11:34 AM   #1

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Vwap

This indicator was made by Frank and Popstocks. It was in another thread and it was getting rather long, so I thought it would be best to make a separate thread. I just added an input for Starting Time.

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Old 06-20-2009, 05:13 PM   #2

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Re: Vwap

Thanks for posting this, I was able to import the code you posted perfectly!
Do you have any other codes that we could import to OEC?
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Old 09-07-2010, 09:00 PM   #3

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Re: Vwap

Can anyone explain to me on how to import this vwap into Open E cry indicators
thank you in advance..
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Old 09-08-2010, 05:45 AM   #4

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Re: Vwap

Sadly the algorithm to calculate VWAP is wrong it does not calculate it accurately. When new volume arrives all previous trades must be re weighted with the total volume of the whole sample. Sometimes it will be close other times it will be completely off. If you look in Jperls threads the topic of calculation is discussed at some length.
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Old 09-08-2010, 07:48 AM   #5

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Re: Vwap

Thank you Blowfish for your reply , I will check out Jperls threads..
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