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tucciotrader

Looking for Multicharts Code to Deal with VWAP, SDs and PVP

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Hi,

 

I have read Volume Profile threads by user jperl in the forum he is using Multicharts with a trading system based on VWAP, Standard Deviantions and PVP along with volume bars on chart. I think that must be something hard to code and was wondering if anyone wad able to share that code unless it's something secret or suchlike...that would be great offcourse!

 

thanks ever so much

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well I made a search yet did not find anything done...only work in progress code

 

if you post what you have found, including what you think is useless stuff,

someone might pick up the ball and take it to the next level...

 

otherwise people would think you just want a free ride.

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The thing is I am running a demo versione of the latest Multicharts with tick-by-tick data from a mapped ascii file.

 

I have found some code by dbntina from 2007 such as DBPVP and DBVWAP_SD and a file modified by user shrike DBVWAP3 in 2009 (this one did not knock me out that much, I wonder what is it for?)

 

Since those indicators are applied on a 2 min chart my concern is how accurate are they? I was wondering if there was a way to apply to a tick-by-tick base while being shown as a 2 minute candlestick on the chart.

 

Also, I am still trying understand how to plot a histogram price/volume on the price axis

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The thing is I am running a demo versione of the latest Multicharts with tick-by-tick data from a mapped ascii file.

 

I have found some code by dbntina from 2007 such as DBPVP and DBVWAP_SD and a file modified by user shrike DBVWAP3 in 2009 (this one did not knock me out that much, I wonder what is it for?)

 

Since those indicators are applied on a 2 min chart my concern is how accurate are they? I was wondering if there was a way to apply to a tick-by-tick base while being shown as a 2 minute candlestick on the chart.

 

Also, I am still trying understand how to plot a histogram price/volume on the price axis

 

by the way this is how the indicators are being plotted on the chart...

dbvwap.thumb.PNG.7888f1fa4d5fe741db7bbd4def774fcd.PNG

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Hi folks,

 

i am really interested in these subject.

 

COuld please post indicator and cose, I'd like give my help.

 

Do you know how combinw twap and vwap?

 

TWAP gives additional information, but i don't understand how, is there someone that use twap?

 

Here a basic link with explanations

 

Time Weighted Average Price - Wikipedia, the free encyclopedia

 

I like to code for multicharts - tradestation.

 

Regards

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Is it an array out of bounds error you are getting? If so simply increasing the array sizes should fix it 3000 should be ample. Currencies have a lot of pips in a day and so require larger array sizes.

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