Rolling Strategic AVWAP

22 févr.

The Rolling Strategic AVWAP gives you the ability to have the standard AVWAP indicators applied across all charts in all timeframes. There is no manual intervention necessary to keep all the standard VWAPs up to date. This indicator is written so that all weekends and trading holidays are taken into account so you never have any gaps or days where the indicator isn't working.

Standard rolling AVWAP indicators:

• Daily
  
• 2-day
  
• 3-day
  
• Week-to-Date
  
• Month-to-Date
  
• Year-to-Date
  

Additionally I have supplied several custom labeled AVWAP indicators that the user can adjust the date themselves

Custom Fixed AVWAP indicators:

• Prior Week-to-Date
  
• Prior Month-to-Date
  
• Prior Year-to-Date
  
• Fed rate decision
  
• Inflation report
  
• GDP report
  
• Jobs report
  
• 3 more labeled Custom1-3
  

These custom locations will allow the user to anchor the VWAP to meaningful dates and times in the market. Often there are large moves due to global macro events that can give the trader an edge by referencing the VWAP to the date and time.

Labels and Display

There are options to turn on and off any of the AVWAPs, as well as turning on and off the display labels below the candles.

27 févr.

Notes de version

The Rolling Strategic AVWAP gives you the ability to have the standard AVWAP indicators applied across all charts in all timeframes. There is no manual intervention necessary to keep all the standard VWAPs up to date. This indicator is written so that all weekends and trading holidays are taken into account so you never have any gaps or days where the indicator isn't working.

Standard rolling AVWAP indicators:
Daily
2-day
3-day
Week-to-Date
Month-to-Date
Year-to-Date

Additionally I have supplied several custom labeled AVWAP indicators that the user can adjust the date themselves

Custom Fixed AVWAP indicators:
Prior Week-to-Date
Prior Month-to-Date
Prior Year-to-Date
Fed rate decision
Inflation report
GDP report
Jobs report
3 more labeled Custom1-3

These custom locations will allow the user to anchor the VWAP to meaningful dates and times in the market. Often there are large moves due to global macro events that can give the trader an edge by referencing the VWAP to the date and time.

Labels and Display

There are options to turn on and off any of the AVWAPs, as well as turning on and off the display labels below the candles.

4 mars

Notes de version

Changed the order of the plots so that the 1, 2, and 3 day anchors are always on top of the WTD, MTD, YTD, etc.

6 mars

Notes de version

Fixed bug in 3-day VWAP offset calculation over the weekend.

11 mars

Notes de version

Fixed bug where it improperly calculated day of the week and first of month.

1 avr.

Notes de version

Bug fix for Good Friday, 3day VWAP was one day off

25 juil.

Notes de version

Shortened the label names when the user wants the indicator levels to show on the price column to the right of the chart.