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does someone have right VWAP indicator?
beardao
 Post subject: does someone have right VWAP indicator? Post rating: 0   New post Posted: Thu 22 Dec, 2016, 03:26 
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I found Jforex VWAP(volume weighted average price) is not right.
I need a daily VWAP: VWAP=Cumulative (tick bid Volume x tick bid Price) / Cumulative (tick bid Volume) (from the 1st tick to last tick in a whole trading day).
is there someone can do a favor?
thanks!
 
Platform Support
 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Tue 27 Dec, 2016, 12:26 
JForex Master
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Set period as "1 Day" under Advanced settings in JForex 3. Does it give what you need then?

Image
Image


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VolumeWAPDailySettings.png [9.45 KiB]
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beardao
 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Wed 28 Dec, 2016, 04:56 
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thanks for your kind reply. however I tried, I think the result is still not I want.
1. Jforex VolumeWAP indicator result, see below picture
Image
the VWAP value is 144.420 for 2016-Dec-07 candle stick. (VWAP time is 2016-Dec-06, but it's actually 2016-Dec-07 based on Jforex platform time)
2. I downloaded historcial tick data of Dec-06 & Dec-07 from Dukascopy website. and calculated VWAP using my formula (Cumulative (tick bid Volume x tick bid Price) / Cumulative (tick bid Volume)) from first tick @UTC 22:00 2016-Dec-06 to last tick @ UTC 21:59 2016-Dec-07.
and the VWAP value is 143.923

so I think jforex VWAP indicator is not using the universal VWAP algorithm.
I don't know whether your technical team can make a new VWAP indicator based on universal algorithm.
it's hard for jforex user to make it because it needs process huge size tick data (hundreds of G for all the currency pair). our laptop can't store such huge cache data.
appreciate a lot for considering my suggestion!
thanks!


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 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Mon 02 Jan, 2017, 08:42 
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We will create Daily VWAP in JForex 3 soon.

JFOREX-8119
 
whiletrue
 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Sat 21 Apr, 2018, 17:44 

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Any progress on developing the indicator?

=)
 
whiletrue
 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Sat 21 Apr, 2018, 18:23 

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Hmm, so it seems that you've added ticksvwap and volumewap2, but they are not accessible from the IIndicators interface. Is this correct?
 
Platform Support
 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Wed 02 May, 2018, 12:16 
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Will be added soon.
 
whiletrue
 Post subject: Re: does someone have right VWAP indicator? Post rating: 0   New post Posted: Mon 07 May, 2018, 07:51 

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Hi,

What do you mean by "soon"?

Thanks.
 
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