Description
In this version VWAP (Volume Weighted Average Price) is calculated based on comulative look back periods
using System;
using cAlgo.API;
using cAlgo.API.Internals;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
namespace cAlgo
{
[Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
public class mVWAPcontinual : Indicator
{
[Parameter("Periods (10)", DefaultValue = 10)]
public int inpPeriods { get; set; }
[Output("VWAP Continual")]
public IndicatorDataSeries outVWAPc { get; set; }
private IndicatorDataSeries _vwap;
protected override void Initialize()
{
_vwap = CreateDataSeries();
}
public override void Calculate(int i)
{
_vwap[i] = ((Bars.TypicalPrices.Sum(inpPeriods) * Bars.TickVolumes.Sum(inpPeriods)) / Bars.TickVolumes.Sum(inpPeriods)) / inpPeriods;
outVWAPc[i] = _vwap[i];
}
}
}
mfejza
Joined on 25.01.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: mVWAPcontinual.algo
- Rating: 5
- Installs: 1194
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Comments
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Dear alexsanramon & nicolejohnston668
To show the difference between Continual VWAP and SMA you have the indicator as in link
Hope this costum indicator complete your suspicion
NI
AL
This indicator works the same as simple moving average. Please check. THanks,
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