Description
Just a VWAP Midas with 5 Buttons in 1 indicator
See also -->> TPO Profile <<--
See also -->> Weis & Wyckoff System <<--
Usage:
Create VWAP: Click on button and select the bar for VWAP
Remove VWAP: Click the button again when it is activated.
VWAP will be updated with each new bar
/*
--------------------------------------------------------------------------------------------------------------------------------
VWAP Midas Buttons
Just a VWAP Midas with 5 Buttons in just 1 indicator
Usage:
Create VWAP: Click on the button and select the bar for the VWAP
Remove VWAP: Click the button again when it is activated.
VWAP will be updated with each new bar
AUTHOR: srlcarlg
----------------------------------------------------------------------------------------------------------------------------
*/
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using cAlgo.API;
using cAlgo.API.Collections;
using cAlgo.API.Indicators;
using cAlgo.API.Internals;
namespace cAlgo
{
[Indicator(IsOverlay = true, AccessRights = AccessRights.None)]
public class VWAPMidasButtons : Indicator
{
public enum ConfigButtonsData
{
Top_Right,
Top_Left,
Bottom_Right,
Bottom_Left,
}
[Parameter("Buttons Color:", DefaultValue = Colors.LightBlue, Group = "==== VWAP Midas Buttons ====")]
public Colors RawBtnColor { get; set; }
[Parameter("Buttons Opacity:" , DefaultValue = 50, MinValue = 5, MaxValue = 100, Group = "==== VWAP Midas Buttons ====")]
public int BtnOpacity { get; set; }
[Parameter("Buttons Position:", DefaultValue = ConfigButtonsData.Top_Right, Group = "==== VWAP Midas Buttons ====")]
public ConfigButtonsData ConfigButtonsInput { get; set; }
[Parameter("Buttons Orientation:", DefaultValue = Orientation.Horizontal, Group = "==== VWAP Midas Buttons ====")]
public Orientation BtnOrientation { get; set; }
[Output("Top VWAP", LineColor = "DeepSkyBlue", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries TopVWAP { get; set; }
[Output("Top VWAP 2", LineColor = "DeepSkyBlue", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries TopVWAP_2 { get; set; }
[Output("Top VWAP 3", LineColor = "DeepSkyBlue", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries TopVWAP_3 { get; set; }
[Output("Top VWAP 4", LineColor = "DeepSkyBlue", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries TopVWAP_4 { get; set; }
[Output("Top VWAP 5", LineColor = "DeepSkyBlue", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries TopVWAP_5 { get; set; }
[Output("Middle VWAP", LineColor = "LightYellow", LineStyle = LineStyle.Lines, PlotType = PlotType.Line)]
public IndicatorDataSeries MiddleVWAP { get; set; }
[Output("Middle VWAP 2", LineColor = "LightYellow", LineStyle = LineStyle.Lines, PlotType = PlotType.Line)]
public IndicatorDataSeries MiddleVWAP_2 { get; set; }
[Output("Middle VWAP 3", LineColor = "LightYellow", LineStyle = LineStyle.Lines, PlotType = PlotType.Line)]
public IndicatorDataSeries MiddleVWAP_3 { get; set; }
[Output("Middle VWAP 4", LineColor = "LightYellow", LineStyle = LineStyle.Lines, PlotType = PlotType.Line)]
public IndicatorDataSeries MiddleVWAP_4 { get; set; }
[Output("Middle VWAP 5", LineColor = "LightYellow", LineStyle = LineStyle.Lines, PlotType = PlotType.Line)]
public IndicatorDataSeries MiddleVWAP_5 { get; set; }
[Output("Bottom VWAP", LineColor = "Orange", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries BottomVWAP { get; set; }
[Output("Bottom VWAP 2", LineColor = "Orange", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries BottomVWAP_2 { get; set; }
[Output("Bottom VWAP 3", LineColor = "Orange", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries BottomVWAP_3 { get; set; }
[Output("Bottom VWAP 4", LineColor = "Orange", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries BottomVWAP_4 { get; set; }
[Output("Bottom VWAP 5", LineColor = "Orange", LineStyle = LineStyle.Solid, PlotType = PlotType.Line)]
public IndicatorDataSeries BottomVWAP_5 { get; set; }
private int[] btnIndexes = {0,0,0,0,0};
private bool mouseIsActive;
private bool btnIsActive;
private Button currentBtn;
private ChartVerticalLine verticalLine;
private IDictionary<int, Button> allButtons = new Dictionary<int, Button>();
protected override void Initialize()
{
var btnOpacity = (int)(2.55 * BtnOpacity);
Color rawColor = Color.FromName(RawBtnColor.ToString());
var btnColor = Color.FromArgb(btnOpacity, rawColor.R, rawColor.G, rawColor.B);
VerticalAlignment v_align = VerticalAlignment.Bottom;
HorizontalAlignment h_align = HorizontalAlignment.Left;
if (ConfigButtonsInput == ConfigButtonsData.Bottom_Right)
h_align = HorizontalAlignment.Right;
else if (ConfigButtonsInput == ConfigButtonsData.Top_Left)
v_align = VerticalAlignment.Top;
else if (ConfigButtonsInput == ConfigButtonsData.Top_Right)
{
v_align = VerticalAlignment.Top;
h_align = HorizontalAlignment.Right;
}
var wrapPanel = new WrapPanel
{
HorizontalAlignment = h_align,
VerticalAlignment = v_align,
Orientation = BtnOrientation,
};
for (int i=1; i < 6; i++)
AddButton(wrapPanel, btnColor, i);
Chart.AddControl(wrapPanel);
Chart.MouseMove += DrawVerticalLine;
Chart.MouseDown += AddVWAP;
Bars.BarOpened += UpdateVWAP;
/*
No comments needed, everything is self explanatory
*/
}
private void AddButton(Panel panel, Color btnColor, int btnIndex)
{
Button button = new Button
{
Text = "",
Padding = 0,
Width = 22,
Height = 22,
Margin = 2,
BackgroundColor = btnColor
};
button.Click += ButtonClick;
panel.AddChild(button);
allButtons.Add(btnIndex, button);
}
private void ButtonClick(ButtonClickEventArgs obj)
{
if (obj.Button.Text != "")
{
ClearVWAP(Convert.ToInt32(obj.Button.Text));
obj.Button.Text = "";
return;
}
btnIsActive=true;
currentBtn= obj.Button;
obj.Button.IsEnabled = false;
Chart.DrawStaticText("txt", "Select a bar for VWAP.", VerticalAlignment.Top, HorizontalAlignment.Center, Color.Orange);
}
public void DrawVerticalLine(ChartMouseEventArgs obj)
{
if (btnIsActive)
{
mouseIsActive = true;
if (verticalLine == null)
verticalLine = Chart.DrawVerticalLine("VerticalLine", obj.TimeValue, Chart.ColorSettings.ForegroundColor);
else
verticalLine.Time = obj.TimeValue;
verticalLine.IsInteractive = true;
verticalLine.IsLocked = true;
}
}
public void AddVWAP(ChartMouseEventArgs obj)
{
if (mouseIsActive == false)
return;
mouseIsActive = false;
int btnIndex = 0;
for (int i=1; i < 6; i++)
{
if (allButtons[i] == currentBtn)
{
allButtons[i].Text = $"{i}";
allButtons[i].IsEnabled = true;
btnIndex = i;
break;
}
}
double sumHigh = 0.0;
double sumHL2 = 0.0;
double sumLow = 0.0;
double sumVol = 0.0;
for (int j = Bars.OpenTimes.GetIndexByTime(verticalLine.Time); j < Chart.BarsTotal; j++)
{
sumHigh += Bars.HighPrices[j] * Bars.TickVolumes[j];
sumHL2 += Bars.MedianPrices[j] * Bars.TickVolumes[j];
sumLow += Bars.LowPrices[j] * Bars.TickVolumes[j];
sumVol += Bars.TickVolumes[j];
switch(btnIndex)
{
case 1:
TopVWAP[j] = sumHigh / sumVol;
MiddleVWAP[j] = sumHL2 / sumVol;
BottomVWAP[j] = sumLow / sumVol;
break;
case 2:
TopVWAP_2[j] = sumHigh / sumVol;
MiddleVWAP_2[j] = sumHL2 / sumVol;
BottomVWAP_2[j] = sumLow / sumVol;
break;
case 3:
TopVWAP_3[j] = sumHigh / sumVol;
MiddleVWAP_3[j] = sumHL2 / sumVol;
BottomVWAP_3[j] = sumLow / sumVol;
break;
case 4:
TopVWAP_4[j] = sumHigh / sumVol;
MiddleVWAP_4[j] = sumHL2 / sumVol;
BottomVWAP_4[j] = sumLow / sumVol;
break;
case 5:
TopVWAP_5[j] = sumHigh / sumVol;
MiddleVWAP_5[j] = sumHL2 / sumVol;
BottomVWAP_5[j] = sumLow / sumVol;
break;
}
}
for (int i=1; i < 6; i++)
{
if (i == 1 && btnIndexes[0] == 0 && allButtons[i].Text != "")
btnIndexes[0] = Bars.OpenTimes.GetIndexByTime(verticalLine.Time);
if (i == 2 && btnIndexes[1] == 0 && allButtons[i].Text != "")
btnIndexes[1] = Bars.OpenTimes.GetIndexByTime(verticalLine.Time);
if (i == 3 && btnIndexes[2] == 0 && allButtons[i].Text != "")
btnIndexes[2] = Bars.OpenTimes.GetIndexByTime(verticalLine.Time);
if (i == 4 && btnIndexes[3] == 0 && allButtons[i].Text != "")
btnIndexes[3] = Bars.OpenTimes.GetIndexByTime(verticalLine.Time);
if (i == 5 && btnIndexes[4] == 0 && allButtons[i].Text != "")
btnIndexes[4] = Bars.OpenTimes.GetIndexByTime(verticalLine.Time);
}
if (verticalLine != null)
{
Chart.DrawStaticText("txt", "", VerticalAlignment.Top, HorizontalAlignment.Center, Color.Orange);
Chart.RemoveObject("VerticalLine");
Chart.RemoveObject("txt");
verticalLine = null;
btnIsActive = false;
}
}
private void UpdateVWAP(BarOpenedEventArgs obj)
{
int[] btnActives = {0,0,0,0,0};
for (int i=1; i < 6; i++)
{
if (i == 1 && allButtons[i].Text != "")
btnActives[0] = 1;
if (i == 2 && allButtons[i].Text != "")
btnActives[1] = 1;
if (i == 3 && allButtons[i].Text != "")
btnActives[2] = 1;
if (i == 4 && allButtons[i].Text != "")
btnActives[3] = 1;
if (i == 5 && allButtons[i].Text != "")
btnActives[4] = 1;
}
if (btnActives[0] == 1)
{
double sumHigh = 0.0;
double sumHL2 = 0.0;
double sumLow = 0.0;
double sumVol = 0.0;
for (int j = btnIndexes[0]; j < Chart.BarsTotal; j++)
{
sumHigh += Bars.HighPrices[j] * Bars.TickVolumes[j];
sumHL2 += Bars.MedianPrices[j] * Bars.TickVolumes[j];
sumLow += Bars.LowPrices[j] * Bars.TickVolumes[j];
sumVol += Bars.TickVolumes[j];
TopVWAP[j] = sumHigh / sumVol;
MiddleVWAP[j] = sumHL2 / sumVol;
BottomVWAP[j] = sumLow / sumVol;
}
}
if (btnActives[1] == 1)
{
double sumHigh = 0.0;
double sumHL2 = 0.0;
double sumLow = 0.0;
double sumVol = 0.0;
for (int j = btnIndexes[1]; j < Chart.BarsTotal; j++)
{
sumHigh += Bars.HighPrices[j] * Bars.TickVolumes[j];
sumHL2 += Bars.MedianPrices[j] * Bars.TickVolumes[j];
sumLow += Bars.LowPrices[j] * Bars.TickVolumes[j];
sumVol += Bars.TickVolumes[j];
TopVWAP_2[j] = sumHigh / sumVol;
MiddleVWAP_2[j] = sumHL2 / sumVol;
BottomVWAP_2[j] = sumLow / sumVol;
}
}
if (btnActives[2] == 1)
{
double sumHigh = 0.0;
double sumHL2 = 0.0;
double sumLow = 0.0;
double sumVol = 0.0;
for (int j = btnIndexes[2]; j < Chart.BarsTotal; j++)
{
sumHigh += Bars.HighPrices[j] * Bars.TickVolumes[j];
sumHL2 += Bars.MedianPrices[j] * Bars.TickVolumes[j];
sumLow += Bars.LowPrices[j] * Bars.TickVolumes[j];
sumVol += Bars.TickVolumes[j];
TopVWAP_3[j] = sumHigh / sumVol;
MiddleVWAP_3[j] = sumHL2 / sumVol;
BottomVWAP_3[j] = sumLow / sumVol;
}
}
if (btnActives[3] == 1)
{
double sumHigh = 0.0;
double sumHL2 = 0.0;
double sumLow = 0.0;
double sumVol = 0.0;
for (int j = btnIndexes[3]; j < Chart.BarsTotal; j++)
{
sumHigh += Bars.HighPrices[j] * Bars.TickVolumes[j];
sumHL2 += Bars.MedianPrices[j] * Bars.TickVolumes[j];
sumLow += Bars.LowPrices[j] * Bars.TickVolumes[j];
sumVol += Bars.TickVolumes[j];
TopVWAP_4[j] = sumHigh / sumVol;
MiddleVWAP_4[j] = sumHL2 / sumVol;
BottomVWAP_4[j] = sumLow / sumVol;
}
}
if (btnActives[4] == 1)
{
double sumHigh = 0.0;
double sumHL2 = 0.0;
double sumLow = 0.0;
double sumVol = 0.0;
for (int j = btnIndexes[4]; j < Chart.BarsTotal; j++)
{
sumHigh += Bars.HighPrices[j] * Bars.TickVolumes[j];
sumHL2 += Bars.MedianPrices[j] * Bars.TickVolumes[j];
sumLow += Bars.LowPrices[j] * Bars.TickVolumes[j];
sumVol += Bars.TickVolumes[j];
TopVWAP_5[j] = sumHigh / sumVol;
MiddleVWAP_5[j] = sumHL2 / sumVol;
BottomVWAP_5[j] = sumLow / sumVol;
}
}
}
private void ClearVWAP(int btnIndex)
{
for (int i = 0; i < Chart.BarsTotal; i++)
{
switch(btnIndex)
{
case 1:
btnIndexes[0] = 0;
TopVWAP[i] = double.NaN;
MiddleVWAP[i] = double.NaN;
BottomVWAP[i] = double.NaN;
break;
case 2:
btnIndexes[1] = 0;
TopVWAP_2[i] = double.NaN;
MiddleVWAP_2[i] = double.NaN;
BottomVWAP_2[i] = double.NaN;
break;
case 3:
btnIndexes[2] = 0;
TopVWAP_3[i] = double.NaN;
MiddleVWAP_3[i] = double.NaN;
BottomVWAP_3[i] = double.NaN;
break;
case 4:
btnIndexes[3] = 0;
TopVWAP_4[i] = double.NaN;
MiddleVWAP_4[i] = double.NaN;
BottomVWAP_4[i] = double.NaN;
break;
case 5:
btnIndexes[4] = 0;
TopVWAP_5[i] = double.NaN;
MiddleVWAP_5[i] = double.NaN;
BottomVWAP_5[i] = double.NaN;
break;
}
}
}
public override void Calculate(int index)
{
// Really?
}
}
}
srlcarlg
Joined on 25.07.2022
- Distribution: Free
- Language: C#
- Trading platform: cTrader Automate
- File name: VWAP Midas Buttons.algo
- Rating: 5
- Installs: 508
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Comments
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Thank you for this indicator.
Would it be possible for you to fix the time frame bug please?
If I change time frames or if I scroll or zoom within the same time frame, the vwap markings dissapear.
JE
Great indicator, thanks so much! any chance to make it stick (redraw) when switching to a different time frame?
That would be amazing!
Cheers,
This is magical…