Calling an indicator on certain specified times

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  • 06/12/2020 at 11:51 AM #135708 quote
    snucke
    Participant
    Veteran

    Hi!

    I want to use VWAP in a strat on DAX30 but since DAX30 does not give any volume at certain times i get a division by zero error and the start stops from pro order.

    So i wonder if someone can help me with only calling the vwap indicator for example between 03.00-22.00, is that possible?

    d = max(1, intradaybarindex)
 
VWAP = SUMMATION[d](volume*typicalprice)/SUMMATION[d](volume)
if(intradaybarindex=0) then
endif
 
 
if vwap>vwap[1] then
color = 1
else
color = -1
endif
 
RETURN VWAP coloured by color STYLE(LINE,2) as "VWAP"
    06/12/2020 at 4:04 PM #135765 quote
    robertogozzi
    Moderator
    Master

    Yes, in the CALLing strategy use:

    IF Time >= 030000 AND Time <= 220000 THEN
   MyVWAP = CALL Vwap
ENDIF

    you can use OpenTime, instead of Time, as it best suits your needs.

    I wrote “CALL Vwap” assuming the name is VWAP, but it can be any name.

    AlgoAlex and snucke thanked this post
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Calling an indicator on certain specified times


ProOrder: Automated Strategies & Backtesting

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snucke @snucke Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 06/12/2020
Status: Active
Attachments: No files
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