How to use VWAP in trading system?

Viewing 4 posts - 1 through 4 (of 4 total)

Author

Posts
08/18/2019 at 4:01 PM #104995 quote

axellus
Participant

Junior

Hello,

I cant seem to be able to use the VWAP indicator in my trading systems. It doesn’t show up as a condition at all when I try even if I added it to the price chart.

Anyone knows why?

Best regards,

Axel

08/18/2019 at 4:19 PM #104996 quote

robertogozzi
Moderator

Master

Some built-in indicators, not just VWAP, are not allowed to be used from ProOrder for some unknown reasons.You need to use one of those in the library.

If you search VWAP you’ll fine many examples, indicators and discussions about it.

08/18/2019 at 4:31 PM #104998 quote

axellus
Participant

Junior

Oh ok, thanks for the reply. I have looked at the ones in the library but none of them gives the same result as the PRT vwap. I will keep looking, maybe even try to create my own!

08/21/2019 at 2:38 PM #105201 quote

Nicolas
Keymaster

Master

Some other topics about VWAP can be found here: https://www.prorealcode.com/topics-tag/vwap/

It is not really possible to get the exact same result as the indicator of the platform as it uses real volumes contained in ticks while we can’t with custom coding.
Author

Posts

Viewing 4 posts - 1 through 4 (of 4 total)

You must be logged in to reply to this topic.

Login your account

How to use VWAP in trading system?

ProOrder: Automated Strategies & Backtesting

New Reply

Author

axellus @axellus Participant

Summary

This topic contains 3 replies,
has 3 voices, and was last updated by Nicolas
6 years, 6 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/18/2019
Status:	Active
Attachments:	No files

Loading...