VWAP for NQ FUTURE

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    ropika33
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    Hello,

    I’m posting this message to ask for help. I’m looking to create an indicator returning me the daily VWAP value dedicated to NASDAQ Future (NQ), starting at the specific opening time of this Future ( 5:00 p.m. – 6:00 p.m. ET (4:00 p.m. – 5:00 p.m. CT)).

    It means  Opening time: 5pm on Monday / Closing time (23 hours later): 4pm on Tuesday.

    I have searched and found the sources for intraday VWAP for classic stock (intraday), which works perfectly, but I have failed to adapt it to the opening time of this Future.

    Thank you in advance for your help!

    #225530 quote
    Jean FX
    Moderator
    New

    Could you give us your current functional vwap code and its market configuration for CME and we can see about adapting this ?

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VWAP for NQ FUTURE


ProBuilder: Indicators & Custom Tools

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ropika33 @ropika33 Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Jean FX
2 years, 1 month ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 11/26/2023
Status: Active
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