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VWAP for NQ FUTURE

ropika33 · 2023-11-26T01:05:45+00:00

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!

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VWAP for NQ FUTURE

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11/26/2023 at 2:05 AM #224301 quote

ropika33
Participant

New

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!

12/20/2023 at 3:20 PM #225530 quote

Jean FX
Moderator

Junior

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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This topic contains 1 reply,
has 2 voices, and was last updated by Jean FX
2 years, 9 months ago.

Topic Details

Forum:	ProBuilder: Indicators & Custom Tools
Language:	English
Started:	11/26/2023
Status:	Active
Attachments:	No files

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VWAP for NQ FUTURE

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VWAP for NQ FUTURE ProBuilder: Indicators & Custom Tools

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VWAP for NQ FUTURE

ProBuilder: Indicators & Custom Tools