VWAP intraday not working anymore in version 11

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  • #109453 quote
    jbeagle2
    Participant
    New

    The indicator VWAP intraday programmed by Nicholaus does not seem to function in V11.1   I think it is the intradaybarindex function that no longer functions normally in v11.1. Anybody else having problems with this function or the VWAP intraday indicator in V11.1?

    #109501 quote
    Nicolas
    Keymaster
    Master

    You are right, there is something not working. I think that there’s an issue with SUMMATION instruction.

    A quick test:

    d = max(1, intradaybarindex)
    
    return d, SUMMATION[d](volume)

    We can see that while d is incrementing to make our dynamic period, the summation seems to not use it at all to make the sum of volume.. I will report it, you should do the same and refer this topic.

    In the meantime you can use the VWAP bands indicator which is a default one of the platform, that is working correctly.

    #109781 quote
    Nicolas
    Keymaster
    Master

    FYI, a fix for dynamic period for this specific instruction (SUMMATION) will be shortly deployed.

    #110191 quote
    Nicolas
    Keymaster
    Master

    It has been fixed today in the most recent version of PRT v11.1

    SUMMATIOn instruction now accept correctly period as a variable.

    #110252 quote
    jbeagle2
    Participant
    New

    Thank you so much for your help!

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VWAP intraday not working anymore in version 11


ProBuilder: Indicators & Custom Tools

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jbeagle2 @jbeagle2 Participant
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This topic contains 4 replies,
has 2 voices, and was last updated by jbeagle2
6 years, 4 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 10/06/2019
Status: Active
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