VWAP in eSignal?

bgold

Established member
532 5
Can somebody advise me if and how I can VWAP (Volume Weighted Average Price) levels in charts or quote windows? Or any other format?
Help much appreciated.
 

Trader333

Moderator
8,601 931
You can get VWAP using esignal as the data source with www.quotetracker.com It all depends on how you wish to use it ?

I did know one guy who had written code for use in esignal but he didnt pursue it much further although it did work.

Paul
 

esignal_duane

Newbie
8 0
Hello everyone,

I answered another post along these lines just yesterday. The solution I posed seemed to work for the post in question. I thought I would pass it along for anyone who is interested.

"The Advanced Chart does not have an "official" built-in VWAP setting like the Standard Chart currently displays. A workaround to constructing this can be done by basically adding a VWMA to a tick based Advanced Chart. There is a very slight difference between the two (.01). To add a VWMA to your Advanced Chart, right-click on the Advanced Chart and choose Basic Studies. Choose Moving Average and change the settings of the MA to Volume Weighted. This should be very close to the output of the VWAP displayed on the Standard Chart. Hope this helps."
 

Henry

Active member
177 2
This should be very close to the output of the VWAP displayed on the Standard Chart.

Trouble is, the VWAP in a Standard Chart never bears any resemblance to the actual VWAP! It even changes each time you reload the chart.

H/
 

bgold

Established member
532 5
esignal_duane said:
Hello everyone,

I answered another post along these lines just yesterday. The solution I posed seemed to work for the post in question. I thought I would pass it along for anyone who is interested.

"The Advanced Chart does not have an "official" built-in VWAP setting like the Standard Chart currently displays. A workaround to constructing this can be done by basically adding a VWMA to a tick based Advanced Chart. There is a very slight difference between the two (.01). To add a VWMA to your Advanced Chart, right-click on the Advanced Chart and choose Basic Studies. Choose Moving Average and change the settings of the MA to Volume Weighted. This should be very close to the output of the VWAP displayed on the Standard Chart. Hope this helps."

Thanks for response. I am not sure though I fully understand how the instruction would give the intra-day VWAP? The VWMA requires a setting for the period/length which seems to conflict with VWAP concept?

How does one construct VWAP in Standard Chart? My Tick chart with the box Display VWAP ticked remains empty? What am I doing incorrectly? Thanks
 
 
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