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Anchored VWAP - Version 3.0 Description:
Anchored VWAP allows you to put up to 3 different Anchored VWAPs on your chart at any one time. You can also add the 1st Standard Deviations if desired. This indicator works for charts. The mouse is used to enable/disable the anchored VWAPs and their standard deviation lines.
Inputs :
VWAP_Anch1_Color: This input controls the color of one of the Anchored VWAP plots on a chart and its standard deviation lines, if enabled. The default is set to ‘ green’.
VWAP_Anch2_Color: This input controls the color of one of the Anchored VWAP plots on a chart and its standard deviation lines, if enabled. The default is set to ‘ yellow’.
VWAP_Anch3_Color: This input controls the color of one of the Anchored VWAP plots on a chart and its standard deviation lines, if enabled. The default is set to ‘ magenta’.
VWAPAnch1_Cross_Alert: This input controls if a sound alert is generated when the price crosses above or below VWAP_Anch1. The number value that you input is the number of times that an alert will be generated for the current bar. So, if you only want 1 sound alert per bar when the VWAP is crossed then enter ‘1’. If you want up to 10 sound alerts per bar when the VWAP is crossed then enter ‘10’. The default is set to ‘-1’ for no alerts to be generated.
VWAPAnch2_Cross_Alert: This input controls if a sound alert is generated when the price crosses above or below VWAP_Anch2. The number value that you input is the number of times that an alert will be generated for the current bar. So, if you only want 1 sound alert per bar when the VWAP is crossed then enter ‘1’. If you want up to 10 sound alerts per bar when the VWAP is crossed then enter ‘10’. The default is set to ‘-1’ for no alerts to be generated.
VWAPAnch3_Cross_Alert: This input controls if a sound alert is generated when the price crosses above or below VWAP_Anch3. The number value that you input is the number of times that an alert will be generated for the current bar. So, if you only want 1 sound alert per bar when the VWAP is crossed then enter ‘1’. If you want up to 10 sound alerts per bar when the VWAP is crossed then enter ‘10’. The default is set to ‘-1’ for no alerts to be generated.
VWAPAnch1_Alert_Sound: This input tells what sound file to use when an alert is generated that corresponds to the VWAPAnch1_Cross_Alert. The default is “” for no sound file. In TradeStation 9.5 there are several *.wav files in the “Program” folder. These are some files you can use. You can also use other files on your computer that are “*.wav” files. You need to enter the entire path into the input in order for the sound file to be found and used by TradeStation.
VWAPAnch2_Alert_Sound: This input tells what sound file to use when an alert is generated that corresponds to the VWAPAnch2_Cross_Alert. The default is “” for no sound file. In TradeStation 9.5 there are several *.wav files in the “Program” folder. These are some files you can use. You can also use other files on your computer that are “*.wav” files. You need to enter the entire path into the input in order for the sound file to be found and used by TradeStation.
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VWAPAnch3_Alert_Sound: This input tells what sound file to use when an alert is generated that corresponds to the VWAPAnch3_Cross_Alert. The default is “” for no sound file. In TradeStation 9.5 there are several *.wav files in the “Program” folder. These are some files you can use. You can also use other files on your computer that are “*.wav” files. You need to enter the entire path into the input in order for the sound file to be found and used by TradeStation.
Menu_Location: This input determines where the menu will be displayed on the chart. Here are the valid values:
1=upper right corner (default)
2=lower right corner
3=lower left corner
4=upper left corner
VWAP_Anch1_StdDevBands: This is the number of standard deviations that will be used when the “Bnds” icon is selected on the chart. The default is 2 for 2 standard deviations above and below the VWAP.
VWAP_Anch2_StdDevBands: This is the number of standard deviations that will be used when the “Bnds” icon is selected on the chart. The default is 2 for 2 standard deviations above and below the VWAP.
VWAP_Anch3_StdDevBands: This is the number of standard deviations that will be used when the “Bnds” icon is selected on the chart. The default is 2 for 2 standard deviations above and below the VWAP.
Important Notes:
The Anchored VWAP indicator works on all charts.
All Anchored VWAPS are enabled by using the mouse to click the ”On” label and then the bar used to anchor the VWAP
All Anchored VWAPS are disabled by using the mouse to click the ”Off” label
The standard deviation bands are toggled on/off by clicking the “Bnds” button when the anchored VWAP is enabled.
Uses:
Used to see where the Anchored VWAP is for support or resistance.
Can generate a sound alert when a VWAP is crossed.
o For example, use the following input settings to generate a sound alert on AVWAP1: VWAPAnch1_Cross_Alert=”1”
VWAPAnch1_Alert_Sound=”C:\TS_Sounds\cashregister.wav”
(Note: I created the folder C:\TS_Sounds on my computer as a place to put *.wav files)
3 Chart Display:
This is a screen shot of the Anchrored_VWAP indicator when applied to daily chart of the AAPL with 3 different anchored VWAPs enabled:
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This is a screen shot of the Anchored_VWAP indicator when applied to daily chart of the AAPL with one anchored VWAP and its standard deviation bands enabled:
Contact Info:
If you have any questions or suggestions I would very much like to hear from you. My email is: [email protected]
Website: www.historicstockdata.com
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