OmniTrader Professional Forum
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OmniLanguage Discussion
VWAP/VWMA |
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Lou Venezia![]() Posts: 25 Joined: 7/22/2022 ![]() | I'm researching the use of VWAP(volume weighted average price), VWMA(volume weighted moving average) and ANCHORED VWAP as a potential approach to buying/selling at the most favorable price. If anyone has developed OmniLanguage code for these indicators and are willing to share, it would be most appreciated. Thanks. | |
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Frank Birch![]() Posts: 174 Joined: 3/25/2006 Location: UK ![]() | Hi Lou & all, Nirvana has already bought out a VWAP plug-in? Is this what your looking for Lou? https://www.omnitrader.com/Products/Plugins/ProfitBands.aspx Regards Frank Birch | |
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Lou Venezia![]() Posts: 25 Joined: 7/22/2022 ![]() | Frank - This is exactly what I've been looking for - thanks for the heads up. I've developed a swing trading strategy and was looking for a way to optimize the buy/sell execution portion of the strategy. This plugin should be quite beneficial as it addresses traditional VWAP as well as anchored VWAP. Once my strategy has identified a potential tradable symbol, this should help to ensure I'm executing buys at below value or selling at above value. Thanks again. | |
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Frank Birch![]() Posts: 174 Joined: 3/25/2006 Location: UK ![]() | Hi Lou & all, glad to of helped my friend that's why we are here on the forum to help each other! Let me know how you get on. Regards Frank |