OmniTrader Professional Forum - OmniLanguage Discussion
VWAP/VWMA

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Lou Venezia

Posts: 25

Joined: 7/22/2022

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Subject : VWAP/VWMA
Posted : 11/16/2023 3:45 PM
Post #32373

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

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Subject : RE: VWAP/VWMA
Posted : 11/17/2023 12:11 PM
Post #32376 - In reply to #32373

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

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Subject : RE: VWAP/VWMA
Posted : 11/17/2023 2:57 PM
Post #32377 - In reply to #32373

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

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Subject : RE: VWAP/VWMA
Posted : 11/17/2023 3:33 PM
Post #32378 - In reply to #32377

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


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