VWAP & Volume profile

[lysergic]

Medved looking good for me, some suggestions:

 

1. Weekly vwap

2. VWAP colour based on slope i.e. 1 colour for up and 1 for down 

3. VWAP bands based on standard deviation eg 70 % (i see a moving average of the std dev. is this the same?)

 

Volume by price 

 

1. Separate colours for Value (assume you are calling this range) and Mid  

2. Monthly and weekly VbyP

3. Align RHS 

4. Option to draw as:

 

a. Solid blocks

b. Hollow outline 

 

In Ninjatrader you can also move the chart up / down / left / right (no compression of chart) as well as zooming in and out via the cntl key, is this possible?

 

Thanks 

 

[Mike Medved]

VWAP:

 

1. added Weekly - will be next beta release

2. The width of the VWAP bands is multiplier times the standard deviation over a specified period.

 

VbP

 

Added weekly and monthly - but really don't see much value in the "weekly" ones.

[Mike Medved]

"Separate colours for Value (assume you are calling this range) and Mid"

 

Can you explain? I am looking at VbP on intraday chart, and there is a range color and mid color. And I am not sure what "Value" is - "Range" shows the two bars that contain the "range percentage" of all volume between them.

 

"Align RHS"

 

Do you mean mirror them so they are drawn right to left instead of left to right? I haven't seen them done this way, and the "extend" lines - should they still go to the right?

[Mike Medved]

Moving chart right-left - hover your mouse over the chart and use the wheel on the mouse. Zooming in/out - hover your mouse over the chart, press CTRL key and use the wheel on the mouse.