The Rolling Strategic AVWAP gives you the ability to have the standard AVWAP indicators applied across all charts in all timeframes. There is no manual intervention necessary to keep all the standard VWAPs up to date. This indicator is written so that all weekends and trading holidays are taken into account so you never have any gaps or days where the indicator isn't working.
Standard rolling AVWAP indicators:
Daily
2-day
3-day
Week-to-Date
Month-to-Date
Year-to-Date
Additionally I have supplied several custom labeled AVWAP indicators that the user can adjust the date themselves
Custom Fixed AVWAP indicators:
Prior Week-to-Date
Prior Month-to-Date
Prior Year-to-Date
Fed rate decision
Inflation report
GDP report
Jobs report
3 more labeled Custom1-3
These custom locations will allow the user to anchor the VWAP to meaningful dates and times in the market. Often there are large moves due to global macro events that can give the trader an edge by referencing the VWAP to the date and time.
Labels and Display
There are options to turn on and off any of the AVWAPs, as well as turning on and off the display labels below the candles.
Sürüm Notları
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The Rolling Strategic AVWAP gives you the ability to have the standard AVWAP indicators applied across all charts in all timeframes. There is no manual intervention necessary to keep all the standard VWAPs up to date. This indicator is written so that all weekends and trading holidays are taken into account so you never have any gaps or days where the indicator isn't working.
Standard rolling AVWAP indicators: Daily 2-day 3-day Week-to-Date Month-to-Date Year-to-Date
Additionally I have supplied several custom labeled AVWAP indicators that the user can adjust the date themselves
Custom Fixed AVWAP indicators: Prior Week-to-Date Prior Month-to-Date Prior Year-to-Date Fed rate decision Inflation report GDP report Jobs report 3 more labeled Custom1-3
These custom locations will allow the user to anchor the VWAP to meaningful dates and times in the market. Often there are large moves due to global macro events that can give the trader an edge by referencing the VWAP to the date and time.
Labels and Display
There are options to turn on and off any of the AVWAPs, as well as turning on and off the display labels below the candles.
Sürüm Notları
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Changed the order of the plots so that the 1, 2, and 3 day anchors are always on top of the WTD, MTD, YTD, etc.
Sürüm Notları
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Fixed bug in 3-day VWAP offset calculation over the weekend.
Sürüm Notları
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Fixed bug where it improperly calculated day of the week and first of month.
Sürüm Notları
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Bug fix for Good Friday, 3day VWAP was one day off
still not updating correctly on futures ES. Doesnt show at all right now
The_Last_Gentleman
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@JMF_Tattoo, thanks for the feedback. I'm not thinking this is going to work for futures on the weekend, the way I wrote the code it intentionally skips over Sundays.
rigobertorgarcia
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I updated the script in premarket at least i longer see the 3 or 2day VWAP. the only ones showing are the MTD and YTD. I did a reset to default to see if it was user error. Great script though. I am guessing it's because its the beginning of the week.
The_Last_Gentleman
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@rigobertorgarcia, I published a bug fix today that I believe would resolve this, let me know.