Rolling Strategic AVWAP

2024년 2월 22일

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.

2024년 2월 27일

릴리즈 노트

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.

2024년 3월 4일

릴리즈 노트

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.

2024년 3월 6일

릴리즈 노트

Fixed bug in 3-day VWAP offset calculation over the weekend.

2024년 3월 11일

릴리즈 노트

Fixed bug where it improperly calculated day of the week and first of month.

2024년 4월 1일

릴리즈 노트

Bug fix for Good Friday, 3day VWAP was one day off

2024년 7월 25일

릴리즈 노트

Shortened the label names when the user wants the indicator levels to show on the price column to the right of the chart.

1월 6일

릴리즈 노트

• Updated for 2025 Holidays including the Jimmy Carter day on Jan 9th.
  
• Removed Jobs and GDP anchors
  
• Added election anchor from 11/6
  
• Added 4-day and 5-day auto-anchored VWAP's
  

1월 6일

릴리즈 노트

Fixed typo on 4D/5D lines on the style tab

1월 15일

릴리즈 노트

Fixed bug in day of the week code affecting daily vwaps.