Yes, we are almost there with the ninjatrader release in October. And, the initial release will have a couple more indicators than I had promised! For ninjatrader customers, I’ve produced the most flexible Rolling-VWAP indicator yet! Rather than having a separate RollVWAP1, RollVWAP5, etc., now the length is just an input, so you can have any divisor of 60 that you want. So if you’ve been jonesing for a RollVWAP6 or RollVWAP2, then you can finally have it. It corrects inputs that don’t divide into 60, so you can even be lazy about that. Also the depth of the nesting is fully configurable, so you can fine-tune the “speed” of the rolling vwap like never before. I’m really enjoying playing with that.
So, with the rolling VWAP in place, I went ahead and provided my favorite paintbars. They are based on the rolling VWAPs, and Alla’s Average. You’ve seen them on many of my screens, and they’ve been available on the forums for elite-series customers for a while.
Here’s a screenshot:
On this you can see Alla’s Average, a rolling VWAP, and the paintbars. I’ve also ported the improved code to Multicharts and Tradestation, and will release that to elite-series subscribers in the October release. So, you’ll soon have any flavor of rolling VWAP that you want on those platforms, too.
