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[User Discussion] - TWAP

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[2014-04-10 21:17:21] #1 [Go To First Post]
bronson - Posts: 14
Hello , Would it be possible to add the Time-WheightedAverage-Price (TWAP) to the studies, please ? Best regards.

[2014-05-23 19:25:59] #2 [Go To First Post]
jakesans - Posts: 50
Hello SC, I am looking for a TWAP indicator as well for FX. Similar to your VWAP indicator with STD bands. Is anything like this in the works?

[2015-06-26 09:20:49] #3 [Go To First Post]
User93577 - Posts: 5
I am also very interested in this study. Especially with STD bands. SC has previously mentioned the moving averaged - weighed, but it does not include bands.

[2015-06-30 09:44:48] #4 [Go To First Post]
PTG - Posts: 57
+1

[2015-08-04 10:34:51] #5 [Go To First Post]
User51982 - Posts: 2
+ 2

[2015-08-05 01:20:30] #6 [Go To First Post]
DAVID SUDDUTH JR - Posts: 34
Sierra charts I too am interested in having TWAP indicator in your charting package. Is this in the works for future upgrades?

[2015-08-08 13:57:18] #7 [Go To First Post]
crazybears - Posts: 314
Hi if i understood correctly , TWAP is calculated as the sum of each price multiplied the difference of time between the previous and new tick. that sum is divided by the total time, is similar to VWAP formula.


Attachment Deleted. TWAP.cpp - Attached On 2015-08-08 13:52:50 UTC - Size: 2.88 KB - 566 views

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