Hi,
I used WL back before you joined up with Fidelity (when I switched to Ninjatrader). I'm interested now in perhaps returning to it.
It looks like the indicator code isn't exposed, and I'm wondering if you had made it possible for users to code our own indicators?
Apart from a couple of intraday indicators of my own, I'd like to use VWAP for other periods: weekly, monthly, quarterly, and yearly - I'm a little surprised those aren't already included (unless Im missing something!).
I used WL back before you joined up with Fidelity (when I switched to Ninjatrader). I'm interested now in perhaps returning to it.
It looks like the indicator code isn't exposed, and I'm wondering if you had made it possible for users to code our own indicators?
Apart from a couple of intraday indicators of my own, I'd like to use VWAP for other periods: weekly, monthly, quarterly, and yearly - I'm a little surprised those aren't already included (unless Im missing something!).
Rename
Read up on Custom Indicators in the WL Help. If you run WL as a Windows Administrator you can create custom indicators. But the preferred way is to build a standalone .NET class library in a dev tool like Visual Studio. Also if you can elaborate on the desired VWAP we can implement that for the next build.
Thanks for the quick response - I confess I tend not to read the manual first these days. I'll do that. It's good to know custom work is possible within the framework. I remember being drawn to Ninja Trader because they had all the indicators exposed, so I could see how the code worked.
I coded the whole set of VWAPs in NT, but somewhere during my break from active trading and going through various new machines, all my indicator code has disappeared.
Those VWAPS are basically the intraday VWAP calculation, but resetting at different intervals: weekly, monthly, quarterly and yearly. I also found 1st and 2nd Std Dev bands around the VWAP very useful (also for the intraday version).
If I remember correctly, I pulled in a 1-minute data series for the calculation. and then drew the result on whatever data series the chart displayed - it took me some time to work it out, but I'm definitely not a programmer! So if you could add them to the built-in indicators that would be great.
I also found the anchored VWAP (again with Std Dev bands) interesting for trends, as a strong trend will just stay well above (or below) the period-based VWAPS. That needed to be set up as a drawing tool.
I coded the whole set of VWAPs in NT, but somewhere during my break from active trading and going through various new machines, all my indicator code has disappeared.
Those VWAPS are basically the intraday VWAP calculation, but resetting at different intervals: weekly, monthly, quarterly and yearly. I also found 1st and 2nd Std Dev bands around the VWAP very useful (also for the intraday version).
If I remember correctly, I pulled in a 1-minute data series for the calculation. and then drew the result on whatever data series the chart displayed - it took me some time to work it out, but I'm definitely not a programmer! So if you could add them to the built-in indicators that would be great.
I also found the anchored VWAP (again with Std Dev bands) interesting for trends, as a strong trend will just stay well above (or below) the period-based VWAPS. That needed to be set up as a drawing tool.
Glitch, it would be a help to me if you could do a video on building a custom indicator by building a standalone .NET class library in a dev tool like Visual Studio
Sure, I bookmarked the topic as a reminder and I’ll add it to the to do list.
I just published a video that details how to build an indicator library for WL8 in Visual Studio, have a look and give me some comments on YouTube!
https://youtu.be/GLEV965eh-s
https://youtu.be/GLEV965eh-s
QUOTE:
give me some comments
Thanks for the video. I learned how to use a string parameter in an indicator.
Rather than creating a separate VS project for each indicator, I simply create one Local.Indicators.dll project and place all my indicator classes into this project. That simplifies things.
Also, for everything that's dependent on WealthLab.Core, I create one VS solution, WL8 Projects. Now you can have multiple projects (like Local.Indicators) in that one solution, but you need to place each of them in separate folders. So be sure you create a new folder for each VS project. (I forget to do that when I created my first VS project.)
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