An intraday vwap indicator created by AI

Feature RequestMay 27, 2025

import {
  IndicatorImplementation,
  TIndexBuffer,
  TDrawStyle,
  TPenStyle,
  TimeZoneMode,
  TOptionType
} from 'forex-tester-custom-indicator-api';

export class IntradayVWAP extends IndicatorImplementation {
  // 缓冲区用于存储VWAP值
  private vwapBuffer: TIndexBuffer = this.api.CreateIndexBuffer();
  
  // 每日累计值
  private sumPV: number = 0;  // 价格*成交量的总和
  private sumVol: number = 0; // 成交量总和
  private currentDate: string = '';
  
  // 参数：自定义开始时间
  private startHour = this.api.createTOptValue_number(9);    // 默认9点开始
  private startMinute = this.api.createTOptValue_number(0);  // 默认0分

  Init(): void {
    // 设置指标名称
    this.api.IndicatorShortName("Intraday VWAP");
    
    // 设置缓冲区
    this.api.IndicatorBuffers(1);
    this.api.SetIndexBuffer(0, this.vwapBuffer);
    
    // 设置线条样式
    this.api.SetIndexStyle(0, TDrawStyle.LINE, TPenStyle.SOLID, 2, "#0066FF");
    this.api.SetIndexLabel(0, "VWAP");

    // 注册参数
    this.api.RegOption("Start Hour", TOptionType.INTEGER, this.startHour);
    this.api.RegOption("Start Minute", TOptionType.INTEGER, this.startMinute);
    
    // 设置参数范围
    this.api.SetOptionRange("Start Hour", 0, 23);
    this.api.SetOptionRange("Start Minute", 0, 59);
  }

  Calculate(index: number): void {
    // 只在日线以下的时间周期显示
    if (this.api.Timeframe() >= 1440) {
      this.vwapBuffer.setValue(index, NaN);
      return;
    }

    const time = this.api.Time(index);
    const currentDate = `${time.yearOf()}-${time.monthOf()}-${time.dayOfMonth()}`;
    
    // 检查是否是新的一天或会话开始
    const isSessionStart = 
      time.hour() === this.startHour.value && 
      time.minute() === this.startMinute.value;

    // 如果是新的一天或会话开始，重置累计值
    if (currentDate !== this.currentDate || isSessionStart) {
      this.sumPV = 0;
      this.sumVol = 0;
      this.currentDate = currentDate;
    }

    // 计算当前bar的典型价格和成交量
    const typicalPrice = (this.api.High(index) + this.api.Low(index) + this.api.Close(index)) / 3;
    const volume = this.api.Volume(index);

    // 累加价格成交量
    this.sumPV += typicalPrice * volume;
    this.sumVol += volume;

    // 计算并设置VWAP值
    if (this.sumVol > 0) {
      const vwap = this.sumPV / this.sumVol;
      this.vwapBuffer.setValue(index, vwap);
    } else {
      this.vwapBuffer.setValue(index, NaN);
    }
  }
}

export const indicator = new IntradayVWAP();

Hi, I created it using AI in cursor. And built the

`my-indicator-project.js`. However, after I uploaded it, nothing had happend….. no response at all. Is there anything wrong with the codes?

How does this impact your experience?

Posted by Liwei Gao · May 27, 2025

Completed7

Serhii S.

Team•

May 27, 2025

Hi @User Thank you for waiting. Please check your mailbox. We have just sent you an email.

Liwei Gao
•
May 27, 2025
Thank you so much!
- Serhii S.
  Team•
  May 27, 2025
  You're welcome! If you have any other questions or need help with anything else, just let me know.
  Liwei Gao
  •
  Jun 3, 2025
  Hi, now the vwap works almost perfectly, but there are still some small issues,
  
  1. When I zoom in, the vwap channels just become parallels
  2.When vwap anchor point is not in my screen, the vwap lines of that day are just hugely skewed as in the second graph.
  
  These two problems all happen after the corresponding anchor points are no more in the current screen.
  Serhii S.
  Team•
  Jun 3, 2025
  Hi! Thanks for the detailed feedback and the screenshots!
  I’ll share this with our dev team so we can dig into the display logic and see how we can improve it. If you notice any patterns (like specific zoom levels or symbols where it's worse), let me know.
  Thanks for catching these!

Serhii S.

Team•

May 27, 2025

Hi @User Thanks for sharing your intraday VWAP indicator idea and the code sample. Our developers will take a closer look. This might take a bit, but we’ll keep you posted!

Liwei Gao

•

May 27, 2025

// VWAP Indicator with Custom Start Time and Only for Intraday Timeframes
import {
  IndicatorImplementation,
  TIndexBuffer,
  TDrawStyle,
  TPenStyle,
  TimeZoneMode,
  TOptionType
} from 'forex-tester-custom-indicator-api';

export class IntradayVWAP extends IndicatorImplementation {
  // Buffer for storing VWAP values
  private vwapBuffer: TIndexBuffer = this.api.CreateIndexBuffer();
  
  // Daily accumulated values
  private sumPV: number = 0;  // Sum of price * volume
  private sumVol: number = 0; // Sum of volume
  private currentDate: string = '';
  
  // Parameters: Custom session start time
  private startHour = this.api.createTOptValue_number(9);    // Default: 9 AM
  private startMinute = this.api.createTOptValue_number(0);  // Default: 0 minute

  Init(): void {
    // Set indicator name
    this.api.IndicatorShortName("Intraday VWAP");
    
    // Configure buffer
    this.api.IndicatorBuffers(1);
    this.api.SetIndexBuffer(0, this.vwapBuffer);
    
    // Set line style
    this.api.SetIndexStyle(0, TDrawStyle.LINE, TPenStyle.SOLID, 2, "#0066FF");
    this.api.SetIndexLabel(0, "VWAP");

    // Register parameters
    this.api.RegOption("Start Hour", TOptionType.INTEGER, this.startHour);
    this.api.RegOption("Start Minute", TOptionType.INTEGER, this.startMinute);
    
    // Set parameter ranges
    this.api.SetOptionRange("Start Hour", 0, 23);
    this.api.SetOptionRange("Start Minute", 0, 59);
  }

  Calculate(index: number): void {
    // Only show on timeframes below daily
    if (this.api.Timeframe() >= 1440) {
      this.vwapBuffer.setValue(index, NaN);
      return;
    }

    const time = this.api.Time(index);
    const currentDate = `${time.yearOf()}-${time.monthOf()}-${time.dayOfMonth()}`;
    
    // Check if it's a new day or session start
    const isSessionStart = 
      time.hour() === this.startHour.value && 
      time.minute() === this.startMinute.value;

    // Reset accumulated values on new day or session start
    if (currentDate !== this.currentDate || isSessionStart) {
      this.sumPV = 0;
      this.sumVol = 0;
      this.currentDate = currentDate;
    }

    // Calculate typical price and volume for current bar
    const typicalPrice = (this.api.High(index) + this.api.Low(index) + this.api.Close(index)) / 3;
    const volume = this.api.Volume(index);

    // Accumulate price-volume values
    this.sumPV += typicalPrice * volume;
    this.sumVol += volume;

    // Calculate and set VWAP value
    if (this.sumVol > 0) {
      const vwap = this.sumPV / this.sumVol;
      this.vwapBuffer.setValue(index, vwap);
    } else {
      this.vwapBuffer.setValue(index, NaN);
    }
  }
}

export const indicator = new IntradayVWAP();

English Comments

An intraday vwap indicator created by AI

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