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Moving Volume Average Price (MVWAP) - quantum Indicator

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Summary: Produce the average price of a set time period, taking into account the volume of trade over the same period of time
Moving VWAP On the Charts
The moving VWAP takes into account the volume of trade over a set period of time. Unlike the standard VWAP, the value is never reset for each trading day, hence why it is called “moving”. There are 5 MVWAP of differing periods produced by this data mine.
There are five MVWAPs produced by this indicator, with the following periods: 5, 10, 20, 50, 100.
To change the parameters needed for the calculation as per your needs, locate and open the Javascript Code under Data Building Procedure -> Procedure Loop under “MVWAP” Product Definition.
MVWAP Products & Properties
There are five properties available:
Product Name Product Variable Properties
MVWAP MVWAP mvwap1, mvwap2, mvwap3, mvwap4, mvwap5
Examples:
A basic strategy can be built by looking for a short period VWAP crossing above a longer one:
 chart.at01hs.MVWAP.mvwap3 > chart.at01hs.MVWAP.mvwap5
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