VWAP Indicator NOT Working

[workingbuddy10]

VWAP Indicator is not Working properly. It went to infinity.

Just select VWAP indicator. Code pen link : https://codepen.io/Ansh-m-the-reactor/pen/QWYBNvZ

[workingbuddy10]

The root cause of this issue is in the data set there can be a few data points which may not have Volume data. This case is not being handled currently.

It can be fixed by tweaking prepareData in VWAP.js :

   prepareData() {
    if (this.series) {
      let period = this.get("period", Infinity);
      const stockSeries = this.get("stockSeries");
      const volumeSeries = this.get("volumeSeries");

      const dataItems = stockSeries.dataItems;

      if (volumeSeries) {
        let data = this._getDataArray(dataItems);
        let i = 0;
        let totalVolume = 0;
        let totalVW = 0;
        $array.each(data, (dataItem) => {
          const volumeDI = volumeSeries.dataItems[i];

          if (volumeDI && volumeDI.get("valueY")) {
            const volume = volumeDI.get("valueY", 0);
            const vw = dataItem.value_y * volume;

            dataItem.vw = vw;
            dataItem.volume = volume;

            totalVW += vw;
            totalVolume += volume;

            if (i >= period) {
              let volumeToRemove = data[i - period].volume;
              let vwToRemove = data[i - period].vw;
              if (volumeToRemove != null) {
                totalVolume -= volumeToRemove;
              }
              if (vwToRemove != null) {
                totalVW -= vwToRemove;
              }
            }

            dataItem.totalVW = totalVW;
            dataItem.vwap = totalVW / totalVolume;
          } else {
            dataItem.vw = null;
            dataItem.volume = null;
            dataItem.totalVW = null;
            dataItem.vwap = null;
          }

          i++;
        });
        this.series.data.setAll(data);
      }
    }

}

@martynasma

[zeroin]

So I theoretically can imagine that there is no data item in volume series - I can add the if. But your second condition: && volumeDI.get("valueY") would mean that if volume data item exists but value is ==0, then the condition is not met. I think the correct way would be only to check if dataItem exists.

[workingbuddy10]

@zeroin Just wanted to handle the case where in the data set there can be A FEW data points which may not have Volume data, rest other data points are having volume data for VWAP indicator.

If I am not adding this check the indicator is going infinity && volumeDI.get("valueY")

[martynasma]

Fixed in 5.7.0.

[5.7.0] - 2023-12-17

Added

• New Serializer setting: fullSettings. Will ignore depth settings for keys listed in fullSettings.
• New StockAxis toolbar control: DataSaveControl. Allows to automatically or manually save all drawings and indicators to browser's local storage, as well as restore them across sessions. More info.
• Added additional item in SettingsControl: Auto-save drawings and indicators.
• New setting in SettingsControl: autoSave. Enables user to toggle auto-saving of indicators/drawings via Settings dropdown.
• New setting in DropdownList and DropdownListControl: exclude. Can be set to an array of item IDs that should not appear in the list. Can be used to disable default list items.
• New property in StockChart: spriteResizer. Holdes an instance of SpriteResizer which is used among drawing tools.
• zoomable setting added to Axis. If set to false, calling axis.zoom() won't do anything, meaning that the axis won't be zoomed with scrollbars, wheel, cursor etc.

Changed

• StockChart will only sync zoom between X axes that are of the same type as the main axis.
• All drawing tools that allow selecting and resizing them (Label, Callout, Icons) will now use shared instance of SpriteResizer.
• IndictorControl is now searchable by default (searchable: true).

Fixed

• PeriodSelector's buttons were not being reset when chart was zoomed manually.
• Dropdowns in StockChart's control were not being positioned correctly in all cases on a page with RTL direction enabled.
• Drawings loaded from serialized data were not being deleted with eraser or clear tools.
• Elinated multiple calls to preparing data of StockChart indicators.
• On StockChart, indicator's panel X-axis was out of sync with the main panel's X-axis if the latter's scale was longer to some other series on the main panel.
• Italic toggle was being ignored in StockChart label drawing tools.
• GaplessDateAxis was not always including the first date when using axis.zoomToDates(startDate, endDate) method.
• When swiching to percent scale `StovkChart's main panel was showing wrong Y-axis numbers until first zoom.

Full change log.

Download options.

Make sure you clear your browser cache after upgrading. And feel free to contact us again if you are still experiencing this issue.

[workingbuddy10]

@martynasma @zeroin

VWAP Indicator still not fixed! It's behaving the same. Though I have updated the amcharts version to 5.7.0

[zeroin]

Indeed, sorry, we will fix it in next release.

[workingbuddy10]

No issues @zeroin

[martynasma]

Fixed in 5.7.1.

[5.7.1] - 2023-12-18

Fixed

• DataSaveControl was always clearing manually-saved drawings/indicators unless auto-save was enabled.
• Drawing tools eraser and clear would not always clear drawings loeaded by a DataSaveControl.
• VolumeProfileIndicator was not working if added via API.
• VolumeProfileIndicator was drawn detached from the Y-axis in some cases.
• Fixed VWAP indicator with data that contained zero-volume items.

Full change log.

Download options.

Make sure you clear your browser cache after upgrading. And feel free to contact us again if you are still experiencing this issue.