riteshska

Nov 27, 2020 2:46 PM

Bank Nifty VWAP

Nifty Bank IndexNSE

Description

⋅ Nov 27, 2020 2:46 PM

BANK NIFTY INDICES IS WIEGHTAGE OF 12 STOCKS AS DECIDED BY EXCHANGE.

BANK NIFTY VWAP CALCULATES COMBINED VWAP OF THESE 12 STOCKS AND GENERATES VWAP FOR BANK NIFTY

Release Notes

⋅ Dec 16, 2020 4:33 AM

weight age of 12 stocks is updated as per nseindia

Release Notes

⋅ Jan 13, 2021 4:54 PM

UPDATED INDEX VALUE

AXISBANK=14.47
BANDHANBNK=2.75
BANKBARODA=0.68
FEDERALBNK=1.39
HDFCBANK=28.04
ICICIBANK=18.63
IDFCFIRSTB=0.86
INDUSINDBK=5.4
KOTAKBANK=15.94
PNB=0.49
RBLBANK=0.95
SBIN=10.4

Release Notes

⋅ Feb 8, 2021 6:58 PM

updated index values

Release Notes

⋅ Jun 14, 2021 11:12 AM

HDFCBANK=28.29
ICICIBANK=21.37
KOTAKBANK=12.36
AXISBANK=12.15
SBIN=12.21
INDUSINDBK=5.05
BANDHANBNK=1.84
FEDERALBNK=1.54
RBLBANK=0.85
AUBANK=0.68
IDFCFIRSTB=1.38
PNB=1.11

Release Notes

⋅ Aug 17, 2021 5:07 PM

AUBANK=2.35
AXISBANK=11.49
BANDHANBNK=1.73
FEDERALBNK=1.53
HDFCBANK=27.56
ICICIBANK=22.91
IDFCFIRSTB=1.22
INDUSINDBK=5.2
KOTAKBANK=11.77
PNB=1.03
RBLBANK=0.79
SBIN=12.42

Release Notes

⋅ Sep 29, 2021 2:59 AM

VWMA

Release Notes

⋅ Sep 29, 2021 3:07 AM

added vwma fast & slow

Release Notes

⋅ Oct 5, 2021 5:04 AM

Multiple Time Frames

Release Notes

⋅ Oct 29, 2021 6:22 PM

added standard deviation up to 5 strings.

Release Notes

⋅ Nov 2, 2021 3:53 PM

AUBANK=2.01
AXISBANK=11.44
BANDHANBNK=1.49
FEDERALBNK=1.47
HDFCBANK=26.61
ICICIBANK=22.91
IDFCFIRSTB=1.16
INDUSINDBK=5.2
KOTAKBANK=12.28
PNB=0.94
RBLBANK=0.68
SBIN=13.82

Release Notes

⋅ Dec 9, 2021 11:10 AM

UPDATED RESOLUTION FOR DAILY VWAP, WEEKLY VWAP, MONTHLY VWAP AND YEARLY VWAP

HISTORICAL DATA CAN BE SWITCHED OFF.

ADDED SUPPORT UPTO 10 LEVELS.

ZONES CAN BE SET UP IF DESIRED - 0.95 & 1.05 = INSTEAD OF 1

Release Notes

⋅ Dec 9, 2021 12:09 PM

Added support of previous day close, previous day high, previous day low and today open.

Release Notes

⋅ Dec 15, 2021 5:02 PM

updates percentage values of bank nifty inclusion.

Release Notes

⋅ Dec 15, 2021 5:04 PM

updated - no decision zone

Release Notes

⋅ Mar 3, 2022 3:41 PM

AUBANK=2.65
AXISBANK=12.35
BANDHANBNK=2.08
FEDERALBNK=1.94
HDFCBANK=26.27
ICICIBANK=22.25
IDFCFIRSTB=1.31
INDUSINDBK=6
KOTAKBANK=11.67
PNB=1.04
RBLBANK=0.67
SBIN=11.78

Release Notes

⋅ Apr 4, 2022 3:31 PM

dynamic levels of WD Gann, with Historical.

Release Notes

⋅ Jan 24, 2023 10:12 AM

updated constituent
updated WDG

Release Notes

⋅ Jan 26, 2023 2:37 PM

WDG levels is corrected.

Comments

comprehensiveP86279

⋅ Feb 4, 2021 2:31 PM

can u plz give the code .i want to make my own strategy for scalping.

suhail369

⋅ Mar 12, 2021 5:02 PM

Did you get?

comprehensiveP86279

⋅ Apr 1, 2021 4:37 PM

@suhail369, no.he is not giving

saipanda89

⋅ Dec 12, 2021 1:15 PM

@comprehensiveP86279, even if he gives, it is useless considering that the logic is flawed. I was developing something on the same lines but it far from actual figures.

riteshska

⋅ Dec 13, 2021 3:15 AM

@saipanda89,
concept of coding VWAP on Index spot is inspired from a big hedge fund, operating on DOW and other similar markets.
Standard Deviation on VWAP is universal concept.

now u can adjust DAILY / WEEKLY / MONTHLY VWAP.

chetanbajaj7

⋅ Dec 27, 2021 5:54 PM

@riteshska, Just want to ask whether weightage is already upto date ?

riteshska

⋅ Dec 27, 2021 6:03 PM

@chetanbajaj7, yes BRO... latest updates i made on 15 Dec... it is up to date.

SAMCURRY

⋅ Sep 25, 2022 8:29 AM

@riteshska, Where can i read more about this concept big hedge fund using spot vwap operating on DOW , Just curious

riteshska

⋅ Sep 25, 2022 10:10 AM

@SAMCURRY, you need to check several interviews, podcasts with chatwithtraders or similar channels. I had heard this concept in one of these interviews, which made me inquisitive about it.