9.1 — Tradestation

Before the rise of "Bookmap" and modern depth-of-market tools, TradeStation 9.1 offered a clean, efficient Matrix window. It provided a vertical DOM with one-click bracket orders, iceberg orders, and OCO (One-Cancels-Other) functionality. For futures and forex scalpers, the Matrix in 9.1 was a reliable workhorse.

EasyLanguage, TradeStation’s proprietary scripting language, was fully mature in 9.1. This version included:

Why stick with 9.1 when 10 exists?

Create a new Indicator – apply to any intraday chart. tradestation 9.1

 
  Feature: Session VWAP with Vol Bands
  Compatible: TradeStation 9.1 (Classic EasyLanguage)
Inputs:
StartHour(9), StartMin(30)  - session start (e.g., 9:30 AM)
EndHour(16), EndMin(0)      - session end (e.g., 4:00 PM)
BandMultiplier(2.0)         - standard deviation multiplier

inputs:
StartHour(9),
StartMin(30),
EndHour(16),
EndMin(0),
BandMultiplier(2.0);
variables:
CumulativePV(0),
CumulativeVol(0),
VWAPVal(0),
SumSqDev(0),
StdDevVal(0),
UpperBand(0),
LowerBand(0),
IsNewSession(false),
ThisBarTime(0),
SessionStart(0),
SessionEnd(0); Before the rise of "Bookmap" and modern depth-of-market
Once
Begin
SessionStart = StartHour * 100 + StartMin;
SessionEnd   = EndHour * 100 + EndMin;
End;
ThisBarTime = DateTime2Time(Date + Time);
// Reset at session start
If ThisBarTime = SessionStart then
Begin
CumulativePV = 0;
CumulativeVol = 0;
SumSqDev = 0;
IsNewSession = true;
End; Create a new  Indicator  – apply to any intraday chart
// Calculate VWAP and running stats
If IsNewSession or (ThisBarTime >= SessionStart and ThisBarTime <= SessionEnd) then
Begin
CumulativePV = CumulativePV + (TypicalPrice * Volume);
CumulativeVol = CumulativeVol + Volume;
if CumulativeVol > 0 then
    VWAPVal = CumulativePV / CumulativeVol;
// Running sum of squared deviations (for band calculation)
SumSqDev = SumSqDev + Volume * Power(TypicalPrice - VWAPVal, 2);
if CumulativeVol > 0 then
    StdDevVal = SquareRoot(SumSqDev / CumulativeVol);
UpperBand = VWAPVal + (BandMultiplier * StdDevVal);
LowerBand = VWAPVal - (BandMultiplier * StdDevVal);

end;
// Plot for TradeStation 9.1
Plot1(VWAPVal, "VWAP");
Plot2(UpperBand, "Upper Band");
Plot3(LowerBand, "Lower Band");
// Optional: paint VWAP line thicker
If VWAPVal > 0 then
SetPlotColor(1, Blue);
SetPlotWidth(1, 2);