NexusFi: Find Your Edge


Home Menu

 



Showing results 1 to 12 of 12
Search: Posts Made By: Fat Tails
Forum: Traders Hideout October 16th, 2011, 09:29 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
Good question. If you can calculate a probability...

Good question. If you can calculate a probability for a setup you have a definite edge.

However, an experienced trader may know, when he is staring at a high probability setup even without...
Forum: Traders Hideout October 16th, 2011, 01:24 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
I do not understand what is "OP". :sarcastic:...

I do not understand what is "OP". :sarcastic: Could be something like "opening price" or "original post", but neither makes sense.

The VWAP trade is indeed a high probability setup, if the data...
Forum: Traders Hideout October 16th, 2011, 12:46 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
Haha. @tigertrader...

Haha. @tigertrader (https://nexusfi.com/member.php?u=6460) deviated from the original subject of his own thread, which was all about VWAP trades.

He has now gone on to trading the yield curve. I...
Forum: Traders Hideout October 15th, 2011, 05:13 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
The currently available VWAP and TWAP indicators...

The currently available VWAP and TWAP indicators are here:

https://nexusfi.com/download/ninjatrader-7/indicators/674-download.html?view...
Forum: Traders Hideout October 14th, 2011, 06:20 AM
Replies: 38
Views: 28,712
Posted By Fat Tails
I use a session template, which divides the day...

I use a session template, which divides the day into the Asian, the European and the US session. For the US session I use the regular trading hours + the after session of 6E as per contract...
Forum: Traders Hideout October 14th, 2011, 06:13 AM
Replies: 38
Views: 28,712
Posted By Fat Tails
Thanks for pointing this out. I am afraid that...

Thanks for pointing this out. I am afraid that the weekly VWAP that I have coded is more or less useless for this approach, as it shows a 1-day VWAP on Monday and a 5-day VWAP on Friday.

The...
Forum: Traders Hideout October 13th, 2011, 07:09 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
The mean reversion trade - outside in from the...

The mean reversion trade - outside in from the outer VWAP bands - only works with the trend. The multi-day trend is still up, so I would be careful shorting. Chart below, which shows that there was...
Forum: Traders Hideout October 13th, 2011, 02:15 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
I usually watch the ETH VWAP about 1 one hour...

I usually watch the ETH VWAP about 1 one hour into the regular session, because the RTH-VWAP is not stable then.
Forum: Traders Hideout October 12th, 2011, 05:55 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
Haverchuck: You might have a look at the...

Haverchuck:

You might have a look at the VWAP of the regular session as well.
Forum: Traders Hideout October 12th, 2011, 04:22 PM
Replies: 38
Views: 28,712
Posted By Fat Tails
Any reasons, why you use the calendar day VWAP...

Any reasons, why you use the calendar day VWAP (EST) and not the VWAP of the trading session?

The Calendar Day VWAP starts 7 and a half hours later, so it is narrower during the RTH session than...
Forum: Traders Hideout October 12th, 2011, 08:19 AM
Replies: 38
Views: 28,712
Posted By Fat Tails
But I was just saying the same thing. I think it...

But I was just saying the same thing. I think it is a simple and robust approach to make profits, as long

- as you do not use it against the trend
- you are willing and able to keep your stops,...
Forum: Traders Hideout October 12th, 2011, 01:13 AM
Replies: 38
Views: 28,712
Posted By Fat Tails
Yes, the chart makes me cry. Below I have added...

Yes, the chart makes me cry. Below I have added the session VWAP for ES. The blue zone is the area between the 2SD and 3SD bands. which indicates an overbought or oversold condition. The orange line...
Showing results 1 to 12 of 12

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top