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Search: Posts Made By: Fat Tails

Forum: Commodities

January 26th, 2015, 03:46 PM

Replies: 16

High volatility in gold (GC) ?

Views: 3,831

Posted By Fat Tails

There is no rolling VWAP which is available as...

There is no rolling VWAP which is available as part of the ana family. You would need to use VWMA and then add Bollinger Bands.

Forum: Commodities

January 26th, 2015, 09:27 AM

Replies: 16

High volatility in gold (GC) ?

Views: 3,831

Posted By Fat Tails

The VWAP is a 5-day rolling VWAP. This means that...

The VWAP is a 5-day rolling VWAP. This means that it calculates the price as a volume-weighted average of all transactions that have been made during the last 5 trading days. Usually 5 trading days...

Forum: Commodities

January 23rd, 2015, 05:09 PM

Replies: 16

High volatility in gold (GC) ?

Views: 3,831

Posted By Fat Tails

Uptrend since January 5

Gold is in an uptrend since January 5.

However, the volatility has only slightly increased after the SNB announcement.

https://nexusfi.com/attachment.php?attachmentid=172781

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