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Showing results 1 to 6 of 6
Search: Posts Made By: Fat Tails
Forum: NinjaTrader June 15th, 2011, 07:55 AM
Replies: 14
Views: 9,843
Posted By Fat Tails
Done

It took some time, but the new version of the SessionVWAP V33 has the option to calculate bands from the range of the current session. If you set it to Session_Range, it will use the quarter range to...
Forum: NinjaTrader April 14th, 2011, 12:29 PM
Replies: 14
Views: 9,843
Posted By Fat Tails
The VWAP works cumulative. If you take the last 3...

The VWAP works cumulative. If you take the last 3 days and calculate a VWAP and that add a fraction of today's session, this will not very much change the value, as today's session will only be...
Forum: NinjaTrader April 14th, 2011, 10:37 AM
Replies: 14
Views: 9,843
Posted By Fat Tails
If you look at the VWAP for a multi-day period,...

If you look at the VWAP for a multi-day period, it is better to look at a VWAP for a completed period. For example
you could look at

-> yesterday's VWAP as a reference for yesterday's value
->...
Forum: NinjaTrader April 14th, 2011, 10:33 AM
Replies: 14
Views: 9,843
Posted By Fat Tails
The anaCurrentDayVWAP will only plot the VWAP for...

The anaCurrentDayVWAP will only plot the VWAP for the current day, as indicated by its name. A VWAP basically is an anchored moving average, which calculates the volume-weighted average price between...
Forum: NinjaTrader March 24th, 2011, 01:40 PM
Replies: 14
Views: 9,843
Posted By Fat Tails
I think that I can add the bands to my VWAP...

I think that I can add the bands to my VWAP indicator. But first would like to have a look at the concept, just to see whether it is worth the effort. I have found MPD bands, they have two MPD values...
Forum: NinjaTrader March 24th, 2011, 10:59 AM
Replies: 14
Views: 9,843
Posted By Fat Tails
That is an interesting idea. You did not specify...

That is an interesting idea. You did not specify which high and low, but I guess that you want to take the high and low of the same session the VWAP relates to.

If you add such bands they will...
Showing results 1 to 6 of 6

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