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Search: Posts Made By: bobwest
Forum: Emini and Emicro Index November 28th, 2020, 05:53 PM
Replies: 528
Views: 204,046
Posted By bobwest
It's been years since I looked into VWAP and...

It's been years since I looked into VWAP and VPOC, but looking at Silvester17's chart reminded me of what I remembered.

They generally are pretty much in step, if you allow for the fact that VPOC...
Forum: Emini and Emicro Index October 13th, 2020, 07:02 AM
Replies: 528
Views: 204,046
Posted By bobwest
What is your filter, then? Bob.

What is your filter, then?

Bob.
Forum: Emini and Emicro Index October 11th, 2020, 07:04 PM
Replies: 528
Views: 204,046
Posted By bobwest
Clever idea, and there is clearly a difference in...

Clever idea, and there is clearly a difference in the two charts.

Many traders do find regular VWAP to be useful, but it is entirely possible that a VWAP calculated this way would show you...
Forum: Emini and Emicro Index October 8th, 2020, 07:36 AM
Replies: 528
Views: 204,046
Posted By bobwest
No. VWAP on a volume chart looks exactly the same...

No. VWAP on a volume chart looks exactly the same as VWAP on a time chart or any other chart.

Put it on a chart and see.

Bob.
Forum: Emini and Emicro Index October 7th, 2020, 07:10 PM
Replies: 528
Views: 204,046
Posted By bobwest
Actually, yes, the way VWAP is calculated, it...

Actually, yes, the way VWAP is calculated, it will have the same plot on a 1-second chart, a 1-minute chart, a 1-hour chart, or any chart. It is not dependent on the size of the bars, that is, the...
Forum: Emini and Emicro Index August 18th, 2020, 08:50 AM
Replies: 528
Views: 204,046
Posted By bobwest
martinhunting, this is getting pretty off-topic. ...

martinhunting, this is getting pretty off-topic.

Let's move back to the topic of the thread.

Thanks.

Bob.
Forum: Emini and Emicro Index July 1st, 2020, 08:51 PM
Replies: 528
Views: 204,046
Posted By bobwest
thoughtful, an interesting post. Likely it will...

thoughtful, an interesting post. Likely it will soon get some responses. :becky:

You do realize, I hope, that others might say very similar things about just about anything.

One might ask, why...
Forum: Emini and Emicro Index May 21st, 2020, 05:30 AM
Replies: 528
Views: 204,046
Posted By bobwest
Yeah, me too. :becky: I didn't know anything...

Yeah, me too. :becky: I didn't know anything about it either until recently.




Not a problem. This is just the world we live in.

Bob.
Forum: Emini and Emicro Index May 20th, 2020, 04:22 PM
Replies: 528
Views: 204,046
Posted By bobwest
FYI, if anyone starts a discord group, we can't...

FYI, if anyone starts a discord group, we can't permit it to be linked to within a futures.io post. It may be unfortunate, but we have had to disallow discord links because of the vast potential for...
Forum: Emini and Emicro Index May 20th, 2019, 09:09 AM
Replies: 528
Views: 204,046
Posted By bobwest
Now I understand. :becky: OK, Roy, what's...

Now I understand. :becky:

OK, Roy, what's the logic then? Inquiring minds want to know.

Bob.
Forum: Emini and Emicro Index May 20th, 2019, 08:16 AM
Replies: 528
Views: 204,046
Posted By bobwest
Dueling platforms? :sarcastic: Explanations...

Dueling platforms? :sarcastic:

Explanations might be more helpful....

Bob.
Forum: Emini and Emicro Index May 19th, 2019, 09:15 PM
Replies: 528
Views: 204,046
Posted By bobwest
Ah, OK now I got it. A completely different idea,...

Ah, OK now I got it. A completely different idea, to use the daily final VWAP as an input for an average of x days.

I can see how this would be useful. A little complicated to figure, because...
Forum: Emini and Emicro Index May 19th, 2019, 06:40 PM
Replies: 528
Views: 204,046
Posted By bobwest
I've done this too. Simple, and you get a VWAP...

I've done this too. Simple, and you get a VWAP from any arbitrary start point.

Bob.
Forum: Emini and Emicro Index May 19th, 2019, 06:35 PM
Replies: 528
Views: 204,046
Posted By bobwest
While VWAP should technically be an average at...

While VWAP should technically be an average at the level of single trades, as a practical matter I think it is usually computed by taking fairly small time intervals (such as the 1-minute data you...
Forum: Emini and Emicro Index May 19th, 2019, 05:59 PM
Replies: 528
Views: 204,046
Posted By bobwest
The conventional thing is to anchor the VWAP at...

The conventional thing is to anchor the VWAP at the start of the day. We like this because we're trading in the day's timeframe, and there's always the argument about big orders being benchmarked for...
Forum: Emini and Emicro Index May 19th, 2019, 10:28 AM
Replies: 528
Views: 204,046
Posted By bobwest
A little intentional absurdity is good, after all...

A little intentional absurdity is good, after all the unintended absurdity that was bouncing around in this thread for a while. :becky:

Bob.
Forum: Emini and Emicro Index May 18th, 2019, 09:31 PM
Replies: 528
Views: 204,046
Posted By bobwest
brakkar, with all the noise and dust raised in...

brakkar, with all the noise and dust raised in some of these discussions, have you had your original question answered to your satisfaction?

I feel things got substantially off-target, although I...
Forum: Emini and Emicro Index May 18th, 2019, 09:15 PM
Replies: 528
Views: 204,046
Posted By bobwest
Good to hear from you again. Come back more...

Good to hear from you again. Come back more often....

Bob.
Forum: Emini and Emicro Index May 18th, 2019, 07:00 PM
Replies: 528
Views: 204,046
Posted By bobwest
Yes. The thing is, if you observe either...

Yes.

The thing is, if you observe either market profile or volume profile, there are days when price stays within the profile's early boundaries and wants to go back to the value area, and there...
Forum: Emini and Emicro Index May 18th, 2019, 06:12 PM
Replies: 528
Views: 204,046
Posted By bobwest
VWAP has a family relationship to market...

VWAP has a family relationship to market profile/volume profile, but is not the same. You could think of it in similar ways in terms of using it, however.

"VWAP" = "Volume Weighted Average Price."...
Forum: Emini and Emicro Index May 18th, 2019, 03:11 PM
Replies: 528
Views: 204,046
Posted By bobwest
I was interested enough in this "Green Lumber...

I was interested enough in this "Green Lumber Fallacy" reference to look it up.

I thought it was pretty cool. It has to do with a story about a guy who trades "green lumber," and thinks "green"...
Forum: Emini and Emicro Index May 18th, 2019, 02:17 PM
Replies: 528
Views: 204,046
Posted By bobwest
I wouldn't call any of this rambling. I can't...

I wouldn't call any of this rambling. I can't think of anything more important, and not just in trading, either!

Bob.
Forum: Emini and Emicro Index May 18th, 2019, 02:07 PM
Replies: 528
Views: 204,046
Posted By bobwest
Dan, good on you for defending the forum. Here's...

Dan, good on you for defending the forum. Here's the trick to notifying the moderators about a questionable post. Look in the upper right corner of every post for a little exclamation point in a...
Forum: Emini and Emicro Index May 18th, 2019, 08:33 AM
Replies: 528
Views: 204,046
Posted By bobwest
A great deal of the algorithmic volume would be...

A great deal of the algorithmic volume would be from high frequency trading, which involves taking advantage of tiny opportunities, essentially hyper-fast scalping, which adds to liquidity as well as...
Forum: Emini and Emicro Index May 17th, 2019, 10:05 AM
Replies: 528
Views: 204,046
Posted By bobwest
Yeah. I second this. Bob.

Yeah. I second this.

Bob.
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