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VWAP and Marketanalyser


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  #1 (permalink)
 fossil 
Germany
 
Experience: Intermediate
Platform: Ninjatrader
Broker: IB and zen-Fire
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Posts: 92 since Apr 2010
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Hi there,
i try to find out how i could have the Marketanalyser tell me if a price from an instrument is close to the VWAP or the deviation 1 or 2 from the VWAP

Great would be if the Marketanalyser could show ho far away the price in % is.
I am using the amzing VWAP from fat tails here on the forum.

I hope somebody can help me. Maybe the Guys from Ninja reading this and going to answer too!
Cheers
Axel


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  #2 (permalink)
 
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 Fat Tails 
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fossil View Post
Hi there,
i try to find out how i could have the Marketanalyser tell me if a price from an instrument is close to the VWAP or the deviation 1 or 2 from the VWAP

Great would be if the Marketanalyser could show ho far away the price in % is.
I am using the amzing VWAP from fat tails here on the forum.

I hope somebody can help me. Maybe the Guys from Ninja reading this and going to answer too!
Cheers
Axel

Code an indicator that calculates the ratio (price - VWAP)/(standard deviation). Trigger an alert when that indicator approaches one of the numbers -3, -2, -1, 0, 1, 2, 3.


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  #3 (permalink)
 fossil 
Germany
 
Experience: Intermediate
Platform: Ninjatrader
Broker: IB and zen-Fire
Trading: NQ
Posts: 92 since Apr 2010
Thanks Given: 8
Thanks Received: 39



Fat Tails View Post
Code an indicator that calculates the ratio (price - VWAP)/(standard deviation). Trigger an alert when that indicator approaches one of the numbers -3, -2, -1, 0, 1, 2, 3.

Ah i see the output of the VWAP are pricenumbers which you can bring into relationship with the curentprice and set an alert so you have it in the alertwindow.
Ok, i got thanks!


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Last Updated on June 4, 2014


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