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at first glance it looks like @SierraChart built in rolling vwap study is not calculating correctly when there are weekday periods of no trading i.e. holidays
blue line is ECIVwapChannel study developed by @wwwingman located in user contributed studies
pink line is SC's built in vwap-rolling study
note the differences around the xmas & new year friday holidays...i would say the pink line looks wrong because of the jump on the 27th of december
I use Ninjatrader 7 and I have searched all day in the Ninjatrader section for multiple day vwap indicator for Ninjatrader 7 and could not find it. I need multiple day vwap indicator for Ninjatrader 7. Does anyone here in the Sierra section have any idea? Thanks.
If you want multiple day VWAP in NT then you will have to pay some Vendor or code your own.
SC > NT
"Free markets work because they allow people to be lucky, thanks to aggressive trial and error, not by giving rewards or incentives for skill. The strategy is, then, to tinker as much as possible and try to collect as many Black Swan opportunities as you can"
OK thanks for the info about sierra chart having the indicator built-in. I will keep looking for a Ninja implementation. I'm sure it is somewhere out there.
The developer is also a member of FIO but is very discret. His alias is @Fat Tails, he speaks french, english, deutch, italian, spanish. In fact, that's the guy hidden under the google tanslate button.
Thanks for directing me to Fat Tails site. I know him of course, he is the guy with all the good indicators. I looked at his site and did not see multiple day VWAP though. Maybe he has not uploaded it to the site yet.