NexusFi: Find Your Edge


Home Menu

 





VWAP for stock index futures trading?


Discussion in Emini and Emicro Index

Updated
      Top Posters
    1. looks_one JonnyBoy with 126 posts (973 thanks)
    2. looks_two bobwest with 32 posts (152 thanks)
    3. looks_3 jakobe with 23 posts (20 thanks)
    4. looks_4 joe s with 21 posts (6 thanks)
      Best Posters
    1. looks_one JonnyBoy with 7.7 thanks per post
    2. looks_two wldman with 6.4 thanks per post
    3. looks_3 bobwest with 4.8 thanks per post
    4. looks_4 Silvester17 with 4.4 thanks per post
    1. trending_up 204,288 views
    2. thumb_up 1,930 thanks given
    3. group 928 followers
    1. forum 528 posts
    2. attach_file 174 attachments




 
Search this Thread

VWAP for stock index futures trading?

  #271 (permalink)
 MiamiTrader 
Miami FL/US
 
Experience: Intermediate
Platform: NinjaTrader
Broker: NinjaTrader Brokerage
Trading: Futures
Posts: 30 since Jan 2019
Thanks Given: 8
Thanks Received: 35


Silvester17 View Post
7 day rolling vwap:


How are you getting VWAP(s) to display date and value in NinjaTrader? I don't see an option for that?

Reply With Quote
Thanked by:

Can you help answer these questions
from other members on NexusFi?
Trade idea based off three indicators.
Traders Hideout
Pivot Indicator like the old SwingTemp by Big Mike
NinjaTrader
Cheap historycal L1 data for stocks
Stocks and ETFs
What broker to use for trading palladium futures
Commodities
ZombieSqueeze
Platforms and Indicators
 
  #272 (permalink)
 
Silvester17's Avatar
 Silvester17 
Columbus, OH
Market Wizard
 
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
Thanks Given: 5,139
Thanks Received: 11,527


MiamiTrader View Post
How are you getting VWAP(s) to display date and value in NinjaTrader? I don't see an option for that?

this is not a default nt indicator. got it from here:

https://www.edevaay.com/tool-box/drawcator-vwap/


also already mentioned it here:


Silvester17 View Post
it's certainly a steal for $94. even after the price increase from a couple weeks ago. as mentioned @devdas is a member here since 2010 and he has done some remarkable work, like the famous "volume ladder metro edition". it's always a good thing to know a vendor. I know @devdas not only as a good programmer, but also as a good person.

there's a thread about his products:



I have no affiliation with him either, but I certainly trust him!!


Reply With Quote
  #273 (permalink)
 
jakobe's Avatar
 jakobe 
Atlanta, Georgia
 
Experience: Beginner
Platform: Sierra Chart
Trading: MES
Posts: 112 since Sep 2016
Thanks Given: 69
Thanks Received: 91


I feel like this is a classic long VWAP test setup that just developed this morning. I took it and got 3.75 pts. Only 1 lot, otherwise I would have hit all targets.


Reply With Quote
Thanked by:
  #274 (permalink)
 
mtzimmer1's Avatar
 mtzimmer1 
Upstate NY
Recovering Method Hopper
 
Experience: Intermediate
Platform: TOS
Broker: TD Ameritrade
Trading: Equities, Treasuries, Gold
Posts: 840 since Dec 2018
Thanks Given: 2,201
Thanks Received: 1,918


jakobe View Post
I feel like this is a classic long VWAP test setup that just developed this morning. I took it and got 3.75 pts. Only 1 lot, otherwise I would have hit all targets.


I took the same setup and am still holding my runners targeting 2970 and 2976. Cheers!

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #275 (permalink)
 
jakobe's Avatar
 jakobe 
Atlanta, Georgia
 
Experience: Beginner
Platform: Sierra Chart
Trading: MES
Posts: 112 since Sep 2016
Thanks Given: 69
Thanks Received: 91


mtzimmer1 View Post
I took the same setup and am still holding my runners targeting 2970 and 2976. Cheers!

Great trade! Was watching this and saw tons of absorption right at that 2970 level. Was wondering if you took all runners off at that point?

Reply With Quote
Thanked by:
  #276 (permalink)
 
mtzimmer1's Avatar
 mtzimmer1 
Upstate NY
Recovering Method Hopper
 
Experience: Intermediate
Platform: TOS
Broker: TD Ameritrade
Trading: Equities, Treasuries, Gold
Posts: 840 since Dec 2018
Thanks Given: 2,201
Thanks Received: 1,918


jakobe View Post
Great trade! Was watching this and saw tons of absorption right at that 2970 level. Was wondering if you took all runners off at that point?

Had an order out at 2970.5 but was far back in the queue and did not get filled. Still holding runners currently.

Edit: Added on SD Continuation and targeting 2976.25 if I can get it.

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #277 (permalink)
 
jakobe's Avatar
 jakobe 
Atlanta, Georgia
 
Experience: Beginner
Platform: Sierra Chart
Trading: MES
Posts: 112 since Sep 2016
Thanks Given: 69
Thanks Received: 91


mtzimmer1 View Post
Had an order out at 2970.5 but was far back in the queue and did not get filled. Still holding runners currently.

Edit: Added on SD Continuation and targeting 2976.25 if I can get it.

ES keeps giving great setups. This is the SD continuation you're referring to?

Reply With Quote
Thanked by:
  #278 (permalink)
 
mtzimmer1's Avatar
 mtzimmer1 
Upstate NY
Recovering Method Hopper
 
Experience: Intermediate
Platform: TOS
Broker: TD Ameritrade
Trading: Equities, Treasuries, Gold
Posts: 840 since Dec 2018
Thanks Given: 2,201
Thanks Received: 1,918

Flat now @jakobe

Follow me on Twitter Visit my NexusFi Trade Journal Reply With Quote
Thanked by:
  #279 (permalink)
 
Oriole's Avatar
 Oriole 
Naples FLA
 
Experience: Beginner
Platform: Ninja Trader 8
Broker: NinjaTrader
Trading: Currency Futures, RTY, ES, NQ
Posts: 97 since Dec 2019
Thanks Given: 202
Thanks Received: 72


jakobe View Post
I feel like this is a classic long VWAP test setup that just developed this morning. I took it and got 3.75 pts. Only 1 lot, otherwise I would have hit all targets.


What charting platform are you using and is that VWAP indicator with the standard deviation bands a freebie on it? Thanks for sharing.

Reply With Quote
  #280 (permalink)
 
JonnyBoy's Avatar
 JonnyBoy 
Montreal, Quebec
 
Experience: Advanced
Platform: NinjaTrader 8
Broker: Kinetick
Trading: ES
Posts: 1,561 since Apr 2012
Thanks Given: 706
Thanks Received: 3,858



mtzimmer1 View Post
Had an order out at 2970.5 but was far back in the queue and did not get filled. Still holding runners currently.

Edit: Added on SD Continuation and targeting 2976.25 if I can get it.


(pasted screenshot)


I am targeting 2974. :-)

--------------------------------------------------------
- Trade what you see. Invest in what you believe -
--------------------------------------------------------
Reply With Quote
Thanked by:




Last Updated on June 27, 2022


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts