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Forex with Ninjatrader

  #9 (permalink)

London
 
Trading Experience: None
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Posts: 255 since Apr 2011
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@bobarian VWAP will not work with FOREX remember there is no volume with FOREX however you can use TWAP - Time Weighted Average Price, the calculation is different than VWAP but it works in a similar way it takes the length of the bars or candles into account and not volume, I did use TWAP it in the past.

I saw on your journal that you are using @Fat Tails studies you should definitely talk to him, he have done some coding for me back in the days when I was trading FOREX, he will be able to help you out.


Last edited by mrphr; January 3rd, 2018 at 05:14 PM.
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