Start point for daily VWAP? | Traders Hideout


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Start point for daily VWAP?

  #11 (permalink)

Legendary Market Wizard
Houston, TX
 
Trading Experience: Advanced
Platform: XTrader
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I've always been surprised that exchanges don't actually publish VWAP for liquid contracts, and given the success of TAS/Trade at Settlement and TAM/Trade at Marker products also a TAVWAP/Trade at VWAP product. I would have thought there would be considerable interest in it.

Just curious @michaelleemoore when you talk about VWAP on ES, CL, NQ and YM how are you calculating that? Through an indicator I assume but what resolution do you use?

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