Start point for daily VWAP? | Traders Hideout


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Start point for daily VWAP?

  #14 (permalink)

Chicago, Illinois
 
Trading Experience: Advanced
Platform: Ninjatrader, TT, InvestorRT
Broker/Data: Advantage Futures, Ninja/TT and InvestorRT/IQFeed.
Favorite Futures: Treasury futures
 
Posts: 302 since Nov 2010
Thanks: 193 given, 851 received


michaelleemoore View Post
I use both the RTH and ETH vwaps. As the RTH develops, I give it more weight, but ETH rules the first hour or so of the RTH, at least for me. I'm looking for fades around vwap, and both RTH and ETH offer opportunity. Days when they get very close to together make for easy fades for scalpers like me. ES is quite attentive to vwaps, as is CL. NQ and YM tend to stray much further from their vwaps, but are still somewhat allegiant to them.

Michael

Do you keep standard deviation bands on your screen for both RTH and ETH? That must get MESSY!

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