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anaCurrentweekVWAPV43 variable period?
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Created: by fastpalo Attachments:0

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anaCurrentweekVWAPV43 variable period?

  #1 (permalink)
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Marquette
 
Futures Experience: Intermediate
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anaCurrentweekVWAPV43 variable period?

Hi all,
First timer here...

First I would like to thank Fat Tails for all of his work. I am absolutely astounded by the quality and quantity of his content he has provided to us. Great work!!

I am using Fat Tails anaCurrentWeekVWAPV43 indicator and I am wondering if this has a fixed calculation period of 5 days or can it be adjusted to 2 or 3 days if needed? If it is fixed, has Fat Tails or someone else released another indicator that would do this?

It also appears that VWAP is not a rolling calculation. Is there a way to change this?

Thank you,
fastpalo


Last edited by fastpalo; September 8th, 2016 at 07:54 PM. Reason: added a question
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  #2 (permalink)
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  #3 (permalink)
Elite Member
Marquette
 
Futures Experience: Intermediate
Platform: NT7, thinkorswim
Broker/Data: NTB, Continuum, TDA
Favorite Futures: ES, CL
 
Posts: 3 since Nov 2015
Thanks: 3 given, 0 received


Maybe I should be a little more general.

I wasn't able to find this on the forum. . .
Is anyone aware of a rolling 5 (and 20) day VWAP indicator with standard deviation bands?

Thanks,
Matt

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