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View Poll Results: Should VWAP with standard deviations on the ES be calculated as RTH or ETH?
Some say using the ETH session is irrelevant to US markets because price movements are at the mercy of international traders. Others say some of the best information starts with what happened overnight.
Should VWAP in futures (example: ES) with or without standard deviations be calculated via just the RTH session or both the ETH and RTH?
ETH = electronic trading hours, or all hours of the futures/forex markets RTH = normal session, often when the pit is around. RTH can vary from market to market (ICE commodities is different from CME equities)
been looking more at rth last few days to get better visuals... think it helps (as I am starting to look at automation a bit)
"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
Last edited by GridKing; July 1st, 2012 at 11:30 AM.
