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Search: Posts Made By: imalil

Forum: NinjaTrader

July 9th, 2017, 09:55 PM

Replies: 3

vwap SD data points

Views: 994

Posted By imalil

I think I fixed it. My SD is (VWAP - P), but I...

I think I fixed it. My SD is (VWAP - P), but I wasn't weighting it to the value of the VWAP.

Forum: NinjaTrader

July 5th, 2017, 08:48 PM

Replies: 3

vwap SD data points

Views: 994

Posted By imalil

vwap SD data points

Hello-

Can someone tell me the correct data points/set to use when calculating the standard deviation of the VWAP? I've used VWAP-P, (VWAP-P)/2, SMA on the SD, all combinations of anything I can...

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