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Showing results 1 to 25 of 44
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Posts Made By:
Fat Tails
Forum:
NinjaTrader
March 6th, 2012, 04:33 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Most of the indicators use a fixed lookback...
Most of the indicators use a fixed lookback period. If you have a look at the VWMA, this is essentially the same as the VWAP, but there is a difference
-> the VWMA always calculates a value from...
Forum:
NinjaTrader
January 31st, 2012, 08:58 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
You have not posted anything since December, and...
You have not posted anything since December, and I do not know what you talk about. This message does not belong into this thread anyhow. Why not send me a private message?
Forum:
NinjaTrader
January 25th, 2012, 04:00 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
VWAP and TWAP Updates V38
I have updated the
-> SessionVWAP Daily
-> SessionVWAP Weekly
-> SessionTWAP Daily
to version 38. The update includes the Globex Holiday calendar for 2012. Otherwise there are a few minor...
Forum:
NinjaTrader
December 26th, 2011, 10:05 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
If you have an exchange traded instrument, it is...
If you have an exchange traded instrument, it is very easy to provide volume information, as all trades are cleared through the exchange. FOREX pairs are not exchange traded instruments, but the...
Forum:
NinjaTrader
December 26th, 2011, 05:29 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
The volume weighted average is a calculation...
The volume weighted average is a calculation based on volume. Many data providers do not offer historical volume for currency pairs. In case that there is no volume, NinjaTrader will automatically...
Forum:
NinjaTrader
November 4th, 2011, 03:56 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
The original author did this for free, but also...
The original author did this for free, but also learnt a lot from other members of Big Mike's.
Running the forum is more than a full-time job. Some of the indicators are relatives of commercial...
Forum:
NinjaTrader
August 8th, 2011, 06:18 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
I am not astonished as FOREX instruments are...
I am not astonished as FOREX instruments are traded round the clock.
Forum:
NinjaTrader
August 7th, 2011, 08:07 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
On my charts at 6:40 PM EST the VWAP for CL...
On my charts at 6:40 PM EST the VWAP for CL 09-11 was calculated as follows:
5 min chart:: 84.60
1 min chart: 84.50
This is clearly a resolution issue. Actually the volume...
Forum:
NinjaTrader
August 3rd, 2011, 06:54 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
If you code my VWAPs, I can stop coding and...
If you code my VWAPs, I can stop coding and exclusively focus on trading.
Forum:
NinjaTrader
August 2nd, 2011, 06:32 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Currently do not have a 2-day VWAP that can be...
Currently do not have a 2-day VWAP that can be easily used.
Forum:
NinjaTrader
August 1st, 2011, 06:08 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Use a session template that divides the day into...
Use a session template that divides the day into the RTH session and the remainder. I attach session templates for ES and CL below as an example.
Then apply the VWAP and set it to RTH and 2nd...
Forum:
NinjaTrader
July 27th, 2011, 11:06 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
You will find a weekly VWAP included with the...
You will find a weekly VWAP included with the second package that I have posted in the Webinar thread.
...
Forum:
NinjaTrader
July 26th, 2011, 04:38 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Indicator Update VWAP and TWAP V36
I have just updated the SessionVWAP and SessionTWAP. The indicators can be found here:
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/674-download.html?view...
Forum:
NinjaTrader
July 26th, 2011, 03:47 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
The question is what you call a multi-session...
The question is what you call a multi-session VWAP.
The standard VWAP in the downloads allows you to select between three modes: ETH, RTH and RTH_Multi.
Let us take for example CL and assume...
Forum:
NinjaTrader
July 25th, 2011, 07:15 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Just send me your indie, and I will tell you how...
Just send me your indie, and I will tell you how to reference it - or is it compiled?
Forum:
NinjaTrader
July 24th, 2011, 08:25 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
The "ContainsValue" must be one word. It has been...
The "ContainsValue" must be one word. It has been cut into 2 pieces by the forum software, I cannot even change it.
Yes, you are right for the "Ds". Reason is that I do not have the VWAP33...
Forum:
NinjaTrader
July 24th, 2011, 07:02 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
You do not need to recode the enums, but as they...
You do not need to recode the enums, but as they are enums, you need to call them this way:
if(anaCurrentDayVWAPV33(Input, anaBandTypeVWAP33.Variance_Distance, anaSessionTypeVWAP33.ETH, ...
Forum:
NinjaTrader
July 24th, 2011, 04:39 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
I have cheated a bit and corrected my previous...
I have cheated a bit and corrected my previous post. The indicator is called anaCurrentVWAPV33 -> note the V33 in the end. The enums need to be called in full length including the enum type. Then it...
Forum:
NinjaTrader
July 24th, 2011, 03:22 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
It looks as if market profile takes its volume...
It looks as if market profile takes its volume from the RTH session. In that case you would want to call the VWAP as RTH as well. I would not use the Hybrid setting, but rather call the First, the...
Forum:
NinjaTrader
July 24th, 2011, 03:15 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
The correct way to reference would be ...
The correct way to reference would be
udSd3[0] = anaCurrentDayVWAPV33 (Input, anaBandTypeVWAP33.Variance_Distance,
anaSessionTypeVWAP33.ETH, 1.0, 2.0, 3.0, ...
Forum:
NinjaTrader
June 15th, 2011, 07:47 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Update SessionVWAP V33
The last version worked very well, so I have now updated the SessionVWAP indicator in the download section.
https://nexusfi.com/free_downloads/ninjatrader-7/indicators/674-download.html
The...
Forum:
NinjaTrader
June 4th, 2011, 07:57 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
This is the version that I had used to produce...
This is the version that I had used to produce the chart in post #32.
Forum:
NinjaTrader
June 4th, 2011, 07:11 PM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
I have just installed the indicator X4 on my...
I have just installed the indicator X4 on my second machine and it produces the same peculiar picture. I had mistakenly posted an unfinished earlier version of the indicator. I will replace it with...
Forum:
NinjaTrader
June 2nd, 2011, 10:39 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Following suggestion and request of @gtichauer...
Following suggestion and request of @gtichauer (https://nexusfi.com/member.php?u=348), I have added options to shade the band areas in different fashions.
I have also decided that the VWAP be...
Forum:
NinjaTrader
June 1st, 2011, 10:27 AM
Replies:
102
VWAP bands
Views:
65,538
Posted By
Fat Tails
Update anaCurrentDayVWAPV33X3
I think this version will be close to the final version. Have made a few minor changes and fixed a small bug. The indicator is now looks fast and reliable. For use with high resolution charts and to...
Showing results 1 to 25 of 44
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