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Showing results 1 to 13 of 13
Search: Posts Made By: Fat Tails
Forum: NinjaTrader March 9th, 2013, 06:44 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
The pretty bad performance of the forum VWAP has...

The pretty bad performance of the forum VWAP has lead me to a detailed analysis of my own VWAP, the anaCurrentDayVWAP, and I must say that it is also inaccurate and too slow.

The main problem of...
Forum: NinjaTrader March 8th, 2013, 08:07 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
https://nexusfi.com/attachment.php?attachmentid=10...

https://nexusfi.com/attachment.php?attachmentid=105281

Is that dog digging for a black swan?
Forum: NinjaTrader March 8th, 2013, 07:24 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
Big Mike: Many of the indicators published on all...

Big Mike: Many of the indicators published on all forums have bugs. The VWAP on the NinjaTrader forum has a few more bugs, as it both produces false results and easily kills the CPU with COBC set to...
Forum: NinjaTrader March 8th, 2013, 11:13 AM
Replies: 37
Views: 12,384
Posted By Fat Tails
NinjaTrader Forum VWAP

By the way, here is another example, how erroneous the calculations of the VWAP from the NinjaTrader forum are sometimes.

The chart shows the price action of 6B 03-13 for yesterday's regular...
Forum: NinjaTrader March 8th, 2013, 06:22 AM
Replies: 37
Views: 12,384
Posted By Fat Tails
aligator: This is a difficult question, because...

aligator: This is a difficult question, because there are several answers. We need to make a distinction between the VWAP and the bands.

First of all, the VWAP is not a NinjaTrader default...
Forum: NinjaTrader May 10th, 2012, 06:09 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
The discussion does not belong into this thread,...

The discussion does not belong into this thread, I will not answer in detail. Just two comments. I have indeed sold a package of 8 high performance VWAPs to a few other traders for $ 250 (I am using...
Forum: NinjaTrader May 10th, 2012, 05:27 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
syxforex: If you are frustrated with your life...

syxforex: If you are frustrated with your life and your trading experience, it will not help you to bash my indicators. They are good enough to speak for themselves. And if the anaCurrentDayVWAP38 is...
Forum: NinjaTrader May 10th, 2012, 05:14 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
syxforex: I am not selling the n period VWAP for...

syxforex: I am not selling the n period VWAP for 250$ and I am not an indicator salesman, although I plan to create a website. I have coded a few high performance indicators for my own needs, which I...
Forum: NinjaTrader May 10th, 2012, 06:38 AM
Replies: 37
Views: 12,384
Posted By Fat Tails
I have not coded that so far. You can display the...

I have not coded that so far. You can display the VWAP of the two or three prior sessions via the SessionPivotsRolling indicator, but then that VWAP will remain fixed, without further trades added...
Forum: NinjaTrader May 9th, 2012, 07:06 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
What do you need a 3-day VWAP for. Do you want a...

What do you need a 3-day VWAP for. Do you want a rolling 3-day VWAP or a 3-day VWAP that resets at the beginning of the session. This is the difference:

Rolling 3-day VWAP: Takes into account the...
Forum: NinjaTrader April 13th, 2012, 06:07 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
Let me know how it compares to the GomMP VWAP. ...

Let me know how it compares to the GomMP VWAP. :unsure:
Forum: NinjaTrader April 13th, 2012, 05:14 AM
Replies: 37
Views: 12,384
Posted By Fat Tails
Here is a modified version of the...

Here is a modified version of the anaCurrentDayVWAPV38, which has its plots rounded to the tick.

https://nexusfi.com/attachment.php?attachmentid=69816
Forum: NinjaTrader April 12th, 2012, 04:38 PM
Replies: 37
Views: 12,384
Posted By Fat Tails
How did you conclude that the anaCurrentDayVWAP...

How did you conclude that the anaCurrentDayVWAP is slightly off and not the GomMPVWAP?

If you are within the session and price action continues, the VWAP cannot be a horizontal line, but it must...
Showing results 1 to 13 of 13

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