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Search: Posts Made By: Fat Tails
Forum: NinjaTrader November 23rd, 2012, 03:04 PM
Replies: 2
Views: 2,669
Posted By Fat Tails
FTrader: You would measure the distance as...

FTrader: You would measure the distance as multiple of a standard deviation. Such an indicator could easily be coded as an offshoot of the VWAP with standard deviation bands.

You would just need...
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