Forum: ThinkOrSwim
February 20th, 2015, 05:17 AM
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Replies: 111
Views: 77,696
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Forum: ThinkOrSwim
February 4th, 2015, 04:19 AM
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Replies: 111
Views: 77,696
Avg. Volume by Time of Day
Hi:
Does anyone have an indicator which shows the Average Volume for the past "X" days by time of day?
E.g. On say a 30 min chart of the 6E, display the average volume traded from 8-8:30 am...
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Forum: ThinkOrSwim
January 17th, 2015, 08:23 AM
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Replies: 111
Views: 77,696
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Forum: ThinkOrSwim
January 15th, 2015, 01:10 PM
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Replies: 111
Views: 77,696
Thank you rmejia .
This is not quite right...
Thank you rmejia .
This is not quite right since it resets after every candle. The TWAP is much smoother, similar to VWAP. Since this indicator calculates every bar, it is quite "jerky" and not...
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Forum: ThinkOrSwim
January 15th, 2015, 12:44 PM
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Replies: 111
Views: 77,696
TWAP indicator for TOS?
Hi:
Has anyone coded the TWAP indicator in ThinkorSwim? TOS has a built in VWAP but not TWAP.
Fat Tails coded it in Ninja Trader and the Ninja indicator description can be found here
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