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VWAP values in DOM
Updated March 8, 2015
VWAP values in DOM
March 7th, 2015, 04:38 AM
Oslo, Norway
Experience: Intermediate
Platform: NT, Sierra
Broker: IQFEED Stage5
Trading: ES
Posts: 307 since Jan 2014
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Having an issue with my VWAP and deviations in SC. I'm trying to match them to my NT and IRT made by fat tails. Can someone post their Values as of the close yesterday on the ES please. Thanks
Can you help answer these questions from other members on NexusFi?
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March 7th, 2015, 05:10 AM
Italy (IT) Italy
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
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Do a search before open a new thread, anyway take a look here
Take your Pips , go out and Live .
Luke.
March 7th, 2015, 05:48 AM
Oslo, Norway
Experience: Intermediate
Platform: NT, Sierra
Broker: IQFEED Stage5
Trading: ES
Posts: 307 since Jan 2014
Thanks Given: 282
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LukeGeniol
Do a search before open a new thread, anyway take a look here
I read that thread. I was just looking for hard values to confirm that my SC values were not correct. Thanks though
March 7th, 2015, 08:46 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
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sixsmith07
Having an issue with my
VWAP and deviations in SC. I'm trying to match them to my NT and IRT made by fat tails. Can someone post their Values as of the close yesterday on the ES please. Thanks
VWAP 2080.75
VWAP +2SD 2100.25
VWAP -2SD 2061.25
Mike
March 7th, 2015, 12:02 PM
Oslo, Norway
Experience: Intermediate
Platform: NT, Sierra
Broker: IQFEED Stage5
Trading: ES
Posts: 307 since Jan 2014
Thanks Given: 282
Thanks Received: 647
Big Mike
VWAP 2080.75
VWAP +2SD 2100.25
VWAP -2SD 2061.25
Mike
Just to clarify. Are those rth , or eth ? I ask because my values are just slightly off
Thanks again.
March 7th, 2015, 12:10 PM
Manta, Ecuador
Site Administrator Developer Swing Trader
Experience: Advanced
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Broker: IBKR
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sixsmith07
Just to clarify. Are those
rth , or
eth ? I ask because my values are just slightly off
Thanks again.
Globex, session start 5pm central to session end 4:15pm central.
Mike
March 8th, 2015, 06:10 AM
Italy (IT) Italy
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
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Posts: 1,499 since Apr 2010
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I tried on 4 platforms and the vwap is the same. the standard deviations are little different....
Take your Pips , go out and Live .
Luke.
March 8th, 2015, 10:46 AM
Manta, Ecuador
Site Administrator Developer Swing Trader
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Broker: IBKR
Trading: Stocks & Futures
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Duration: Weeks
Posts: 50,396 since Jun 2009
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LukeGeniol
I tried on 4 platforms and the
vwap is the same. the standard deviations are little different....
It has been previously discussed that the VWAP SD's are likely wrong in Sierra, I think @SierraChart is aware of this.
Read post 26 forward here:
Mike
March 8th, 2015, 01:03 PM
Italy (IT) Italy
Experience: Advanced
Platform: ATAS, R|Trader, NT8
Broker: Rithmic
Trading: CL, Brent, GC, TF
Frequency: Daily
Duration: Minutes
Posts: 1,499 since Apr 2010
Thanks Given: 408
Thanks Received: 985
Big Mike
It has been previously discussed that the
VWAP SD's are likely wrong in Sierra, I think @
SierraChart is aware of this.
Read post 26 forward here:
Mike
I meant that SDs are different in all 4 platforms.... Maybe I will do some other comparisons and maybe I will post some results.
Take your Pips , go out and Live .
Luke.
March 8th, 2015, 01:21 PM
Quebec Canada
Market Wizard
Experience: Intermediate
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Broker: AMP/CQG
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Here are my values using Rancho Dinero's tools:
Last Updated on March 8, 2015