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Some say using the ETH session is irrelevant to US markets because price movements are at the mercy of international traders. Others say some of the best information starts with what happened overnight.
Should VWAP in futures (example: ES) with or without standard deviations be calculated via just the RTH session or both the ETH and RTH?
If you don't know, please don't vote!
"A Jedi's strength flows from the force."
-Yoda
Can you help answer these questions from other members on NexusFi?
been looking more at rth last few days to get better visuals... think it helps (as I am starting to look at automation a bit)
"Successful trading is one long journey, not a destination" Peter Borish Former Head of Research for Paul Tudor Jones speaking on conversations with John F. Carter
I noticed VWAP is calculated differently for NT8 vs Trading View and I heard institutions use one that shows like Trading View's VWAP where the session restart happens at 20:00 (8pm). Both NT8's OrderFlow VWAP and MZPack's VWAP restart at Midnight and 16:00. Is there a way to make them restart only at 20:00 EST?
you can use both . the VWAP from the past days RTH open to the current days RTH open can be used as a fixed VWAP its frozen there in place . then add another dynamic VWAP for the current trading days RTH open that updates in real time , when you have a VWAP confluence you can get a larger move of it . if swing trading take the same idea on daily an weekly . position trading quartile and monthly . hope it helps .
