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anaCurrentweekVWAPV43 variable period?


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anaCurrentweekVWAPV43 variable period?

  #1 (permalink)
 fastpalo 
Marquette
 
Experience: Intermediate
Platform: NT7, thinkorswim
Broker: NTB, Continuum, TDA
Trading: ES, CL
Posts: 3 since Nov 2015
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Hi all,
First timer here...

First I would like to thank Fat Tails for all of his work. I am absolutely astounded by the quality and quantity of his content he has provided to us. Great work!!

I am using Fat Tails anaCurrentWeekVWAPV43 indicator and I am wondering if this has a fixed calculation period of 5 days or can it be adjusted to 2 or 3 days if needed? If it is fixed, has Fat Tails or someone else released another indicator that would do this?

It also appears that VWAP is not a rolling calculation. Is there a way to change this?

Thank you,
fastpalo

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  #3 (permalink)
 fastpalo 
Marquette
 
Experience: Intermediate
Platform: NT7, thinkorswim
Broker: NTB, Continuum, TDA
Trading: ES, CL
Posts: 3 since Nov 2015
Thanks Given: 5
Thanks Received: 0


Maybe I should be a little more general.

I wasn't able to find this on the forum. . .
Is anyone aware of a rolling 5 (and 20) day VWAP indicator with standard deviation bands?

Thanks,
Matt

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Last Updated on September 13, 2016


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