Anyone know how to calculate SD of VWAP?

Discussion in 'Technical Analysis' started by IronFist, Jul 23, 2008.

  1. dcriese


    trying again to post a graphic of the equation
    #51     Jul 26, 2008
  2. dcriese


    picture of VWAP and SD bands in Genesis Trade Navigator
    #52     Jul 26, 2008
  3. dcriese


    VWAP bands in MarketDelta
    #53     Jul 26, 2008
  4. Xuanxue


    If trying to time mass-automated VWAP trades is the aim, and I'm guessing it is, then the missing crux and limitation, insofar as I'm aware, in charting software, is ordering actual trades by a weighted moving average. Trades, not price averages.

    Distribution is indeed the missing element.
    #54     Jul 26, 2008