Anyone know how to calculate SD of VWAP?

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

  1. dcriese

    dcriese

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

    dcriese

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

    dcriese

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

    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
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