QuoteTracker questions - VWAP etc

Discussion in 'Trading Software' started by Fierze, Jul 20, 2009.

  1. Fierze



    Just started using QT and like it a lot so far. I have a few questions about the VWAP-indicators, If anyone knows the answers I would greatly appreciate to know.

    1. In the VWAP parameters, are the "Min trd size" and "Max trd size" parameters made for excluding trades above or below a certain size? So that if I choose "min trd size: 100" on a futures contract, no transactions of less than 100 contracts will be included in the VWAP calculation? (I hope this is the case, since it would be a great tool for seeing the difference in behaviour between small and large traders).

    2. Are ALL trade sizes included if both Min and Max trd size are set to "0"?

    3. In the "VWAP-bands" parameters, is the "width" parameter measured in standard deviations? (For example, 1.6 = 1.6 Standard deviations)

    4. Do I have to have separate charts for every symbol in QT or is there any way to have new charts appear in the same window when you click a symbol in the list (like in TWS for example)? Otherwise, keeping track of many different charts seems quite slow and difficult.

    Kind Regards
  2. Fierze


    I just got a reply from support, I'll post it here so everyone can take part of the information given.

    Both the answers and the speed of the reply is very encouraging, QT really has great customer support as well as a good product! Thanks alot!


    1… Yes. If you set the min and max, then only trades within the min/max will be used for the calculation

    2… Yes

    3.. Yes, that Width parameter is in standard deviations

    4. QT does not have “container” windows. But you can change the symbol right on the open chart without having to close/re-open, by just typing the new symbol right on the chart. Or, you can link the chart (the pin button on the top right of the chart window. Then make sure portfolio is also linked with the same color pin. Then when you single click on a symbol in the portfolio, the linked chart will change to that symbol.
  3. hayman


    QT support is first rate ! There are times when I have baerly clicked the "SEND" button on my Email query, and within minutes I get a lucid, informative response. They don't do everything, but for a free charting package, I find them quite awesome.