I trying out DTN's prophet software. So far it looks good but I haven't been able to properlly program a VWAP indicator into it... guess my programming skills suck... I was wondering if anyone using DTN uses this indicator... could tell me what the command for SUM is in their system... or even better if you have a formula for VWAP that I can input in the system. Thanx for any help.
VWAP is a field within the software/Feed, so there is no need to program it to display in a Quote Sheet of via DDE in Excel. If you are wanting to calculate data for display in the quote sheet or charts, you can use free form functions such as a+b+c+d/e for example. You can also use the synthetic symbol generator to create true intraday and daily bar charts on calculated symbols (mainly used for complex spread strategies). Feel free to shoot me a PM with detailed information about what you are trying to accomplish and we will help you with any formulas you need. Thank you for trying DTN ProphetX! Jay Froscheiser DTN Trading Markets
eusdaiki, Last time I checked, the value was available as one of the market data fields. However, I would strongly suggest to cross reference this value against another reliable source. Last time I checked, there were quite a few large discrepancies. IMHO Happy trading.
Can you point me to a few reliable sources, at same or less cost than DTN? I went to DTN looking for a reliable VWAP... without that feauture DTN its no good to me.
I think you should chek the data. It has been more than 6 months since I last checked. I can only point you out to the few reliable sources I know off. They include the usual suspects: Reuters (or Metastock Quote Center), Bloomberg, Realtick, Tradestation. Happy trading.