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Old 07-12-2007, 09:13 PM
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Re: Trading with Market Statistics III. Basics of VWAP Trading

NEWBIE is now ready to take trading a little more seriously. After a minor disaster trading with the trend and getting stopped out, he's decided to look at the "Trading with Market Statistics" Threads and has read Part I and Part II at least a half a dozen times. He doesn't know much about statistics but he is willing to learn if it will help him with his trading.

What he has learned so far or at least should have learned is that market direction is reflected in the relation of price to the VWAP AND the relation of the VWAP to the PVP. Market data is skewed to the upside when the VWAP is above the PVP, skewed to the downside when VWAP is less than the PVP and symmetric when VWAP ~= PVP.

NEWBIE should be trading only in the high volume region of the price action
so for NEWBIE to enter a trade, the following conditions should prevail:

Long Entry:

VWAP > PVP and price action above the VWAP

Short Entry:

VWAP< PVP and price action below VWAP

No Trade:

VWAP~= PVP

NEWBIE is going to embed this in his brain so that it becomes second nature.

Download the following video and see how NEWBIE fairs by following market statistics.


ER2VWAPTrade


In the next thread, part IV, our newbie will learn about other points where he can trade


Last edited by jperl; 08-19-2007 at 11:16 AM.
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