Nick,
We will see how it works next week.
Also, tried to run the
VWAP and
SD bands on a tick by tick basis and it won't run...way too memory intensive. There is no way around that I am pretty sure. To get tick by tick accuracy you have to go through every tick every time there is a new tick to check the difference between the new
vwap and the price at every tick and then perform all of the calcs...just not going to work. Code is easy but my computer with 4 gigs of ram just won't run it...
later,
dbntina