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I failed to weight the prices properly for a vwap. The stdev lines are shown with equally weighted prices, |
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How are you weighting the bands? I've been messing around with trying to get this going for ninjatrader but its just a mess. I've backed off and have been doing basic C# tutorials so hopefully i can get this going at some point. The nice thing with ninja is it would be free for anyone to use.
multiplier3 = 3
VWAPUpper3.Set(VWAPLine[0] + multiplier3 * vwapsd[0])
i take it thats the wrong way? The weighting would be 2nd std dev by .7 something and 3rd by .9 something?