Traders Laboratory - View Single Post - Trading with Market Statistics XI. HUP
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Old 11-02-2007, 04:43 AM
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Re: Trading with Market Statistics XI. HUP

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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?
Hi darth weightings (and the maths for that matter) where discussed in one of the earlier threads....a quick review might be worthwhile

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