Walter
My thinking on volume is still unclear, still taking shape.
Jperl tried to do a moving version of vwap on time charts and did not like it.
My vague idea is that any vwap sysem, moving or fixed, is likely to work better on a volume chart than on a time chart.
On a volume chart emas and vmas would be working in say 22 pip steps instead of in 1min steps which might make for interesting differences.
Tick throttling stuffs everything up, really need access to unthrottled ticks for all types of indis especially volume.
Would also like to see the tick data split into bull and bear components much the way an adx tries to do this, but the standard approaches to doing this with volume are primative to the point of being silly.
Even on time charts it might be possible to run volume based emas and vmas (22 tick steps?) but it would help a lot if unthrottled ticks could be used for this.
So getting access to the real unthrottled tick data on NT and MT4 seems a priority for making volume work properly, when they throttled the ticks, volume drops to near zero as a result, it gets censored out.
Just thinking...need a way around their dishonesty.
Bruce PS scalps going nicely thanks
Linear Mode
