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Old 11-28-2007, 01:25 AM
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Join Date: May 2007
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Re: Playing with the Dynamic Vwaps open research

After some more toying around I got the StartTime to save in templates and workspaces, otherwise no further improvements.

TOPFINDER doesn't seem to be all that necessary when there aren't many opportunities to put it to work. Maybe I'll implement it just for kicks.

Quote:
TOPFINDER examples are generally rare, perhaps of the order of one instance in a year's worth of data for twenty
stocks.
For completeness I've also added the OBV Mod which uses the median price and not the close for determining if volume should be added or subtracted. As a result levels differ a bit but formations are pretty much the same.

Cheers
Attached Files
File Type: zip VWAPMod_v091.zip (4.0 KB, 33 views)
File Type: zip OBVMod_v1.zip (1.5 KB, 30 views)

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