here is an example from today.
I entered ES when it appeared price failed just under
VWAP. I did this with a market order before the 'confirmation' of the reversal price triggered. I set a stop-market order at the computed reversal price to enter YM as a way to add to my initial order. I totally screwed up on the YM exit as you can see.
The key here was not this indicator -- but it was nice in the heat of battle to have a computed price to go with. Just an example.
