Traders Laboratory - View Single Post - VWAP Distribution Set-Up: '2 Std Devs & a Div'
Thread: VWAP Distribution Set-Up: '2 Std Devs & a Div'
View Single Post
  #2 (permalink)  
Old 01-09-2008, 10:56 PM
osaru osaru is offline
osaru has no status.

 
Join Date: Jan 2008
Posts: 1
Thanks: 0
Thanked 0 Times in 0 Posts
Re: VWAP Distribution Set-Up: '2 Std Devs & a Div'
Quote:
Frank
 View Post
This thread is just to publicly evaluate a set-up I have been working on. comments appreciated.

I will call it the '2 std devs and a divergence' set-up.

Concept: If S&P futures move 2 standard deviations in a direct move (without a decent correction) AND form a momentum divergence (using LBR's 3/10 oscillator) -- then fade the move for a SCALP targeting roughly 1 deviation.

1st example from Tuesday Jan 8:
Hi Frank,

I am very interested in this thread. I have a newbie question... how do you calculate your standard deviations?

Reply With Quote