Trading With Market Statistics.II The Volume Weighted Average Price (VWAP). - Page 9 - Traders Laboratory Forums

BlowFish · 04-13-2011, 03:50 AM

malverd at this stage of the threads things are about the current days sample. (later Jerry Introduces some other concepts with larger samples). I don't know TorS but I'd try daily with 2 minute bars to try and get similar charts to Jerrys. Follow through carefully and later he talks about different settings for scalping and longer trades.

danhoyda · 02-25-2012, 04:02 PM

hey Jperl, what does the spread between the VWAP and the PVP tell you, If the spread is higher is it more likely to succeed?

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