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Old 06-07-2009, 01:58 PM   #1

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VWAP Bands in ESignal

Is there an eSignal efs program that draws the 1 and 2 standard deviation bands on the VWAP. I have looked at Chris Kryza's Volume Profiles but does not seem to have this feature.

Alex Montenegro the eSignal moderator has discussed this implementation and discussed the coding for this -but that needs some efs coding experience which I do not have.

Is there such code that can be implemented straight away on my charts?
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Old 06-07-2009, 05:13 PM   #2

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Re: VWAP Bands in ESignal

Yes but not on this site that I know of. A few years back it was done over at T2W under the Technical Trader Private Forum and I will try and find it but I wouldn't hold your breath.


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Old 06-07-2009, 09:51 PM   #3

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Re: VWAP Bands in ESignal

Thanks for the help Paul and grateful if you could get directly implementable code.

You seem to have reservations though. Is it about the implementation or the concept itself. I was quite impressed with JPerl's 'Market Statistics" on this site.

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Old 06-08-2009, 03:46 AM   #4

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Re: VWAP Bands in ESignal

I have no reservations about the code at all only my ability to find it as it was a long time ago.


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Old 06-08-2009, 05:07 PM   #5

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Re: VWAP Bands in ESignal

Quote:
Originally Posted by Kojak »
Thanks for the help Paul and grateful if you could get directly implementable code.

You seem to have reservations though. Is it about the implementation or the concept itself. I was quite impressed with JPerl's 'Market Statistics" on this site.

Kojak
hi
i'm from italy , first sorry for my english , i've sign up this forum from few days but i found it very useful to learn useful,new , stuff about trading , i read yet more threads and every day find new things .

i've found this link hope can help you :

eSignal File Share [Texas Trader VWAP Based Studies - VWAP BANDS]
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Old 06-08-2009, 11:50 PM   #6

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Re: VWAP Bands in ESignal

Thanks Shrike,

I did have a look at those efs scrips by Texas Trader before making my post but it does not seem to have trading bands based on one and two standard around the VWAP.

Trader333: I was just trying to probe you on the concept of JPerl's Market Statistics approach to market structure. I had seen your postings on that thread and stunning as that discourse and discussions around the topic , I was surprised to see no further discussions around on Market Statistics on Trader's Laboratory or else where (or is there ?).

In Esignal there were quite a few requests for SD bands around VWAP and apart from a kind of a patch by Alex Montenegro there was nothing else.
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