Vwap chart help please !

[JohnE 10]

What a fantastic effort from Jperl and all those who interacted on that VWAP/statistical thread...thanks so much.

 

I was wondering if someone could post a 2 minute ES chart from Fridays day session only showing the VWAP and the standard deviation bands. I'm not sure if mine are running right as the 2nd SD band doesn't get hit that often and the third hangs out in the middle of nowhere, but perhaps it is the nature of the bands.

 

I'd also like to know if most use an "all sessions" VWAP chart because it may show better zones or if the day session is good enough......I'm hoping to not have to run two different VWAP charts at the same time ( day and all sessions). Thanks for the help.

 

JE

[dandxg 10]

I don't know if you have answered your question or not? I set VWAP bands in NT for session times globex for currencies and regular trading hours for eminis. The longer the session the less likely price will move to the outer bands has been my experience. I really appreciate Jerry educating TL about them. I found that the work well when using them with PVP/POC, but they missed some good opps. so I dropped the PVP and just trade with SD VWAP, to each his own.

[Sandov 10]

I don't know if you have answered your question or not? I set VWAP bands in NT for session times globex for currencies and regular trading hours for eminis. The longer the session the less likely price will move to the outer bands has been my experience. I really appreciate Jerry educating TL about them. I found that the work well when using them with PVP/POC, but they missed some good opps. so I dropped the PVP and just trade with SD VWAP, to each his own.

 

i did something similar.

i threw away the pvp/skew relationship ....

 

vwaps do really work as key support resistance levels.... the task of course i to know is price is failing or breaking through these levels... look what happened today on the es... price failed to break the weekly vwap deviation and started selling off....

 

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