+
25 25 ... 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
241 250 250

: VWAP

  1. #241

    21.02.2019
    1
    ()
    0
    0 () 0
    , , , ... VMAP , 5-10 , .

  2. #242
    ClusterDelta.com Team
    27.10.2011
    3,864
    ()
    446
    2,095 () 1,074
    Eabur
    , , , ... VMAP , 5-10 , .
    , .
    00:00-01:00 +2 01:00-02:00

  3. #243
    dariusdeck@ukr.net
    , 4, MQL4. . ,

  4. #244
    dariusdeck@ukr.net

  5. #245
    ClusterDelta.com Team
    12.11.2011
    3,872
    ()
    626
    1,743 () 1,219
    dariusdeck@ukr.net
    , 4, MQL4. . ,
    https://www.youtube.com/watch?v=tKMQ3bqErlI

  6. #246
    HNLeo@yandex.ru
    . , . . ClusterDelta Online , . ?

  7. #247
    ClusterDelta.com Team
    27.10.2011
    3,864
    ()
    446
    2,095 () 1,074
    HNLeo@yandex.ru
    . , . . ClusterDelta Online , . ?
    -

  8. #248

    14.02.2015
    14
    ()
    0
    0 () 0
    hello everyone,
    could you please advise what is the formula used for calculating ClusterDelta Daily VWAP in standard Pack ?
    a) classic calculated typical price: (high+low+close/3)*bar volume / Daily Volume
    or
    b) volume profile based real weighted average price: (each price level * price level volume)/ Daily volume

  9. #249
    ClusterDelta.com Team
    27.10.2011
    3,864
    ()
    446
    2,095 () 1,074
    gooral87
    hello everyone,
    could you please advise what is the formula used for calculating ClusterDelta Daily VWAP in standard Pack ?
    a) classic calculated typical price: (high+low+close/3)*bar volume / Daily Volume
    or
    b) volume profile based real weighted average price: (each price level * price level volume)/ Daily volume
    a) is not good. Without real volumes "bar volume" is not a volume and just some value of some behavior (price movement). So it can not be called volume weight average price (vwap).

    b is real VWAP. Sum(price * volume)/Sum(volumes in current profile) for each candle

+

     

 

ClusterDelta.com - . : , , , http://clusterdelta.com http://forum.clusterdelta.com , , , .


, , . , , , .


(C) 2009-2012 ClusterDelta.com. .

 

@Mail.ru