bomberone1

Yes i am building a trading method.

I think that twap is the better indicator in these case. there are many of them for algotrading. TWAP Fixed Time TWAP Fixed Slice Floating Passive Floating Aggressive TWAP Randomized TWAP Randomized Market Participation Do you have someone of them coded in easylanguage?

Hi folks, i was studying this code. vwap should reset each day is it corret or is better avoid the reset? inputs: StartTime( 930 ), StartMonth( 1 ), StartDay( 1 ), StartYear( 2009 ), UpperPctDisp( .1 ), LowerPctDisp( -.2 ) ; variables: StartCalcDate( 0 ), VolumeValue( 0 ), MedPrice( 0 ), PV( 0 ), CumulativeVolume( 0 ), CumulativePV( 0 ), Started( false ), Denom( 0 ), KeyCumVol( 0 ), KeyCumPV( 0 ), MidasValue( 0 ) ; if CurrentBar = 1 then StartCalcDate = ELDate( StartMonth, StartDay, StartYear ) ; { Midas Calculation } if (Date >= StartCalcDate and Time >= StartTime) or Date > StartCalcDate then begin VolumeValue = iff( BarType <= 1, Ticks, Volume ) ; MedPrice = MedianPrice ; PV = MedPrice * VolumeValue ; CumulativeVolume = VolumeValue + CumulativeVolume ; CumulativePV = PV + CumulativePV ; end ; if Started = false and ( ( Date >= StartCalcDate and Time >= StartTime ) and ( ( Time[1] < StartTime or Date[1] < StartCalcDate ) or Date[1] > StartCalcDate ) ) then begin Started = true ; Denom = 1 ; KeyCumVol = CumulativeVolume ; KeyCumPV = CumulativePV ; end else if Denom >= 1 then Denom = CumulativeVolume - KeyCumVol ; if Started then begin if Denom > 1 then MidasValue = ( CumulativePV - KeyCumPV ) / Denom else if Denom = 1 then MidasValue = MedPrice ; Plot1( MidasValue, “Midas” ) ; Plot2( MidasValue * ( 1 + UpperPctDisp / 100), “UpBand”); Plot3( MidasValue * ( 1 + LowerPctDisp / 100), “DnBand”); end;

Folks do u know if is possible do HFT by retail trading platform like Multicharts?

Hi Tucciotrader, yes see the post number 42, is the same.

I don't undestand why tha marco modification are not good..it is better works on ticks..

Hi Fols, i look the works of dbtina and is amazing. Now i'am searching any upgrade or improvmente or new version of the code. Are there any upgrade?

Hi folks, i am really interested in these subject. COuld please post indicator and cose, I'd like give my help. Do you know how combinw twap and vwap? TWAP gives additional information, but i don't understand how, is there someone that use twap? Here a basic link with explanations Time Weighted Average Price - Wikipedia, the free encyclopedia I like to code for multicharts - tradestation. Regards

Hi, I start to read trading by statistic link of jperls, is this a evolution of that theory?

Hi folks, I try like tucciotrader to plot vwao sd and market profile to multicharts, is it possible to stiky at first post all indicators developed, so it easy and more simple take them and use. tuccio sei italiano?