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Kojak

VWAP Bands in ESignal

By Kojak, in Market Profile

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Kojak    10

Kojak
Posted

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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Trader333    10

Trader333
Posted

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.

 

 

Paul

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Kojak    10

Kojak
Posted

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

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shrike    10

shrike
Posted
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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Kojak    10

Kojak
Posted

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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