intraday VWAP.

NumberRules

VWAP, short for Volume Weighted Average Price . the VWAP is calculated by dividing the dollar volume of a stock by the share volume over a given period of time. it is the market's emerging estimate of value for the trading day.

i consider VWAP is the market estimated price of the given equity, for one advantage, it watchs the volume actions on price when different MAs only have the price movement as target. it helps great to indentify the intraday trend, if the trend is strong, 3 indications should be considered.

1, VWAP heading the same direction as the price
2, price is moving ahead of the VWAP.
3, VWAP is the supports/resistants of the price movement.

simply say, price above VWAP means current trading price attacts to buyer, if the interest of moving up is lacking, we will tend to see price is been gravitated back toward that VWAP, and vice verse.

combined VWAP with Pivot and Tick, will be more clear of the intraday trend, simple is that. i dont use MA on DT or intraday scalping.

NumberRules

btw, Brain Shannon uses VWAP a lot, go check out any of his EOD video to find out more.

NumberRules

QutoeTracker自带了VWAP.

rosyrosy

Thanks for sharing!

soulvirus

这是好贴，顶一下

NumberRules

偶直接在偶自留地弄过来的，权当给班长这礼拜的作业了。这里中文解释一下用法。

简单来说，蜡烛在vwap上面，有买家，蜡烛在vwap下面，有卖家。算起来很复杂，就看三个。

1，如果是upday，vwap就慢慢向上走。
2，蜡烛跑得比vwap快
3，vwap对蜡烛有支持作用。

反之亦然。

ppteam

nstar

nasa1100

oldfat

谢谢，可不可以透漏一下你的参数？

天真的冷酷

wow.... wonderful

NumberRules

谢谢，可不可以透漏一下你的参数？
oldfat 发表于 2009-2-3 22:08

VWAP没有参数。

大泡泡

精华精华。 发50大洋。

whzdf

nstar

银河金星

不错, 顶!

何鸿燊

源济

Thanks for sharing!

gear

VWAP seems better than MA/EMA

CoolMax

能不能把你的AmiBroker代码贴一下。谢谢！