Alfredo Enrique Macias Medri / 프로필
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3 년도
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1
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10
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Statistical Physics
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HunchTrade
친구
요청
프로필 또는 사용자 검색을 통해 친구를 추가하면 친구가 온라인 상태인지 확인할 수 있습니다
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Alfredo Enrique Macias Medri
출시돈 제품
In order to detect "Big activity", new elements of the VWAP standard indicator were incorporated into this project. In short, the plotted lines represent the moving average with EMA[VWAP]=VWAP[EMA]. Averages of the prices have been combined with volumetric weights and exponential decay. Also, it was included the same weights to compute the standard deviation. The parameter called as "strain" is a linear constant shifting the result (strain)xSD(VWAP). So, a any set of bands can be plotted
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