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Statistical Physics
konum:
HunchTrade
Arkadaşlar
Profillerinden veya arama yoluyla arkadaş ekleyerek, onlarla kolayca iletişim kurabilir ve sitede çevrimiçi olup olmadıklarını takip edebilirsiniz
Alfredo Enrique Macias Medri
ürün yayınladı
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