Recent content by lj2500

  1. L

    Best Thread Vwap Engine

    Leo, just to confirm, MD Mean is the monthly vwap (from start of the month)?
  2. L

    Best Thread Vwap Engine

    Hey Leo...What are you looking at for the internals? Are you also running the MACCi on these as well, or just the absolute numbers. Thanks Bud.... P.S. I love this thread....learnign SOOOO much about stuff I never knew about...still trying to learn before I make my first trade...
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    Best Thread Vwap Engine

    Not sure if I understand this...: If I am using the fast macci 6/5 for cycle settings, then for the 1 minute, I should use 6/5, then for the 3 min I should use 6*3/5*3, and 60min 6*30/5*30? I'm not sure what the 3x multiplier is or where it comes from if this is not the case. So, if 60...
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    Best Thread Vwap Engine

    Hello leovirgo. I've gone through all posts in the thread, and have really learned a lot. But I can't figure out if you take a long trade on the CROSS above the VWAP, or when it is near the vwap (just under it). The opposite for short. Also, when you mention MEAN, do you mean (no pun...
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    Best Thread Vwap Engine

    macci Anyone know how to calculate the MACCI? Is there tradestation code floating around for this?
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