vwap

[Attila the trader]

Why there is so much hype surrounding it and some traders swear by it , and is it only valid intra day ?

 

[barjon]

Why there is so much hype surrounding it and some traders swear by it , and is it only valid intra day ?

Say you’re a trader charged with buying a very large number of xyz shares. You can’t just bung a massive order onto the market, but you have to work it. Your client won’t be too happy if you pay more than VWAP for the day but will probably be happy if you do better (and give you more business). Vice versa if you are charged with selling.

 

[Attila the trader]

what can a retail trader use it for ? thanks

 

[bluebellmk]

what can a retail trader use it for ? thanks

I have a thread in the trading journal section where I trade a reversion strategy with VWAP it is simple and profitable (So far) check it out.

 

[Attila the trader]

I have a thread in the trading journal section where I trade a reversion strategy with VWAP it is simple and profitable (So far) check it out.

you mean regressing back to the v wap ?

 

[bluebellmk]

Yes mate precisely

 

[Attila the trader]

how good is it ?

 

[bluebellmk]

Check the thread mate judge for yourself I post all the results trading max 2 micro contracts it will be moving to the full ES shortly

 

[Attila the trader]

k thanks !

 

[Trader H.C.]

If removing individual traders' execution level.

Here is a video I made on backtesting the real edge of one of the most popular VWAP strategies out there:

Does VWAP Trading Strategy Work? | How To Use VWAP For Day Trading | How To Read VWAP Indicator

 

[Attila the trader]

If removing individual traders' execution level.

Here is a video I made on backtesting the real edge of one of the most popular VWAP strategies out there:

Does VWAP Trading Strategy Work? | How To Use VWAP For Day Trading | How To Read VWAP Indicator

make pine script tutorials mate

 

[Trader H.C.]

make pine script tutorials mate

Yup, WIP

 

[Attila the trader]

Yup, WIP

what is wip ?

 

[Trader H.C.]

what is wip ?

Work In Progress