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Fat Tails
Forum:
Traders Hideout
March 6th, 2012, 02:34 PM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
ThatManFromTexas I am currently working on...
ThatManFromTexas
I am currently working on Volume III [III], The Mystery of Failed Trades (TMFT), which blends free stuff and complex strategies into a concept which can be easily applied by the...
Forum:
Traders Hideout
March 6th, 2012, 10:00 AM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
I have already released over 50 free indicators...
I have already released over 50 free indicators in the download section. I also need to maintain and adapt them, which already takes about 150% of the time I have available for coding indicators.
...
Forum:
Traders Hideout
March 5th, 2012, 07:46 PM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
No it is not published. Just the VWAP can be...
No it is not published. Just the VWAP can be reproduced by using a fixed period VWMA. For example, if you have a 15 min chart of ES, you can use a 3 * 93 bars = 279 bars lookback period, and you...
Forum:
Traders Hideout
March 5th, 2012, 04:20 PM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
Just an answer to the previous chart, which is...
Just an answer to the previous chart, which is quite similar, but has a few minor differences.
The 3-day Rolling VWAP has a moving lookback period and produces continuous bands, which I prefer...
Forum:
Traders Hideout
February 28th, 2012, 12:24 PM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
https://nexusfi.com/attachment.php?attachmentid=64...
https://nexusfi.com/attachment.php?attachmentid=64052
Forum:
Traders Hideout
February 28th, 2012, 06:04 AM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
Particularly on Mondays the Weekly VWAP cannot be...
Particularly on Mondays the Weekly VWAP cannot be used, so I personally prefer a rolling N-Day VWAP, as it catches the trades over a constant lookback period.
Attached is the 30 min chart for ES...
Forum:
Traders Hideout
July 5th, 2011, 10:49 AM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
I love Italian food and even prefer it to German...
I love Italian food and even prefer it to German food. But I am lucky enough to live in a place, where there is ample supply of Italian restaurants, Italian supermarkets and - most important -...
Forum:
Traders Hideout
July 5th, 2011, 06:09 AM
Replies:
667
The Italian Job
Views:
271,704
Posted By
Fat Tails
The VWAP Mystery
Let me try to explain the mystery. The problem is indeed related to Independence Day.
Independence Day is no Separate Trade Date for Globex Instruments
If you dig into the CME rules, you...
Showing results 1 to 8 of 8
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