Support Board
Date/Time: Wed, 27 Nov 2024 10:28:54 +0000
Post From: TWAP
| [2014-06-30 05:57:49] |
| Kiwi - Posts: 375 |
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The obvious question becomes "what period does a TWAP have?" If you knew the answer then you just make a time chart of that period, put your weighted ma on that chart with an appropriate period, and use the study/price overlay to copy it onto your non-timelinear charts. Actually I don't know if the TWAP is what we think it is ... can the OP provide a really clear definition of the TWAP that they currently trade? http://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&ved=0CB4QFjAA&url=http%3A%2F%2Fen.wikipedia.org%2Fwiki%2FTime-weighted_average_price&ei=dvywU4CnFIuWkwXJvIDQAw&usg=AFQjCNEAjGkXaD0_UMtjZYbCjznNpyvTYQ&sig2=HVTpk4BRSI2k3li3Kmu44w&bvm=bv.69837884,d.dGI&cad=rjt Date Time Of Last Edit: 2014-06-30 06:02:08
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