ES Journal Archive (2009 - 2010)

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Quote from howtotrade:

Can anyone tell me how to get the VWAP from IB workstation's chart?

I appreciate your help!

A beginner.
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I personally don't use VWAP but I do know that QuoteTracker has VWAP as one of their indicators. Moreover you can hook up QT as the frontend for IB to get charts and place orders, which I find to be more intuitive than using the native IB application.
 
Yes. But the value QT calculated for me is different from what LC is getting.

Quote from saliva:

I personally don't use VWAP but I do know that QuoteTracker has VWAP as one of their indicators. Moreover you can hook up QT as the frontend for IB to get charts and place orders, which I find to be more intuitive than using the native IB application.
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Quote from tstones:

Yes. But the value QT calculated for me is different from what LC is getting.
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Remember this,

1. RTH only VWAP always start its value = the 1st trade of the day at 9:30 am

2. Note down the difference between your VWAP and the opening price at 9:30

3. This difference will diminish over the trading day

You can then mentally figure out where the RTH only VWAP is during the day.

Hope this helps.
 
Quote from hektor:

Lowest volume since months on most index futures.
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Calm before storm.

Last time Daily histo completed a slant divergence price was at resistance and we retraced to 20 average where price re-loaded by putting in a W and took off again. Daily histo now again points to an end of a bull oscillation, we are 10+/- points away from resistance of 1015, which was sharply rejected last Fryday. Any further weakness around 1015 & we ought to start an orderly (perhaps not so orderly) retracement towards 980 (20 average) or maybe even previous resistance, now support, 940 zone.

Best to all!
 
thanks. Will give this a try tomorrow.

Quote from Lawrence Chan:

Remember this,

1. RTH only VWAP always start its value = the 1st trade of the day at 9:30 am

2. Note down the difference between your VWAP and the opening price at 9:30

3. This difference will diminish over the trading day

You can then mentally figure out where the RTH only VWAP is during the day.

Hope this helps.
More...
 
Quote from JSSPMK:

Calm before storm.

Last time Daily histo completed a slant divergence price was at resistance and we retraced to 20 average where price re-loaded by putting in a W and took off again. Daily histo now again points to an end of a bull oscillation, we are 10+/- points away from resistance of 1015, which was sharply rejected last Fryday. Any further weakness around 1015 & we ought to start an orderly (perhaps not so orderly) retracement towards 980 (20 average) or maybe even previous resistance, now support, 940 zone.

Best to all!
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NQ probably will provide a better clue than ES if we have a short term directional change.

A side note - currencies are going wild!
 
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