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Volume Weighted Average Price is used by financial institutions to place large trades at what is considered the fair value for the session. Standard deviation channels around VWAP provide potential entry points for mean reversion or breakout strategies, and the VWAP itself can act as a high quality exit level. If you've heard that volume-based analysis doesn't work for forex and CFDs, try looking at VWAP with standard deviation bands on a chart, and note the frequency with which price reacts to
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