|
3 года
опыт работы
|
1
продуктов
|
9
демо-версий
|
|
0
работ
|
0
сигналов
|
0
подписчиков
|
Statistical Physics
в
HunchTrade
Друзья
Добавляя друзей через их профиль или через поиск, вы сможете легко общаться и отслеживать их присутствие на сайте.
Alfredo Enrique Macias Medri
Выставил продукт
In order to detect "Big activity", new elements of the VWAP standard indicator were incorporated into this project. In short, the plotted lines represent the moving average with EMA[VWAP]=VWAP[EMA]. Averages of the prices have been combined with volumetric weights and exponential decay. Also, it was included the same weights to compute the standard deviation. The parameter called as "strain" is a linear constant shifting the result (strain)xSD(VWAP). So, a any set of bands can be plotted