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Simeon

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Posts posted by Simeon

  6. VWAP bands

    in Feature Requests

    Posted

    I see, thank you for looking into this. I have to use 1 minute and daily times series in Excel and it's very slow to re-calculate. If there has been a reverse split this can also throw off the calculations so I understand this might not be possible. 

  7. VWAP bands

    in Feature Requests

    Posted

    Thanks for your reply. There are three calculations:

    1. Daily Volatility =STDEVA(Daily Change over 252 trading days)

    2. Implied volatility = Daily Volatility x (SQRT(265 or 365))

    3. Gamma = VWAP Price x (Implied Volatility / SQRT(252))

    Then the bands are created by multiplying Gamma by 0.25, 0.5, 1.0 and 2.0 and adding/subtracting to and from VWAP price. 

    Here is a link to better screenshot showing all parameters: https://www.dropbox.com/s/c4g4623rfburqij/BIMI.PNG?dl=0

  8. VWAP bands

    in Feature Requests

    Posted

    Hello,

    I use these bands I made in excel that are based off of the VWAP and was wondering if could add additional parameters to your VWAP bands indicator to create them in Medved? They work by looking at historical volatility and calculating gamma from implied volatility. In the attached example gamma equals 0.31 and the bands are created by multiplying gamma by 0.25, 0.5, 1.0 and 2.0. Even the option to add only the gamma value to VWAP bands would be great as can I calculate the rest myself.

    Many thanks,

    Simeonhttps://www.dropbox.com/s/a8flfxeoh33p8e7/CODX.PNG?dl=0

  9. StockWatch

    in Support

    Posted

    Hello,

    Is StockWatch data still available with Medved? I have premium Medved and a StockWatch subscription and can't seem to login on Medved. I have contacted StockWatch to let them know I'm using Medved.

    Many thanks,

    Simeon

  17. Horizontal Line

    in Bug Reporting - Public

    Posted

    Hi Jerry, 

    Please could you check the setting for the horizontal line (VWAP) as it sometimes differs from the VWAP line indicator. I've also noticed this usually occurs after my computer wakes up from sleep so this could just be the problem.

    Many thanks,

    Simeon

  25. Error Report

    in Bug Reporting - Public

    Posted

    Hi,
     
    I have the lastest version of MT and I've had this error a few times when I enter a ticker on a chart. Everything seems to be working fine though.
     
    Medved Trader encountered an Error
     
    Object reference not set to an instance of an object.
     
    Please contact Medved Trader technical support and provide the error details
     
    AppVer: 1.1.2052.1321 Err.Flags: Log, ShowIndicator, ShowToUser
    System.NullReferenceException:
       at MT.Streamer.Streamer.DoStreamingSubChanges() in C:\MedvedTrader\MT\Streamer\Streamer.cs:line 2889
     
    -Simeon
     
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