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Volume Weighted Average Price BPNN Predictor

Volume Weighted Average Price BPNN Predictor
By JohnLast 2902 days ago Comments (3)
От 22 септември 2011


No need to spend your time analyzing markets; this indicator does the work for you. Get precise, detailed trading recommendations to implement accurate, profitable trades. With a focus on effective trades and risk control, you'll experience an uncommon level of detail and specificity – no guesswork required.

Got the joke ;). Well this is coming from the work of Mark Whistler or precisely Whistler Volume Adjusted Volatility - WVAV. You can see his book Volatility Illuminated. Here I added two more predictors in one set. The idea is to try to predict the volatility too, we have an upper band and a lower band. As it was shown that the volatility has a cyclical component we can try to predict that too. Even if the center line is giving us the directionnal bias the volatility predictions are quite helpful too. Play with the number of ticks that ajusts the sensitivity of the WVAV. You can change the standard deviations of the volatility bands too.