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Showing posts with label VWAP. Show all posts
Showing posts with label VWAP. Show all posts

Thursday, May 21, 2009

Swing vs Day trade

Swing trading has larger time window to prepare and make decisions. It can also allow multi-intruments to be monitored.

Day trading requires close monitoring of opportunities and there is opportunity cost of missing larger swing trades.

ES in action 20-21 May





Monday, February 02, 2009

VWAP ENGINE : 2 days to auto trading


This is today's trades from VWAP engine. It is still being refined and will be automated in two days' time. It produced a total of 3 trades today- of which 2 were winners - second trade ( a loss ) was due to programming glitch which had been corrected.