Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

bakrob99

Trading With Market Statistics - LINKS

Recommended Posts

Good job but.....there is a best of TL in the beginners section and the threads are linked from there. Thats not to said your efforts are not appreciated :)

 

Thanks ... I didn't know it (the links) was there... I don't really think of it as a beginner's topic although the way JPerl presents it I guess supports that.

Share this post


Link to post
Share on other sites
Guest TomH

Hi,

Someone posted this thread to the "R" stats package discussion list and I was intrigued so I followed.

 

I was planning to simulate some of the concepts however I run into the issue that I can't get the intraday tick data very easily.

 

So what software is jpile using to run these Market Statistics tutorials?

 

Cheers,

T

Share this post


Link to post
Share on other sites

Jerry uses Ensign Software. There are studies written for tradestation/multicharts. (I very much doubt they will run on OEC's platform) Ninja has VWAP and SD bands ....not sure about PvP. One of the guys here wrote routines for Amibroker and I think (though couldn't swear to it) that you might be OK with Sierra charts. oh it s Jperl btw ;)

Share this post


Link to post
Share on other sites
Jerry uses Ensign Software. There are studies written for tradestation/multicharts. (I very much doubt they will run on OEC's platform) Ninja has VWAP and SD bands ....not sure about PvP. One of the guys here wrote routines for Amibroker and I think (though couldn't swear to it) that you might be OK with Sierra charts. oh it s Jperl btw ;)

 

Unfortunately Sierra VWAP bands doesn't work correctly. I am hoping they will correct the code, Ninja and Ensign work fine.

Share this post


Link to post
Share on other sites

I'm using Ninja and have the VWAP with the SD lines indicator, but I'm dubious as to whether it is giving the same results as what's shown on the videos. Does anyone have a recent chart of the ES (S&P minis) using Ensign with the VWAP that they could post so I could compare it to what I have? I would appreciate it.

 

Ron

Share this post


Link to post
Share on other sites
Im new on this site and would like to know if VWAP and PVP are on NINJATRADER. I looked at their site and couldnt find it. Would it be named differently?

 

Thanks

 

Yeah NT has them. Use either NVWAP or IJVWAP? and PVP. You can only get them if you register got to forum and download ninja indicators.

Share this post


Link to post
Share on other sites

I randomly jumped on this thread to get to the message box.

 

Do any traders out there use Ensign along side TS at the same time?

 

I probably need a quad core to do the job. Any thoughts?

 

If you are only using TS ,are the VWAP and Volume Distribution working properly?

 

 

Thanks

Share this post


Link to post
Share on other sites
Can you please help me , where to find Ninja indicators in this forum?

 

Regards,

 

Raj

 

They are not to the best of my recollection. You can find them at the ninja forums.

Share this post


Link to post
Share on other sites

so what software is using the author of the "volume profile guide" ?? I am still stuck at Visual Trader and I am considering of moving to tradestastion to get real time data for the italian markets mostly. Can Tradestation deal with volume profile the same way as shown in the screenshots posted by jperl?

 

thanks

Share this post


Link to post
Share on other sites

I think Multicharts as well could be a good chart platform and it supports Tradestation language to code trading systems!

 

I have just found out that Tradestation as a broker does not support data feed from the italian markets :crap: while Multicharts when connected to a data vendor actualy does! :)

 

So, do you think Multicharts can deal with the Volume Profile, VWAP, SDs and PVP?? Is there any secret programming formula behind them?

 

thanks ever so much

Share this post


Link to post
Share on other sites

There is a PVP, VWAP and SD Band EL implementation that works with Multicharts that was coded and generously posted by a TL member a while back. You will need to search the Coding or Trading Indicator Forums.

Share this post


Link to post
Share on other sites

ok, one more question: is there any way to have Multicharts show the volume histogram on the left as it is shown on jperl examples? I mean, where the value area bars (70% of the volume) are set in a different color like 70% of the volume are blue bars and 30% are green

 

thanks ever so much!

Share this post


Link to post
Share on other sites

All I founf so far are DBPVP and DBVWAP3 I used on the chart attached. While the PVP seems to work fine the VWAP does not knock me out that much!

 

Not to mention the TPO Pro5.0b as it fires an error...

 

I am still looking for the vwap with the standard deviation and the volume profile histogram plotted on the left side of the chart :crap::crap:

quotemanager_mapAscii8.thumb.PNG.b84b9be33bfc5173e782f81bf583ca0f.PNG

quotemanager_mapAscii9.PNG.8f22f59b6b0767810f932675dab4d607.PNG

Share this post


Link to post
Share on other sites

Ok, it looks like you found dbntina’s code. Now the question I have is why are you plotting PVP and VWAP as separate subcharts? I would think you would want them in subchart #1 along with price.

chart1.png.248430829fe3a1154088255de7bd77ce.png

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • Date: 25th November 2024. New Secretary Cheers Markets; Trump Trade Eased. Asia & European Sessions:   Equities and Treasuries rise, as markets view Donald Trump’s choice of Scott Bessent for Treasury Secretary as a stabilizing decision for the US economy and markets. Bessent: Head of macro hedge fund Key Square Group, supports Trump’s tax and tariff policies but gradually. He is expected to focus on economic and market stability rather than political gains. His nomination alleviates concerns over protectionist policies that could escalate inflation, trade tensions, and market volatility. Asian stocks rose, driven by gains in Japan, South Korea, and Australia. Chinese equities fail to follow regional trends, presenting investors’ continued disappointment by the lack of strong fiscal measures to boost the economy. The PBOC keeps policy loan rates unchanged after the September cut. US futures also see slight increases. 10-year Treasury yields fall by 5 basis points to 4.35%. Nvidia dropped 3.2%, affected by its high valuation and influence on broader market trends. Intuit fell 5.7% after a disappointing earnings forecast. Meta Platforms declined 0.7% following the Supreme Court’s decision to allow a class action lawsuit over the Cambridge Analytica scandal. Key events this week: Japan’s CPI, as the BOJ signals a possible policy change at December’s meeting. RBNZ expected to cut its key rate on Wednesday. CPI & GDP from Europe will be released. Traders will focus on the Fed’s November meeting minutes, along with consumer confidence and personal consumption expenditure data, to assess potential rate cuts next year. Financial Markets Performance: The US Dollar declines as US Treasuries climb. Bitcoin recovers from a weekend drop, hovering around 98,000, having more than doubled in value this year. Analysts suggest consolidation around the 100,000 level before any potential breakthrough. EURUSD recovers slightly to 1.0463 from 1.0320 lows. Oil prices drop after the largest weekly increase in nearly two months, with ongoing geopolitical risks in Ukraine and the Middle East. UKOIL fell below $75 a barrel, while USOILis at $70.35. Iran announced plans to boost its nuclear fuel-making capacity after being censured by the UN, increasing the potential for sanctions under Trump’s administration. Israel’s ambassador to the US indicated a potential cease-fire deal with Hezbollah, which could ease concerns about Middle Eastern oil production, a region supplying about a third of the world’s oil. Russia’s war in Ukraine escalated with longer-range missile use, raising concerns about potential disruptions to crude flows. Citigroup and JPMorgan predict that OPEC may delay a planned increase in production for the third time during their meeting this weekend. Gold falls to $2667.45 after its largest rise in 20 months last week.Swaps traders see a less-than-even chance the central bank will cut rates next month. Higher borrowing costs tend to weigh on gold, as it doesn’t pay interest. Always trade with strict risk management. Your capital is the single most important aspect of your trading business. Please note that times displayed based on local time zone and are from time of writing this report. Click HERE to access the full HFM Economic calendar. Want to learn to trade and analyse the markets? Join our webinars and get analysis and trading ideas combined with better understanding of how markets work. Click HERE to register for FREE! Click HERE to READ more Market news. Andria Pichidi HFMarkets Disclaimer: This material is provided as a general marketing communication for information purposes only and does not constitute an independent investment research. Nothing in this communication contains, or should be considered as containing, an investment advice or an investment recommendation or a solicitation for the purpose of buying or selling of any financial instrument. All information provided is gathered from reputable sources and any information containing an indication of past performance is not a guarantee or reliable indicator of future performance. Users acknowledge that any investment in FX and CFDs products is characterized by a certain degree of uncertainty and that any investment of this nature involves a high level of risk for which the users are solely responsible and liable. We assume no liability for any loss arising from any investment made based on the information provided in this communication. This communication must not be reproduced or further distributed without our prior written permission.
    • SNAP stock, big day off support at https://stockconsultant.com/?SNAP
    • SBUX Starbucks stock, nice breakout, from Stocks to Watch at https://stockconsultant.com/?SBUX
    • INTC Intel stock settling at 24.25 double support area at https://stockconsultant.com/?INTC
    • CORZ Core Scientific stock, strong close, watch for a top of range breakout above 18.32 at https://stockconsultant.com/?CORZ
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.