zdo

Alternatively, if this is as complicated as you plan to get with interchart stuff, you could send highest time trend to a TS global variable and pick it up and plot it on lower time frame charts.

BamBam, Do you want the nice PC version or do you want it straight up? zdo

Am having difficulty with answering the poll because of the way options are phrased - ie 'ownership' may not be the pivotal issue. Here's why - the writer of content has the copyright (whether it's registered or not). However, once 'published', content can not 'unpublished' by an author. And, aside from commercial restraints, consumers of published content can use it as they please as long as the original work is credited properly. Does anyone know why PivotProfiler wants his material pulled from TL? Planning to publish in a different format? Starting an advisory service? Interpersonal conflicts? I know I would respect most reasons he has for wanting what he has published pulled (including if he's creating 'tests' for demand :\ ) Open honest disclosure would probably bring acceptance from most other members as well. So PivotProfiler - what's really going on?

Sean, That is a very catalytic question! Please start a collaboration thread over in coding subsection and we'll brainstorm and code some techniques to turn this thing on at good places in extremes of swings (of sufficient quality and size) that aren't outside current range of the day... thanks

Simon, Have you previously seen the video? I watched it and took some good notes but in my opinion it was 80% ego (how proud Mark is of his own greed and competitiveness, etc. and I'm not knocking him here - like a man's man, he's definitely a trader's trader), 10% good trader training, and 10% substance on the actual method. My point is to assuage any of your concerns about the quality and direction of you life in the event you never ever get to see the video. The book was written and the video produced to attract capital not to teach a method. Nor does he provide enough specifics in the video about the zone resets. It is most likely simply a volatility based (actually volatility related) re-optimization. Nothing elegant about programming that either - just loop through the range of all settings and use one just off the peak. re "pointless" - again, book's (and video's) purpose was to attract capital not explain a method. The method itself takes a backseat behind sizing, execution, position management. It does not constitute the full method he personally trades on or off the floor. It is the method he has his hirelings apply because it keeps them out of trouble. The breakout methods of T.Crable, L.Williams, and more recently TheRumpleOne ('free' on the web, btw), etc can easily be substituted for ACD. hth. all the best, zdo

90% of trading coaches are sincere and well intended - but 80% of trading coaches are incompetent. They attribute their own deficits to you and try to fix them. They ‘re actually learning to trade by teaching. They learn to fix themselves by learning (usually unsuccessfully) how to fix you – and as soon as they get it they no longer coach. Hm… so, basically, few trading coaches are actually strengths based… I suggest you go for mentor instead of a coach. Unless you can precisely state your trading style and predilections, expect to go through a series of potential mentors before hopefully finding a fit. If you aren’t yet sure of your trading style(s), I would suggest you spend equal time in self exploration to your ‘screen time’ until you ‘know thyself’ - then apply the ‘speed dating’ technique to find a mentor. If you want to post (or PM) your trading style – I will put together a few referrals for you. All the best

dovetree, I'm pretty sure 2000i only has time interval bars so isolate and eliminate the code that applies to bartype MyVol = Iff(BarType < 2, Ticks, Volume); is just going to be MyVol = Volume; …And if 2000i doesn’t have InsideBid and InsideAsk, I think you’re hosed hth

dovetree, I doubt 2000i has intrabarpersist. See if it will 'compile' with that word removed... hth

Tasuki, Thanks for starting this thread. A couple general comments about forks 1 "when they're hot, they're hot and when they're not they're not!" Forks seem to work like clockwork for a while on an instrument then all of a sudden they don't... forks very fickle 2. The angle of the mid line seems to have importance (and is maybe part of #1). Would like to see some research (on the distribution, etc) of angles that are involved in beautiful forks and those that are blatant failures. All the best, zdo

Hi, Is there a way to unsuscribe to a topic. Went to subscriptions twice now and selected 'no email' and suspect that now I have 3 subscriptions (1 with email and 2 without) instead of none at all because still getting emails. thanks zdo

VSA book says 'revise' / 'adjust' volume on short days / holidays. Mini - poll : how much did you manipulate volume today in the indexes, etc? thx

sean, Take a look at OnBalanceVolume indicator. (Preference option: run one of the low lag ma s through the obv with a very short length. Benefits: fewer false starts, less jiggle. Drawbacks: lags the raw by about one bar.) Plus check out KlingerGoslin. I talked with one trader who uses nothing but price, KGI, and trendlines and divergence on the KGI. Also,Trend39 incorporates it well into his methods and has a long running thread in the TS Library about the use of divergence with this indicator… hth

Sean, Maybe you figured this out by now but will reply just in case. If you look at the code you’ll see that the TapeBidAsk measures the balance of VolumeAtBid and VolumeAtAsk not raw volume. There are indicators posted which will display the balance of raw upVol and dnVol if that’s what you need. hth, zdo

jj, re: “never let these stops be hit†That is easier said than done. Several known biases are strong and operational for most of us. (and who knows about the unknown ‘biases) Takes resolve! In putting practice, Tiger Woods sinks a minimum of 100 + four foot putts in a row before calling it a day. Apply same kind of mindful resolve. Go a month without letting a single stop be hit and you’ll never go back! The tempations 'flip'! Before - it was 'decide', etc. to stay in and see if it works out. After - it is 'tendency' to get out and prepare for a 'functioning' setup... This practice saves / generates beaucoup psychological ‘capital’ To put into practice It's system dependent but a general rule of thumb is if get a larger than average range bar against you = get out. And the final ‘stop’ to end all 'stops' in this practice = Always exit at market before price is close enough to stop order to risk getting a double fill. After two successful months place stops (at 4.3 sigma ie in the far distance) early morning (for the whole day in case of outages/ catastrophe, etc). and use appropriate mental stops for each entry and apply the same rule – Never let a mental stop be hit! All the best. zdo

:haha: (+ 9 more characters)

some strange suggestions: If entering on limit (buying into weakness and viceversa) – 1 start placing your orders where you were previously placing your stops 2 place your stops wider 3 then never let these stops be hit If entering on stop (buying into strength and viceversa) – 1 put initial stop under most recent swinglow (vv for shorts) 2 after n bars start moving it in aggressively twd breakeven (whether price ‘momentumd’ for you or not) 3 almost never let these stops be hit

Here you go. Imo, the c[0] > c[1] logic is a bit lame. Anyone got better ideas? :\ TAPEBIDASKWITHDIV.ELD

Try this edit for starters CHANGE: if (c > c[0] and color = DownColor) or (c < c[0] and color = UpColor) then color = DivColor; TO if (c > c[1] and color = DownColor) or (c < c[1] and color = UpColor) then color = DivColor; Let me know if 'it still don't work' I resent you pointing out my mental deficiencies :doh:

A couple quick questions - How do you quantify high, low, ultrahigh, ultralow volume bars? How do you quantify small and large range / spread bars? Many thanks.

Sean, Wasn't quite sure of your definition of up (or down) bar but here's a template. You can change the price logic to match candles or whatever you mean by green (and red). Also, you might consider logic along the lines of if green and (h[0] > h[1]) and (BAVolDiff[0] < (BAVolDiff[1] *x)) ?? etc btw This verifies but has not been tested. Let me know if you have difficulties with it on Monday in real time. inputs: UpColor(green), DownColor(red), DivColor(Blue) // new code ; variables: MyVol(0), Color(yellow), intrabarpersist MyCurrentBar(0), intrabarpersist VolumeAtBid(0), intrabarpersist VolumeAtAsk(0), intrabarpersist BAVolDiff(0), intrabarpersist VolTmp(0); if LastBarOnChart then begin MyVol = Iff(BarType < 2, Ticks, Volume); if CurrentBar > MyCurrentBar then begin VolumeAtBid = 0; VolumeAtAsk = 0; BAVolDiff= 0; VolTmp = 0; MyCurrentBar = CurrentBar; end; if InsideBid < InsideAsk then begin if Close <= InsideBid then VolumeAtBid = VolumeAtBid + MyVol - VolTmp else if Close >= InsideAsk then VolumeAtAsk = VolumeAtAsk + MyVol - VolTmp ; end; if VolumeAtBid > 0 and VolumeAtAsk > 0 then BAVolDiff= VolumeAtAsk-VolumeAtBid ; VolTmp = MyVol ; end ; if BAVolDiff<= 0 then color = DownColor else color = UpColor; //new code if (c > c[0] and color = DownColor) or (c < c[0] and color = UpColor) then color = DivColor; plot1(BAVolDiff, "BAVolDiff", color); Plot2( 0, "ZeroLine" ) ; hth zdo

Walter, Thanks for the videos. re the breakouts from the coils - Do you have minimums for the initial breakout? zdo

#1.0 "...At the same time, he places a stop-loss sell order just below his buy order, so that if the stock does not move straight up after he buys, he will be sold out and his loss cut. "I have no ego in the stock market," he says. "If I make a mistake I admit it immediately and get out fast." " #1.1 "...buys when he feels that informed buyers are getting in" #3 (ditto MrPaul) "trained for the market just as methodically as he had studied his dancing"

Over last few days quite a few posts have discussed the vagueness of entries when using VSA setups. At essence, I think the most recent posts about pivots, levels, etc. is part of that for most of us. Precision entries may be possible, but the basic premise of VSA (applying my current and limited level of understanding) is to gauge ‘professional’ accumulation (or distribution) and adjust one’s own inventories accordingly. This sort of implies that, like a professional, one would also not take on any inventory one is unable to carry without high levels of stress through short term adversity regardless of the time frame(s) used in the VSA setups. Currently, I’m looking at VSA setups / patterns as one item, then turning to wholly other techniques for entry triggers in (those diabolical) shorter time frames. In my experience, the probabilities of having the various sets of ‘professionals’ concurrently line up VSA setups for me at progressively lower time frames aren’t that great - so currently I am restricting my VSA work to one time frame.

A few days ago I asked the question “What is delta divergence?†It was a serious question. To clarify – Is it simply divergence in directions btwn price and delta (as when TickMoneyFlow is going down and price is going up)? OR Is it ‘classic’ divergence (like higher price on this swing than last with a lower indicator high than last indicator swing high. etc) ? OR Is it delta diverging from total volume in balance? OR Something else? OR Was it just a totally stoopid ‘them what just don’t get it’ question ? That’s always a possibility with me … and btw I don’t know where TL came up with an IQ of 59 for me. This traders IQ is not 59 I taked this test and thay sed my IQ was 64 not 59 that is insulding and you put it up wer evrybodd can sea :\ Anyway bump to the question - What is delta divergence? And thanks!

Was just re-reading the section in MTMarkets about Trendline clusters. Than, searched on ‘VSA’ ‘trend clusters’ on the TL forum and jjthetrader’s post rating them highly from 10/27/07 was one of only two that came up. Does anyone know how they are actually calculated? What kind of constraints / qualifications are placed on historical trendlines etc in order for them to be used in the clusters? Such as - must a trendline that is used be part of a historical parallel trendline channel or could a standalone trendline just from a set of tops (or bottoms) qualify, etc.? Thanks