MPTrader

ECB coming... dun reply post liao

perhaps its due to racking my head over so many days and cant finding any solution so just feeling a bit frustrated. Didnt mean to make it sound the way it did. Apologies once again. I try figure it out myself Hope no offence taken anyway

Apologies.... didnt mean to let this turn out the way it did.... But never mind. Thanks for all u guys help. Cheers then

Here i am , sincerely asking for help and u guys are asking and scolding me abt rules this n that.... sigh..... u guys sure r strange

Just looking for an answer but so far no1 seems to know... Pls help if u can pls....

Here is the full curves for CQG. Could any1 please take a look to see if anything is missing? I noted that the std deviation are all constant from each other so there is something wrong but i do not know what. HELP !!! Deviation 3 Curve: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); R:=VWAP+((STD*DEV3)); Deviation 2 Curve: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP+((STD*DEV2)); Deviation 1 Curve: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP+((STD*DEV1)); Vwap: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - Deviation 1: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - ((STD*DEV1)); -Deviation 2: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - ((STD*DEV2)); -Deviation 3: day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1; day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1; priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ; vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ; a:= Sum(priceX* vol,day)/ Sum(vol,day); b:= Sum(priceX* vol,day2)/ Sum(vol,day2); c1:= Sum(priceX* vol,Period)/ Sum(vol,Period); VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) ); DAYSES:= STDDEV(@,day)/100; SES:= STDDEV(@,day2)/100; ANY:= STDDEV(@,Period); STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) ); VWAP - ((STD*DEV3));

I trade stoxx but still figuring out what and how to trade it... its damn hard.... Alot times i kena bluff by the humogous bid ask volumes

got frm them a chart which they said was std dev of vwap. Could u post a chart of dax today so i can compare pls? or send me at garylim19@hotmail.com

actually if the same volume cannot make a higher high or lower low, its turning pt in my opinion

i trade the euro stoxx too but i am largely nt very successful... today rollover.... careful.....

I found this post on "Re: Trading with Market Statistics. IV Standard Deviation" interesting and have nominated it accordingly for "Topic Of The Month March, 2009"

ahh icic......

decreasing price, sorry typo error above

icic, so the first sign is decreasing orice but decreasing volume means it might eb a reversal taking place and u use MP to define where u shd be Long instead of short, eg at bottom of Previous Day VA ?

when in a trade, may i know how u manage ur trade? and hw u trail ur profit? that is something i am struggling very hard persoanlly