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MPTrader

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Everything posted by MPTrader

  1. 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
  2. Apologies.... didnt mean to let this turn out the way it did.... But never mind. Thanks for all u guys help. Cheers then
  3. 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
  4. Just looking for an answer but so far no1 seems to know... Pls help if u can pls....
  5. 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));
  6. 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
  7. 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
  8. actually if the same volume cannot make a higher high or lower low, its turning pt in my opinion
  9. i trade the euro stoxx too but i am largely nt very successful... today rollover.... careful.....
  10. 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"
  11. decreasing price, sorry typo error above
  12. 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 ?
  13. 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
  14. may i ask are u a responsive or initiative MP trader? do u fade or go with breakouts frm value area and ur strategies? mostly it seems that MP is good for reversals
  15. esstentially i am always trying to see if i shd take prices at edge of value area ( in anticaipation of breakout) or at POC (lower risk but whip saw)
  16. Care to define a Virgin Point of Control? I am afraid i am not sure what it means by " POC not being touched by prices"
  17. Care to share the type of entry signals that work for u, soul trader?
  18. Personally i feel to enter trades via buyers hitting buy and ask is rather dangerous is it not? as that is only current sentiments? Care to enlighten hw u input a price based in market profile?
  19. This would in fact minimse e risk when we take trades at LVA or HVA.
  20. was just thinking its real interesting as if it is a range day, not much range extension, we shd fade at HVA and Long at LVA, betting that it will go up and down, playing the range. As what happened to taiwa index today, was a good day. Main question was that, it would be interesting to see if there are any indications when price breaks OUT of value area before u enter a trade.... Any idea , any1?
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