tradepro

I suggest to contact the author Jerry.

Use the link below. Google each exchange for more info. http://www.sterlingtrader.com/documents/Sterling_Time_and_Sales_Exchange_Codes.pdf

Thanks BlowFish, It's much appreciated.

Sorry about that. pldot= {avg[H(1),L(1),C(1)] +avg[H(2),L(2),C(2)] +avg[H(3),L(3),C(3)]} / 3

Hi, Would anyone know how to write TS code for the Drummond moving average showing the dot on the next bar when it opens? Nothing fancy. I've been trading stocks using the Drumond MA calculating the next projection using excel. Thnxs

Hi Jerry, Today I traded HD ( home depot) on a 1 minute chart and got 1 trade out of it. I am fully aware that the market can and will do whatever it wants. That being said HD was in an up trend all day but it was skewed to the negative.I took a text book "Jerry" short at 37.74 from the 1st SD to the VWAP at 12:36 to 12:53, covered, made a profit. It then went balistic because of the Beige book report. Before the report the slope of the VWAP was rising toward the PVP but still negatively skewed with price action way above the PVP and after the report it finally crossed over. My question to you is, if I see that the VWAP slope is converging towards the PVP, and price action is way above, could I enter a long trade at obvious HUP areas or would I be breaking any rules? I am using ENSIGN and was wondering if I have the correct parameters on my price histogram: range% 70 minutes: 1 restart: 930 boxsize: 1 initial: 0 Your help or anyone out there would be appreciated Thanks, Trade Pro

Thanks Jerry, You're the best! If ever coming across the lake to Toronto the steak is on me. tradepro

Hi Jerry, If you set up the previous days chart with the volume distribution and vwap could you also set up a current day that is developing, lets say a 1 minute chart with Vol dist and vwap along side? This way if price is coming back to the vwap would't the current developing 1minute chart already show a negative skew and you can get in sooner? Thanks, tradepro

Hi Jerry, I started scalping using JPM. I went in at random times using your example of 15 second charts and a 15 minute time frame, then repeated the process. It was successful. 7 out of 10 were winners. I was using limit orders to capture the ecn credits using the SD areas to place my trades. I then switched to a 30 second chart but this time I added Stochastics, looking for divergence signals for entries around the SD's. 4 out of 5 were successful. I cut my trades in half because the time frame was higher so naturally my risk was higher.Do you agree using an indicator such as Stoch's to help confirm potential entries at the SD areas? By the way thank you so much for your threads. It has improved my trading.

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

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

Jerry, When you set up a new volume distribution time frame, using your example of 15 minutes, do you also reset the VWAP to the new time or do you let the VWAP continue fron the previous time frame. Thanks Tradepro

Also do you look at value areas and POC in Market profile 5to find a HUP?

Hi Jerry, with the longer term HUP's such as 5,10, and 20 day,do you use a rolling time period or a fixed time?