tucciotrader

Well, I am going to be an heavy scalper sooner. I just need intraday tick-by-tick data, that's it! Also, Ninjatrader keeps up lovely with ZenFire while Multicharts does not backfill, but otherwise is fine. I am going to deal with futures as Eurostoxx50(FESX) and E-mini S&P500(ES) mostly. MirusFutures as a brokerage provides me with really good fees for intraday trading! Also, by opening a live account with MirusFutures(IB) thru the Rosenthal Collins Group(FCM) my money is held in BofA in London (I'm in Italy). The thing is, I have plenty of trading systems in Multicharts (dealing with intraday ticks) I may not want to move to NinjaTrader. I am running into many people claiming ZenFire does filter ticks...I still have no proof of that! Best Regards,

I tries d that but it won't work...I think I'll stick with a single previous trading day at least! that's the only way to get it working!

Well, I have found out both pvp and vwap need one previous trading session at least in order to work. Having said that, I'd like to show you what I came across today: in the first picture atatched I can get the regular vwap and pvp (don't take much notice of the staring time of the trading day, I am having issues with backfilling from ZenFire to Multicharts!). In picture the second picture you can see how the vwap was postponed...I can really understand why. Yet, the vwap and standar deviation still make sense... ant idea? thanks

I have found out PVP and VWAP does not work (don't plot, or return 0) with a single tick-by-tick trading day...how many past trading days are required in order to work?? I'm on Multicharts + ZenFire and the data vendor only returns todays data... thanks

I think a good way to make it work would be to merge an ascii file with past 10 trading days tick-by-tick to realtime which is something Multicharts deal with great: Data Merging Now, the thing is, where can I find last 10 trading days tick-by-tcik for a given symbol?? (ES, YM) thanks

It's working great!!!!! I can get real time: FESX0910, FDAX0910, 6EU0 and ESU0 !!! the only thing is I don't get history data...and my indicators don't get plotted because they need some history....

yeah, I am waiting for the eurostoxx future to open...

So I went on the ZenFire website to sign up for a demo with NinjaTrader. I was given a license key to run the software as a trial and a user-pass to connect to ZenFire I guess...do you think I can use that user-pass to connect Multicharts to Zenfire in trial mode?? thanks

Ok, thank you! The thing is, why do those at Zenfire claim quite the otherwise? Having said that I'd like to test them all before making a decision. I think I'll begin with Zenfire and I was wondering how it went about obtaining a realtime demo data feed from them and connecting Zenfire with Multicharts. Any help would be appreciated.

by that do you mean aggregated?

I have a trial version of Multicharts 5.5 I'd like to have a go at Zenfire before purchasing them both. Can it actually be done? I've read up on Zenfire and found out that it covers Eurex and Cme markets (my goal) by providing unfiltered tick datas.

yeah, I found tha code by dbntina (vwap, sd and pvp), really a great piece of code! Still looking for the volume profile histogram though

my last question is: how much difference is between On Balance Volume and Cumulative Volume Delta? On Balance Volume can still "feel" buy/sell pressure in a way? (allthough it must increase or decrease in ticks)

yeah I noticed that...I read the entire discussion about this in a thread over here and I have come to think the same...also the high frequency trading mess all it up!

yeah you are right :doh:

Also, I have noticed that an Italian trader (and programmer) have stopped by here and managed to code a CVD for Multicharts (along with the volume profile hisotgram I am still searching for the code)

ok so, if I have for example: date,time,price,volume on a tick-by-tick basis that is not enough? I mean by using uptick and downtick...have look at the attached file, please

can it actually be done anyway? I mean something like On Balance Volume

Is there anyone who figured out how to code Cumulative Delta & Volume Delta indicators for Multicharts?? In Multicharts prebuild indicators we have "Volume up" and "Volume dn", that are only uptick or downtick, they don't consider the real volume at bid or volume at ask. An uptick can be made by a 1ctr or by 2000ctr that's not definitely the same thing. DELTA VOLUME: it is the difference between volume traded at bid and volume traded at ask in a definite time frame (es 1min 5min and so on) CVD: The cumulative volume delta is the algebraical sum of the single delta volume values By the way what I'm telling now is, I'm not a programmer but just a trader but in Multichart we have: - the possibility to plot the bid and the ask historically - the possibility to have a tick by tick "last trade" with volume It seems it's all we need to build those indicator I think... I would love a line that tells the cumulative delta tick after tick! Do you think there is any difference by setting the chart from 1 tick to 1 contract (Build Volume on: Trade Volume) and use UpTick and DownTick so that I can understand better Volume at Bid and Volume ad Ask??

Now I am using TICKPVPVWAPSD.ELD alogn with ELCollections.dll really a great peace of code!

so how did this end up??

anyway, now my foremost thought is how to have GT MARKET PROFILE TL work on my chart, as it does not plot anything :crap:

anyway I'd really like to plot something like this...I have tried the gkMtkProfileTL but it is not plotting anything on my chart

yeah, I sorted that out!

by the way this is how the indicators are being plotted on the chart...