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Everything posted by tucciotrader
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Looking for Multicharts Code to Deal with VWAP, SDs and PVP
tucciotrader replied to tucciotrader's topic in Coding Forum
The thing is I am running a demo versione of the latest Multicharts with tick-by-tick data from a mapped ascii file. I have found some code by dbntina from 2007 such as DBPVP and DBVWAP_SD and a file modified by user shrike DBVWAP3 in 2009 (this one did not knock me out that much, I wonder what is it for?) Since those indicators are applied on a 2 min chart my concern is how accurate are they? I was wondering if there was a way to apply to a tick-by-tick base while being shown as a 2 minute candlestick on the chart. Also, I am still trying understand how to plot a histogram price/volume on the price axis -
Looking for Multicharts Code to Deal with VWAP, SDs and PVP
tucciotrader replied to tucciotrader's topic in Coding Forum
well I made a search yet did not find anything done...only work in progress code -
I am having that same problem as well. I get an a array bound. Wrong index value: 1001 I tried increasing the compress input by one. Yet I didn't get to get it working...as a matter of fact I am using tick-by-tick data thru a mapped ascii file...is it because of that? thanks
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All I founf so far are DBPVP and DBVWAP3 I used on the chart attached. While the PVP seems to work fine the VWAP does not knock me out that much! Not to mention the TPO Pro5.0b as it fires an error... I am still looking for the vwap with the standard deviation and the volume profile histogram plotted on the left side of the chart :crap::crap:
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Trading With Market Statistics I. Volume Histogram
tucciotrader replied to jperl's topic in Market Profile
I am just wondering how can I build in Multicharts an volume/histogram like that with value area bars coloured in green?? is that copyrighted code? -
Trading with Market Statistics. IV Standard Deviation
tucciotrader replied to jperl's topic in Market Profile
ok, well, I thought you as well had coded something because I have gone thru the whole thread and have read your question about wheter a the vwap was supposed to be computet with all the bars or the bars so far... ok, I'll give that section a look -
Trading with Market Statistics. IV Standard Deviation
tucciotrader replied to jperl's topic in Market Profile
is the code for vwap avaible for Multicharts? thanks ever so much -
ok, one more question: is there any way to have Multicharts show the volume histogram on the left as it is shown on jperl examples? I mean, where the value area bars (70% of the volume) are set in a different color like 70% of the volume are blue bars and 30% are green thanks ever so much!
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Hi, I have read Volume Profile threads by user jperl in the forum he is using Multicharts with a trading system based on VWAP, Standard Deviantions and PVP along with volume bars on chart. I think that must be something hard to code and was wondering if anyone wad able to share that code unless it's something secret or suchlike...that would be great offcourse! thanks ever so much
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I think Multicharts as well could be a good chart platform and it supports Tradestation language to code trading systems! I have just found out that Tradestation as a broker does not support data feed from the italian markets :crap: while Multicharts when connected to a data vendor actualy does! So, do you think Multicharts can deal with the Volume Profile, VWAP, SDs and PVP?? Is there any secret programming formula behind them? thanks ever so much
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so what software is using the author of the "volume profile guide" ?? I am still stuck at Visual Trader and I am considering of moving to tradestastion to get real time data for the italian markets mostly. Can Tradestation deal with volume profile the same way as shown in the screenshots posted by jperl? thanks
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Trading with Market Statistics VII. Breakout Trades at the PVP
tucciotrader replied to jperl's topic in Market Profile
thank you! By the way it ended up like this (attachment) -
Trading with Market Statistics VII. Breakout Trades at the PVP
tucciotrader replied to jperl's topic in Market Profile
Hi everybody, I have the following scenario as shown in the screenshot attached. I am trading the italian index future and from 10am to 11am a lots of good news has come out. so the future has just gone up like great! So the PVP is at 20450 and the VWAP is at 20259 I'd assume that means negative skew also because now the price action is in the low region and I'd be expecting the market to retrace. Would I be wrong going short from PVP to the 1SD or what is best to do? thanks