Playing with the VMAR`s open research

[PYenner 10]

I wonder how they meassure volume on forex ..

Walter

Good question, it is supposed to be the pip volume, add up all the 1 pip tick movements in a minute and that is supposed to be the volume. But now the way the throttling is working tells me the platform works out the volume based on the number of ticks it allows to go through, got nothing to do with real tick movements, which seems to be in quarter pip steps anyway :\

[Sparrow 10]

Hi guys, that movie looks awfully nice.

When I tried MB Trading FX to my eSignal data, I found out that the MB tick charts were much faster. It would be possible to try them as a data provider with a demo account and NT 6.5 Beta. But Walter's VWAP research already looks very promising. I tried to code a bit yesterday, but I was way too tired to accomplish anything.

 

Keep up the good work guys, take care

[Sparrow 10]

Hey guys,

I've added a BreakTime to the VWAP by Josh, give it a shot and get back to me if you'd like to have some changes.

 

Cheers

VWAP_v0.1.6b.zip

[walterw 10]

did it put you nervous Sparrow ? jejeje...

 

well yes Midas trading would be just awesome ¡¡ it would basicly be a rejection technique... reject vwaps (dynamic vwaps) with some nice decent timing method... be it vma`s or hulls... and thats it... very simple, very powerfull... cheers Walter.

[walterw 10]

Hey guys,

I've added a BreakTime to the VWAP by Josh, give it a shot and get back to me if you'd like to have some changes.

 

Cheers

 

 

YES YES YES YES YES ¡¡¡¡ YES AND HURRAY YEEEEESSS ¡¡

 

YOU ROCK DUDE ¡¡¡ Thats the concept... ¡¡

 

what can I say.... I dont have words...

[walterw 10]

I am in TOTAL JOY Sparrow ¡¡¡

 

 

 

cheers The Happy Chimp.

[Sparrow 10]

Great , I'm already looking forward to the next video then :beer:

[walterw 10]

small video... we will start working on this... I believe it will deserve a new thread as well... cheers Walter.

Rocking Vwaps.swf

[unicorn 10]

small video... we will start working on this... I believe it will deserve a new thread as well... cheers Walter.

 

Very nice concept.

[unicorn 10]

small video... we will start working on this... I believe it will deserve a new thread as well... cheers Walter.

 

Very nice concept Walter.

 

It certainly deserves its own thread.

 

Take care.

Unicorn.

[Sparrow 10]

Hiya all, I made a variation of the VWAP that will make working with it a bit easier. The VWAP itself is unchanged, but you'll be able to define more than one standard deviation in the indicator.

 

Have fun and let me hear your suggestions and problems, thanks the original author Josh at http://www.ninjatrader-support.com/vb.

 

Cheers

VWAPMulti_v0.9.zip

[Sparrow 10]

Awesome video btw Walter, knocks my socks off

[walterw 10]

Very nice concept Walter.

 

It certainly deserves its own thread.

 

Take care.

Unicorn.

 

Thanks Unicorn... we will be working a lot on this one... I think we will be new Pioners on Levines work... only we will add our fancy vma timing...

 

By the way Unicorn, I am revisiting vma hull signal... but with a pure hull against this signal... keep you posted... as you know, this a laboratory... lots of testings... but thanks for insisting on this one...

 

Hiya all, I made a variation of the VWAP that will make working with it a bit easier. The VWAP itself is unchanged, but you'll be able to define more than one standard deviation in the indicator.

 

Have fun and let me hear your suggestions and problems, thanks the original author Josh at http://www.ninjatrader-support.com/vb.

 

Cheers

 

Thanks a lot Sparrow, will test this one... would you be willing to compare vwap formula against Levines original one to see how near/far we are from it ?... its on lesson 9 from the posted material... I attach again...

 

Awesome video btw Walter, knocks my socks off

 

 

Well imagine when we develop some real good morfology on this thing... I think it will be awesome ¡¡

 

Thanks for making this great team to all of you ¡¡ cheers Walter.

Lesson-9.pdf

[walterw 10]

By the way Unicorn, I am revisiting vma hull signal... but with a pure hull against this signal... keep you posted... as you know, this a laboratory... lots of testings... but thanks for insisting on this one...

 

 

 

.

 

Let me update you right now on this... testings show very clean lines BUT... they lag compared to fxst3cci to much... so for scalping bussiness they are not so competitive... maybe for a day trader that would be more interesting to avoid more excesive amount of signals... now scalping is my stuff so, its more priority to direct my research into scalping type things...

 

the settings I fulled most was: lead line (blue) : hull 9 , signal line (yellow) : adxvma 2 with hull 4 of adxvma, only plot hull of vma...

 

 

chances are this combo is short lived due to my scalping tight normal expectations... cheers Walter.

[cvax 10]

Ho ho. It looks like my VWAP indicator is actually used by someone! Very insightful research walter. Thanks for the VWAP upgrade to accomodate walter's dream Sparrow.

[NiCForce 10]

Hi NiCForce

I didn't answer your question properly the first time.

Adding an ema line with iMAOnArray would need an extra array and we already ran out.

Would have to drop the red and green histogram lines that use up two arrays.

Cheers Bruce

 

 

hello Bruce

I was last week @ work in France.

There for this late response

I Know that we have shortage to buffers

but I am to researches if we can use EA to solve this problem.

 

Greeds

NiCForce

[Sparrow 10]

Ho ho. It looks like my VWAP indicator is actually used by someone! Very insightful research walter. Thanks for the VWAP upgrade to accomodate walter's dream Sparrow.

 

Welcome aboard Josh and thanks for all the great NT stuff, really rocks.

[walterw 10]

Ho ho. It looks like my VWAP indicator is actually used by someone! Very insightful research walter. Thanks for the VWAP upgrade to accomodate walter's dream Sparrow.

 

 

Thanks Josh for your work, and welcome aboard ¡¡... I certainly got a super team here ¡¡ you are more than welcome into this great interaction ¡¡

 

cheers Walter.

[walterw 10]

I started here http://www.traderslaboratory.com/forums/f24/playing-with-the-dynamic-vwaps-open-2859.html#post24914 the new thread on dynamic vwaps... cheers Walter.

[Sparrow 10]

Hi guys,

 

this should be the port of the ADXVMA CCI Blue Ray made

 

Cheers

ADXVMACCI_v0.9.zip

[walterw 10]

Hi guys,

 

this should be the port of the ADXVMA CCI Blue Ray made

 

Cheers

 

Thanks Sparrow for this one... will be testing it next week... cheers Walter.

[Armand 10]

Now here is the nicer version of the bands

 

Enjoy

 

I am trying to install this in NinjaTrader. So far I am extracting the zip file into the: My Documents\NinjaTrader 6\bin\Custom\Indicator folder. Then I go into the control center and click on Tool> Edit NinjaScript > Indicator. I can select and have the code open up. Then I hit an f5 to compile and have it added as an indicator.

 

My problem is I still can't get this to display (VMARainbow, fantail, etc.). Would someone please let me know what I'm doing wrong. Do I need to add all the indicators that are in this zip file. Some have "@ signs" and some don't. Does that matter? I know i'm close...just not quite there..

Thanks...Armand

[cattus 10]

I am trying to install this in NinjaTrader. So far I am extracting the zip file into the: My Documents\NinjaTrader 6\bin\Custom\Indicator folder. Then I go into the control center and click on Tool> Edit NinjaScript > Indicator. I can select and have the code open up. Then I hit an f5 to compile and have it added as an indicator.

 

My problem is I still can't get this to display (VMARainbow, fantail, etc.). Would someone please let me know what I'm doing wrong. Do I need to add all the indicators that are in this zip file. Some have "@ signs" and some don't. Does that matter? I know i'm close...just not quite there..

Thanks...Armand

 

Hi Armand.

 

Do you have different versions of NT? If you have the beta version and the previous version, then you will have different folders to capture the indicators.

 

If you don't have the beta version, first try with it.

 

Cattus

[Sparrow 10]

You need to set a value for the bands, it won't display anything with the default values.

[Armand 10]

You need to set a value for the bands, it won't display anything with the default values.

 

Can someone tell me where to set the values for the bands in NinjaTrader and what to set them to? Thanks...Armand