Playing with the VMAR`s open research

[fy2604981520887472 10]

HI Blowfish...(I am sorry, I did not know your real name)

Thanks a lot for the suggested reading as I cannot wait any further to explore these discussions. It is always great to be a part of good community and I am proud to be a part of one such community where people take step ahead of helping others. Thanks once again.

Regards,

Yusuf SHAIKH

[BlowFish 10]

Your welcome, and it's Nick. There are lots of great threads here on a good variety of topics. As you have expressed an interest in VWAP's I think you will find lots of intresting ideas in Jerrys threads.

[walterw 10]

Hi Walter...

I monitor ES all the time with no other Instruments. Now what I did is I loaded the chart with VWAP for every hour starting from the session begin till session ends thereby creatings bands of VWAP showing how the price if moving around these bands. I will keep posting the chart with these bands highlighting the points that acted as potential pivots for short term or long term. I am not sure where it is leading towards as I am not an expert and I never traded on this concept. However, I came across VWAP tool in this forum and a video demonstrating how wonderfully it help up with the price. So many thanks to the person who posted this tool and the video as well giving me (novice trader) a chance to explore it further. If anything is developed or rather observed as a combination together with these VWAP bands, I will post it here for further elaboration.

Thanks & best regards,

Yusuf SHAIKH

 

Very nice chart Yusuf... would be nice to start a new thread on what you are doing and we can collaborate into some ideas as well... the rejection of vwaps its an excellent concept and can be very well used to scalp the futures markets... how about calling it "Yusuf vwap`s rejections" on the futures laboratory... you tell me, I will be ready to interact a lot on this aproach as I am interested to create a strategy arround this concepts... cheers Walter.

[fy2604981520887472 10]

Hi...

Good Mornng all of you...

Hi Nick - Many thanks for your refernces. I will surely go throgh these.

My friend Walter,

Many thanks for your reply and comments. I had been reading your posts and contributions on TL that is amazing, without doubt. I have come across few members at TL who seems to be highly dedicated and committed towards their trading activities. In front of all of you, expert professionals, I stand as a very tiny miniature version and hence each and every word from you is taken as compliment and more than that a lesson and encouragement for me as at the age of 36 years, I am still learning how to trade after having lost my fortune in stock market. So I pay great attention to be cautious rather than being aggressive. Thanks again for your words of encouragements and if it comes from a Market Wizard as YOU, I feel boosted.

Now, as I am monitoring and looking at these trading sessions, I am posting here the chart of ES trade session 19/08/2008 with highlighted areas of what I thought at these stages of sessions. Unfortunately, I was not able to open any position as I do not have any trading plan yet. I am still waiting for a high probility entry and a realistic stop.

Take a while to go through the chart. I decided to use 144 Tick chart, rather than 72 Tick chart as 72 Ticks make it more fast and produce a lot of noise.

My next target would be to physically go through previous trading sessions as much as possible and try to locate the places where such set-ups have failed. We may then try to isolate these failed set-ups so as to get the filtered outcomes and giving us a direction to think.

Thanks for all your time and interest.

My sincere thanks once again to all those professionals who started the concept of VWAP on TL and posted the indicator for NT.

Good day and best regards,

Yusuf SHAIKH

[walterw 10]

Yusuf, can you post your NT template, thanks Walter.

[fy2604981520887472 10]

Sure Walter,

But you will have to excuse me for not understanding as what exactly would you like to have. I mean what does TEMPLATE stand for? I am sorry, but I am not sure of this word. Do you want the VWAP Indicator file or ??? Tell me...I will post it to TL now as I am online for ES trading session. Oh... I do have the chart template that you all have seen in my previous posts. Wouls you like to have that??? Let me attach the chart template to this message so that you may go through that. But if this is not the one that you are looking for, then do let me know as what exactly are you after?

Oops, i just tried to upload my chart template file, it is an .xml file and the upload failed. Please let me know as what template file is required?

Thanks and best regards,

Yusuf SHAIKH

[walterw 10]

Yusuf, right click on you chart and save template as... put a name to it, then on the folder ninja/templates/charts you will find this template you saved, you can zip it and upload here, so I can have the same chart as yours on my NT... yes also your indis on zip format... cheers Walter.

[fy2604981520887472 10]

Hi Walter...

Hope you are enjoying your trading session. So far a beautiful session with wonderful patterns developed around VWAP Bands. I am sorry as I did not post the chart for ES session on 19/08/2008. I was not keeping well. In Australia, trading ES means I have to be awake from 11:30 PM till 06:00 AM, not used to. I am sending you the RAR files of chart template marked as 'VWAP' and also the Indicator 'VWAP Multi' in .RAR format. To create a cluster around price, I use VWAP loaded for every 1 hour period and it works fine without causing any load on PC performance. This way I am loading 14 VWAP indicators with Break Time set at London Market Opening time till US session end. It looks really wonderful with some potential trade set-ups. Let me also post the chart for today's session so far. I am still not sure of trade definition comprising of entry, stop loss and take profit. Lets see if something can be worked around. Thanks for your interest Walter.

Good Day...

Yusuf SHAIKH

VWAPMulti_v0.9.zip

VWAP.rar

[fy2604981520887472 10]

Hi Walter, Sparrow

I was just going through your videos on VMAR and tried to see 5min Magneta Line on 1min Chart. However Walter, the ADXVMA settings for ADXBars, WeightDM, WeightDJ, WeightDX, VImax, ChandeEMA3 and EMA100 is not accessible in the input menu. I use Ninja Trader and the only input screen I can see allows me to input the values for ADXPeriod, EMAPeriod and MAType. I tried looking into the codes and cannot translate the following lines in NT codes:

 

// if (VI_0.VIsq_1.VIsqroot_2==1)VI*=VI;

// if (VI_0.VIsq_1.VIsqroot_2==2)VI=MathSqrt(VI);

// if (VI<=zeroVIbelow)VI=0;

 

I am requesting a help either from you or Sparrow as he is the one mainly dealing with NT codes if I am not mistaken to assist me in translating the above line to NT format.

 

Also if you have ADXVMA coded directly for use on NT, it would be much much appreciated. Once again, I am trying to see what Walter is seeing. Monitoring 5min Magenta Line on 1min Chart.

 

In all cases. thanks once again for great research being done here and all the helpful stuffs posted here to help trader community.

 

Many thanks to Sparrow for having VMABand and VMARainbow coded for NT, of course after due respect and thanks to Walter for originating the concept and codes.

 

Best regards,

Yusuf SHAIKH

[fy2604981520887472 10]

Hi...

 

This message is addressed to all those dynamic people out there who had spent a lot of time and skills in posting some wonderful concepts and indicators on TL including Walter, Sparrow, BlueRay and a lot others. As I use Ninja Trader for my trading needs, just wanted to check with you all good people if it is OK to discuss about development of these indicators on Ninja Trader Forum as I may get help from users and traders already using Ninja Trader Platform. Just wanted to know if at all there are any such restrictions that I am not sure of. If not then it can be a great link to develop these indicators that can be used effectively on Ninja Trader as well. Thanks for your replies.

 

Best regards,

Yusuf SHAIKH

[walterw 10]

HI Yusuf... the adxvma indi actually has 2 inputs only, the period of the adxvma and the period of its signal line wich set to 1 there no signal line... the other components do not have the ability to change inputs separately, we founded when working with Pyener ( the vma master programmer ) that doing so would open to an excesive amount of combinations and start a true headache on choosing inputs into this indicators...

 

So far yusuf, what you are researching on vwaps rejections on the S&P futures looks promising... I think you got good enough indicators to work out a decent strategy arround that... no need to do further programing, better use research time into clear and straight forward trading rules...

 

My first piece of advice would be establishing a daily target on the S&P trading aproach, so you can measure your greed and get into clear objectives about your trading... if I had to choosea target on S&P, I would choose 1 point net (after comisions) per day... cheers Walter.

[fy2604981520887472 10]

Hi Walter...

 

You know what???

You are not only right - YOU ARE ABSOLUTELY RIGHT in what you said.

VWAP Bands are working phenomenal. Its just that I have to get used to it when the pattern is in the stage of development. You see it becomes very easy to monitor once the pattern is already being formed but when it is in the primitive stage, it remains a guess work and this is what I am trying to strenghten. I have decided that I will pay more attention to these bands rather than involving in any other indicator activities. Thanks a lot for your kind suggestions that I ALWAYS TAKE SERIOUSLY.

 

Best regards,

Yusuf SHAIKH

[walterw 10]

The cci there can be perfectly used for timing purposes... when the vwap rejection is present, maybe a 100 level or 0 level crossover on the cci can give an entry signal... nice work Yusuf... keep us updated... cheers Walter.

[fy2604981520887472 10]

Hi Walter....

CCI does give an absolute fantastic entry trigger. Last night I was able to make my first money trade on ES based on VWAP Bands Rejection and could manage to gain 1.5 Points, though could have been 8 points very easily. However, my account size at the moment is very small after having successive losses and hence I prefer to exit on small profits rather than holding on and keep doing this for high probability set-ups till I can manage a reasonable account size. VWAP Bands are working very nice for me, the only problem is that when loaded with Woodies CCI, the Ninja Trader Chart tends to freeze at the point of time when the market starts trading very aggressively. At this point I am not able to see any activity on the chart thereby creating a blind-spot on my vision to market activities. Just wanted to know if the same is the case with TradeStation users as well. I use 144 Ticks Chart. I will post here if any further developments are observed or this method is further refined, but so far, its working fine and thanks to all you support and encouraging lines to boost my confidence.

 

Thanks once again.

Best regards,

Yusuf SHAIKH

[Trendup_ 10]

I’d like to use VMARs in Sierra Chart software but I don’t know where to start, any help will be much appreciated.

Thanks

[Moxy 10]

Does anyone have all the final versions of the Ninja Trader indicators grouped together in one zip file? If not, I guess I will go through each page Again

[Trendup_ 10]

Can someone have any idea why the VMA1 did not follow the price in the attached file? I don’t see that behaviour any where else.

Thanks.

 

PS: the yellow line is a triangular MA.

[walterw 10]

Can someone have any idea why the VMA1 did not follow the price in the attached file? I don’t see that behaviour any where else.

Thanks.

 

PS: the yellow line is a triangular MA.

 

Looking at your chart that vma had a large input, and YES VMA do things very diferent to any other indis... they are superb and can change any traders life... it just takes an open mind ( not for everybody )... I actually have several traders from my private coaching who are having consistent results with our methods based on vmás... offcourse perfection does not exist, but opimization does exist and beleiving on this paradigma the chimp has evolved to new levels... I DO recomend going slowly thru this thread and others from the chimp to understand the true power behind the vmas combined to the chimps setups... it certainly can simplify the way trading can be aproached...

 

The funny thing is that consistency its not making huge amounts of pips per day, all the contrary, its being disciplined and being able to make 10 pips per day... every other day.... and every other day... its sums up, beleive me... and the traders psyche gets relaxed and selective into wich scenario he really its going to trade.... my actual method shoots to trade on the best scenario and like a kid it makes his kiddy 10 pips... just pure fun, simple stuff... good trading fellow traders ¡¡ cheers Walter.

[akifusenet 10]

If there is anybody still interested in VWAPs at Metatrader I managed to create MIDAS indicators from Dr.Paul Levine's article. I posted the indicator at indicators session.

 

Here is the link:

 

http://www.traderslaboratory.com/forums/f46/midas-indicator-mt4-6538.html

 

Have a nice day.

 

Walter maybe you go back to MT4?

 

 

Akif,

[Wingoever 10]

To Walter .I have been using the The Fantail vma 3 for quite some time now and it work real good if you can identified the trend ,otherwise is crazy.I found an indicator that's called Moving average Adaptive Kaufmann,and work most of the time better than the fantail vma ,My question is ,can you take a look at this indicator and post some comments about it?,If you can of course,i really enjoy your insight ,and why not .i am making money with the fantail vma 3.Thanks a lot Walter.

[BabaO'Reilly 10]

I too have been trading with Fantail VMA3 and honestly I like it very much.

 

I'm wondering is someone can add a color change function based on the slope of the ma?

Kind of like the slope direction line. If there's a positive slope it'll be one color and when slope changes to negative it changes color.

 

thanks

[johnnydaymon 11]

Need to Get Walter and Blueray on that one.VMArainbow would be the one to add the code to.

[johnnydaymon 11]

I too have been trading with Fantail VMA3 and honestly I like it very much.

 

I'm wondering is someone can add a color change function based on the slope of the ma?

Kind of like the slope direction line. If there's a positive slope it'll be one color and when slope changes to negative it changes color.

 

thanks

 

Walter and Blueray must be on vacation spending all their earnings! I got something here and all you need is an alert! Walter's and Blueray's are still the best but this can be added next to them. Thanks to everyone else who helped them along the way with this VMAR Ribbon.

ExpRibbon_V3.txt

EXPRIBBON_V3.ELD

Edited February 18, 2013 by johnnydaymon

[pipextract 10]

I have both Fantail VMA1 and VMA3 indicator for NInjaTrader. I am not able to create the rainbow template with them. Does any one have the template for Ninjatrader 7 and correct indicators

 

Thanks

 

Shailesh

[johnnydaymon 11]

Do a search a NinjaTrader version is posted on this site .