Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

bakrob99

Trading With Market Statistics - LINKS

Recommended Posts

Good job but.....there is a best of TL in the beginners section and the threads are linked from there. Thats not to said your efforts are not appreciated :)

 

Thanks ... I didn't know it (the links) was there... I don't really think of it as a beginner's topic although the way JPerl presents it I guess supports that.

Share this post


Link to post
Share on other sites
Guest TomH

Hi,

Someone posted this thread to the "R" stats package discussion list and I was intrigued so I followed.

 

I was planning to simulate some of the concepts however I run into the issue that I can't get the intraday tick data very easily.

 

So what software is jpile using to run these Market Statistics tutorials?

 

Cheers,

T

Share this post


Link to post
Share on other sites

Jerry uses Ensign Software. There are studies written for tradestation/multicharts. (I very much doubt they will run on OEC's platform) Ninja has VWAP and SD bands ....not sure about PvP. One of the guys here wrote routines for Amibroker and I think (though couldn't swear to it) that you might be OK with Sierra charts. oh it s Jperl btw ;)

Share this post


Link to post
Share on other sites
Jerry uses Ensign Software. There are studies written for tradestation/multicharts. (I very much doubt they will run on OEC's platform) Ninja has VWAP and SD bands ....not sure about PvP. One of the guys here wrote routines for Amibroker and I think (though couldn't swear to it) that you might be OK with Sierra charts. oh it s Jperl btw ;)

 

Unfortunately Sierra VWAP bands doesn't work correctly. I am hoping they will correct the code, Ninja and Ensign work fine.

Share this post


Link to post
Share on other sites

I'm using Ninja and have the VWAP with the SD lines indicator, but I'm dubious as to whether it is giving the same results as what's shown on the videos. Does anyone have a recent chart of the ES (S&P minis) using Ensign with the VWAP that they could post so I could compare it to what I have? I would appreciate it.

 

Ron

Share this post


Link to post
Share on other sites
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

 

Yeah NT has them. Use either NVWAP or IJVWAP? and PVP. You can only get them if you register got to forum and download ninja indicators.

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites
Can you please help me , where to find Ninja indicators in this forum?

 

Regards,

 

Raj

 

They are not to the best of my recollection. You can find them at the ninja forums.

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites

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

Share this post


Link to post
Share on other sites

There is a PVP, VWAP and SD Band EL implementation that works with Multicharts that was coded and generously posted by a TL member a while back. You will need to search the Coding or Trading Indicator Forums.

Share this post


Link to post
Share on other sites

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!

Share this post


Link to post
Share on other sites

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:

quotemanager_mapAscii8.thumb.PNG.b84b9be33bfc5173e782f81bf583ca0f.PNG

quotemanager_mapAscii9.PNG.8f22f59b6b0767810f932675dab4d607.PNG

Share this post


Link to post
Share on other sites

Ok, it looks like you found dbntina’s code. Now the question I have is why are you plotting PVP and VWAP as separate subcharts? I would think you would want them in subchart #1 along with price.

chart1.png.248430829fe3a1154088255de7bd77ce.png

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • @sxiqxx, Well done on making your first post a promising strategy. @everyone, post up if you want this coded into an EA. Although I switched to TradeStation, I still have an active MT5 demo with MetaEditor. I can code it without referencing object oriented programming which should be retroactively compatible with MT4. Let me know...
    • Please allow me to retort (in jest): RESPONSE 1 : Get a job supervising others where you're in control of performance reports and ride those others 100%. This makes your performance 100% with little to no effort.   RESPONSE 2: Feel free to piss off your boss but stay nonviolent. When the side effects of his viagra and testosterone boosters cause him to physically assault you, you have the legal upper hand. This can result in a boatload of trading capital.   RESPONSE 3: Feel free to have intimate relations with your boss if she finds you attractive. Rest assured that mum's the word because once again, you have the legal upper hand. This can also result in a boatload of trading capital.   RESPONSE 4: Don't be fake friends with any enemies... unless you need information from them. Being fake friends with everyone will cause you to become an empty shell of a person with no direction in life.   REPONSE 5: Get your boss to become reliant on your performance (really, just the performance of your subordinates), and then plan an "overheard" conversation wherein you fake an interview with another potential employer. You'll probably get a pay increase or a promotion.   RESPONSE 6: If you can give your 75% percent to a project, give 50% and rely on your legal upper hand(s). Learn to write trading algo's during your other 50%.   RESPONSE 7: Take all of the office boys out to nightclub where you merely sip soft drinks on a weeknight. Upon your return to the office in the morning, inform the security guards that all of the office boys are intoxicated. Your boss will love you for it.   RESPONSE 8: Never try to prove your client wrong or find faults in their processes, but do secretly collect their information in case you jump ship or "someone you know" decides to start his own company.   RESPONSE 9: Never stay in a firm for too long. Instead, use your ill-gotten capital to exit the rat-race and start trading.   RESPONSE 10: Trading pays more than your career. Interpersonal skills are now irrelevant. Use your technical skills for trading. Never stop learning and keep updating your technical skills.😁
    • There are a lot of trading strategies like elliot waves, wyckoff etc so we need to apply those who best suited to our need and are understandable too.
    • Scalping can be good during the high volatile markets however the new traders should be careful while entering and exiting the markets too quickly since they can make losses as well. If the broker support news trading we can make most out of the scalping in my opinion.  
    • In my opinion these candlestick charts are more easier to understand as compared with the other charts.
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.