Playing with the VMAR`s open research

[PYenner]

Walter
This might be something like Unicorn's vmar_1.
On the other hand, who knows?
Bruce

[PYenner]

Well here is the missing link fwiw.
This one is supposed to do 3 bar, but it made little difference.
Maybe I need a head transplant...

[walterw]

	Quote:	PYenner
	Walter put that gun away...

Chimp is more relaxed now jejej....

	Quote:	PYenner
	Walter This might be something like Unicorn's vmar_1. On the other hand, who knows? Bruce

I will test it this week Bruce

	Quote:	PYenner
	Maybe I need a head transplant...

That would be nice once in a while uhhu ? jejeje.... take care Bruce ¡¡ thanks for this stuff ¡¡ cheers Walter.

[walterw]

	Quote:	walterw
	Sparrow, this was an oscillator made by Blu-Ray on post #460... as weekend is coming in and the chimp is inspired, could this be translated into NT ?... if you can only... LOTS OF THANKS in advance.... cheers Walter. pd: could he have a signal line included ?

	Quote:	Sparrow
	I'll look into it, I don't have the time to do it right away. But you'll have it in a few days. Cheers

Hi Sparrow... I was thinking on a code that could be much more powerfull if we could get it on NT... I dont know if its possible, but looks like NT has great programing capabilities...

I dont know if you are familiar with Jerrys Statistical work here at TL... for example this are a couple of threads from him

http://www.traderslaboratory.com/for...lume-1962.html

http://www.traderslaboratory.com/for...-the-1990.html

http://www.traderslaboratory.com/for...sics-2008.html

and this goes all the way to 11 threads onthis great aproach...

he actually did an excellent research on how to use vwap and sd bands from vwap... combined with the pvp ... I personally think he lacks good timing tools in adition to his excellent setuping method... If we could have his indicators into NT, I would be inspired to make a fussion of vma timing methods into all his great setuping wisdom...

On this other thread we have some nice info arround the vwap programing topic http://www.traderslaboratory.com/for...-how-2563.html

If this could get done, my first research would be directed into futures on this idea...

So this is just an idea... if its possible to take the challenge, you tell me, no hurrys here... its just a nice project I would love to experiment a fussion of methods...

take it easy.... cheers Walter.

[Sparrow]

Hi guys,

Sorry I don't have much time for programming at the moment, although I would really like to.

Maybe you find this VWAP indicator useful. Just tell me what you'd like to have added or contact the author Josh, who's very capable but also very busy.
I am also wondering a bit how the VWAP could be applied to FOREX, because there is no volume info. Why not go with the currency futures?

Since NT version 6.5 which is still in beta you can use MB Trading/EFX as a data feed, 'just' need to deposit 400 USD. The feed has no back fills/historical data though.

See ya

[walterw]

	Quote:	Sparrow
	Hi guys, Sorry I don't have much time for programming at the moment, although I would really like to. Maybe you find this VWAP indicator useful. Just tell me what you'd like to have added or contact the author Josh, who's very capable but also very busy. I am also wondering a bit how the VWAP could be applied to FOREX, because there is no volume info. Why not go with the currency futures? Since NT version 6.5 which is still in beta you can use MB Trading/EFX as a data feed, 'just' need to deposit 400 USD. The feed has no back fills/historical data though. See ya

Thanks for this info Sparrow ¡¡... So he was already programed into NT, I am testing him right now... for forex, there is some volume data, so its not to be dissmised...

I will contact this guys on NT and see if we can create a version that could select time and date where vwap could start its calculation... this could be a possible first step to midas (post #445)....

Thanks again... cheers Walter.

[PYenner]

Walter
My thinking on volume is still unclear, still taking shape.
Jperl tried to do a moving version of vwap on time charts and did not like it.
My vague idea is that any vwap sysem, moving or fixed, is likely to work better on a volume chart than on a time chart.
On a volume chart emas and vmas would be working in say 22 pip steps instead of in 1min steps which might make for interesting differences.
Tick throttling stuffs everything up, really need access to unthrottled ticks for all types of indis especially volume.
Would also like to see the tick data split into bull and bear components much the way an adx tries to do this, but the standard approaches to doing this with volume are primative to the point of being silly.
Even on time charts it might be possible to run volume based emas and vmas (22 tick steps?) but it would help a lot if unthrottled ticks could be used for this.
So getting access to the real unthrottled tick data on NT and MT4 seems a priority for making volume work properly, when they throttled the ticks, volume drops to near zero as a result, it gets censored out.
Just thinking...need a way around their dishonesty.
Bruce PS scalps going nicely thanks

[PYenner]

Walter
Seeing evidence that AUD interbank data signal is malfunctioning.
On my CMC platform the chart goes horizonal then jumps up or down 5 pips.
At the same time on MT4 US feed the same thing is happening but the MT4 platform does not show the bars where the price and volume go dead, it just leaves them out of the chart !!!! So you don't see the 3 or so bars of horizontal prices, instead the chart doesn't move for minute after minute, no ticks get sent to it, or to the tick chart for aud.
I have not compared my live charts to historical charts DLd from metaquotes but I do know that my recorded live charts have missing bars in the majors as well, not just in aud, because I see price patterns in some pairs getting out of sequence from other pairs when I go back thru the live history.

[walterw]

It is true that the "volume data" on any of this platforms its not reliable... but when you look a chart with this vwap indis its amazing the accuracy of the rejections... it just lets me thinking you know...

Glad your scalping is doing ok ¡¡ cheers Walter.

[PYenner]

	Quote:	PYenner
	On a volume chart emas and vmas would be working in say 22 pip steps instead of in 1min steps which might make for interesting differences.

Should have said 22 tick steps not 22 pip.
On MT4 the "tick chart" is called Market Watch" but it shows only the throttled ticks not the real uncensored ticks.