Trading With Market Statistics - LINKS

[bakrob99]

I have put this thread together because I wanted a place which had all the links for J.Perl's TRADING WITH MARKET STATISTICS threads for easier access.

Trading With Market Statistics I. Volume Histogram

Trading With Market Statistics.II The Volume Weighted Average Price (VWAP)

Trading with Market Statistics III. Basics of VWAP Trading

Trading with Market Statistics. IV Standard Deviation

Trading with Market Statistics V. Other Entry Points

Trading with Market Statistics VI. Scaling In and Risk Tolerance

Trading with Market Statistics VII. Breakout Trades at the PVP

Trading with Market Statistics VIII. Counter Trend Trades in Symmetric Distributions

Trading with Market Statistics IX. Scalping

Trading with Market Statistics X. Position Trading

Trading with Market Statistics XI. HUP

[BlowFish]

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

[bakrob99]

Originally Posted by BlowFish 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.

[BlowFish]

You got stickied, its all good.

[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

[BlowFish]

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

[dandxg]

Originally Posted by BlowFish 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.

[crabbydog]

Anyone here know if esignal has the VWAP or PVP are in esignal charts?

[rsi77]

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

[DaKine]

I don't have Ensign but here is MDs VWAP w/PVP in yellow...
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