Trading With Market Statistics

bakrob99 · #1 11-03-2008, 11:50 AM

BlowFish · #2 11-04-2008, 04:26 AM

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 · #3 11-04-2008, 04:52 PM

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 · #4 11-05-2008, 05:47 AM

You got stickied, its all good.

TomH · #5 05-07-2009, 07:42 PM

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 · #6 05-08-2009, 04:53 AM

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 · #7 05-14-2009, 11:57 PM

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 · #8 09-09-2009, 12:52 PM

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

rsi77 · #9 09-09-2009, 07:56 PM

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