[nyctrader]

Jerry, I just want to thank you for these excellent threads, and the great videos. My knowledge and understanding have taken a great leap.

MG

[momentom]

jperl,

Great threads. Really opened up my mind.



Thanks for showing me this.

[mp_trader]

Originally Posted by nickm001 »

I asked the same question several days ago.. Here is the answer:

Feature for ensign software:
Quote:-------------------------------
volume histogram: available
peak volume : available
VWAP : available
SD : not available but can be programmed by user as a DYO
Also if you ask Howard Arrington (owner of Ensign) he would probably make it available if there was enough demand.

My own software is presently not available for general use.

__________________
JERRY

I posted a DYO for vwap with stdev bands here http://www.traderslaboratory.com/for...ow-2563-4.html

[unicorn]

Originally Posted by jperl »

Volatile for sure, but you don't want to be trading anything with large spreads .
So cooter how about giving us a list that you consider liquid and I will take a look at the volume distribution function.

Jerry,
what do you think of currency futures GBPUSD EURUSD; how suitable/appropriate is the market statistics method for trading them?

regards,
Unicorn.

[jperl]

Originally Posted by unicorn »

Jerry,
what do you think of currency futures GBPUSD EURUSD; how suitable/appropriate is the market statistics method for trading them?

regards,
Unicorn.

I don't trade these, but I see no reason why market statistics data could not be used for these, as long as volume data is available.

[unicorn]

Originally Posted by jperl »

I don't trade these, but I see no reason why market statistics data could not be used for these, as long as volume data is available.

Thanks Jerry;

How important is that the daily volume be greater than 100,000 contracts, as mentioned earlier?
EurUsd usually exceeds that; but GBPUsd hovers around 40%~50% of this requirement.

[jperl]

Originally Posted by unicorn »

Thanks Jerry;

How important is that the daily volume be greater than 100,000 contracts, as mentioned earlier?
EurUsd usually exceeds that; but GBPUsd hovers around 40%~50% of this requirement.

It's not fixed in stone unicorn. The point of having high volume is two fold,
a)You want enough data to generate proper statistics
b)you want enough volume to provide liquidity, so you don't get caught with your pants down.
36000 contracts traded/day would be about 5000 contracts/hour or
80 contracts/minute. That's not a lot of contracts.

[garciaal]

Jerry,
I really am a Newbie to this concept. You are gentleman & a scholar for giving us this information.

Could you explain the difference between PVP & POC.? I have read all the threads up to this point an watched the videos(excellent) and I may have missed the explaination.

Also has any one coded it for Ninja?? They use C#, and I'm not a programmer.

Thanks,
Al