[jperl]

Originally Posted by ticks »

Thanks for this thread JPerl. I am unable to play the Flash presentation -- are others experiencing problems or is it my computer? Thanks for a reply.

Ticks-
get yourself a copy of swfopener at this site:

http://www.browsertools.net/SWF-Opener/index.html

This should solve your problem

JERRY

[darthtrader]

Originally Posted by BlowFish »

Excuse me going slightly off topic How do you like Ninja?

you should check it out. I think its absolutely fantastic. To me all it needs is for more people to start using it to build up the library of stuff for it. It can basically draw anything on a chart because its just using MS .net drawing tools. I messed around with the finalg market delta demo, the guy completely knocked off the entire market delta footprint and all the ways of displaying data with the .net drawing classes. I think right now you could use any heavy duty math/stat class thats available for C# with it if you wanted to get heavy into data analysis. Maybe the only downside is its a bit heavy on resources with all the graphics anti aliased but it looks very pretty.
Another cool thing is if you learn C# it would be an easy transition to neoticker or openquant. Its just crazy they are giving away everything but the super DOM for free right now.

[mmaker]

I just found Jerry's threads after watching him post his daily p&l for about the last year. Talk about an epiphany.

I read about 5 threads last night (many posts and 7 videos of newbie) and then watched the es bounce off the vwap about 7 times this am.

I have an 8 line dyo that calculates the vwap in ensign and i am looking for the standard deviation calc from a fellow ensign user if i can't figure it out.

I have written a 2600 line ensign espl program for backtesting a retrace setup but i don't find espl too stable for intraday signals.

Anyways i am really happy to have found a whole nests of posts by Jerry and even happier he has shared his knowledge.

Thanks Jerry.

[mmaker]

Jerry - what time do you start your vwap from for intraday?

Ensign currently starts from midnight, but that is not good for comparing to a market profile or pvp that starts at 9:30 est..

I think most market profilers/volume studies start or restart at mkt open

On the other hand i see some of your trading was already green by 9:30am meaning you must have done some trading during pre-market.

Questions like these would be good to address in voice.

I currently have done it both ways till Howard fixes it.

[jperl]

Originally Posted by mmaker »

Jerry - what time do you start your vwap from for intraday?

Ensign currently starts from midnight, but that is not good for comparing to a market profile or pvp that starts at 9:30 est..

I start my VWAP computation for today at the 9:30 open. But even if you start it at the beginning of the overnight session, it usually won't make much difference. Remember, VWAP is volume weighted and there is not much volume overnight compared to the 9:30 open.

Originally Posted by mmaker »

On the other hand i see some of your trading was already green by 9:30am meaning you must have done some trading during pre-market.

Occaisionally, I will enter a trade premarket open using VWAP data from the previous day, but not too often.

[Râlex]

Hi, Jerry and the other traders.
I trade the Bund with the market profile and want more understand.
Too, sorry for my bad english language, sorry.
Someone can write a summary of the main lines of your method for a French newbie trader (to this fantastic method), advanced trader to the MP of steidlmayer.
i understand the vwap, the skew, the pvp, the trend, the SD but not exactly for the symetric distribution (rejection or acceptance of the 1SD, reverse or scale or ok) and when a normal distribution, the price close to 1SD and countertrend of the skew. (skew>0 and price < vwap).
A summary of all the posts of Jerry, will be the hightlight for me.
Best regards.
Alexandre.

[Karish]

Hi Jerry,
In previous threads you mentioned that HUPs play an important role in the momentum of the trade and also offsetting the entry point for a trade from SD. Now that we are in the HUP business can you please explain it in more details.
Thx,
Karish

[jperl]

Originally Posted by Karish »

Hi Jerry,
In previous threads you mentioned that HUPs play an important role in the momentum of the trade and also offsetting the entry point for a trade from SD. Now that we are in the HUP business can you please explain it in more details.
Thx,
Karish

Karish,
If you think of the HUP lines as pivot points, you will understand what I am referring to in the previous threads.
For example suppose you are thinking about entering a short trade at the 1st SD below the VWAP. As the price action approaches the 1st SD from below, you notice there is a HUP point just below the SD. What do you do? It would seem to me the only thing you should do is pull the short trigger at the HUP rather than wait to see if the SD is touched.
Similarly on trade exit. If you enter a long trade say at the VWAP with the intent of exiting at the 1st SD, but you notice there is a HUP line just below the SD, you should exit your trade at the HUP or at least remove some contracts at the HUP rather than wait to see if the SD will be touched.
These are just two examples that I use every day.
There is a rich variety of other things you can do at HUP lines, but I will leave it to you to discover these on your own.