Trading with Market Statistics VII. Breakout Trades at the PVP

[Trading with Market Statistics VII. Breakout Trades at the PVP]

Everyone,

 

I have the two eld's complete that will plot the tick by tick pvp on a minute based chart using ADE (Kudos to BAMBOO..Thanks in Tradestation and it is integrated so that you can see the VWAP and SD bands with the tick by tick PVP all on one chart.

 

I do not want to post indicators here because I just don't want to be that formal and try and support a bunch of questions, etc. It works fine for stock indexes but for some reason different computers with different versions have to make slight modifications to a section of the code dealing with the minmove keyword.

 

The code is set up for price increments less than a point. It would be easy to modify the code for other prices...but I am not trying to create professional level software for all situations right now. Just creating accurate code for following JPERL's threads currently in ES and NQ.

 

So I don't feel comfortable posting the code for all futures...stocks etc. But if you are a tradestation user and you would like the code...email me here and I will send it to you.

 

The code is keeping track of volume at every price on a tick by tick basis so would not be hard to plot trendlines as a histogram so eventually I will go there but I don't know how soon I will get to it.

 

Cheers

 

 

Hope it helps,

 

dbntina

Hi Dbntina,

Would appretiate the ELD code for PVP. Have coded something myself but still buggy.

Looks like this method must be quite mature by now. How have you been doing with it.

Trading eminis for 12 years.. always fun to try new things.

Cheers

Bruce