Volume Delta Analysis Thread

[Volume Delta Analysis Thread]

where can I find cumulative volume delta ?

 

Thanks

[Cumulative Volume(Delta Buy/Sell) Indicator]

I don't find any attached file...

[Help with My First Strategy]

Thanks alot for your help !!!

 

Now print command works fine but STRATEGY REPORT not yet. Any idea ??

[Help with My First Strategy]

can you post the code?

 

Of course Tams and thanks for your interest.

 

This is code:

***

Inputs: Len(20), Triger(32), StopPrc(0.5), TrailPrc(85);

Variables: CCIVal(0), StopValue(0), StopPrice(0), LOpenPrice(0);

 

CCIVal = CCI(Len);

 

If CCIVal crosses above Triger Then begin

Buy ("LE") 1 contract at market;

print (avgEntryPrice,CCIval);

end;

 

LOpenPrice = AvgEntryPrice;

StopValue = LOpenPrice * (1-(StopPrc/100));

StopPrice = LOpenPrice - StopValue;

if close >= LOpenPrice + stopvalue then StopPrice = close - StopValue;

if close < stopPrice then exitlong market;

*****

 

stops doesen't work... I'm working on them

These are some lines of debug window:

***

1090925.00 2010.00 1.47 34.10

1090925.00 2054.00 1.47 65.65

1090925.00 2106.00 1.47 80.79

****

As you can see price is 1.47 instead 1.46xx value. In Strategy report is the same. I think this may cause problems on running strategy.

 

Thanks

[Help with My First Strategy]

Sorry if my question is OT (and my english is terrible!)

 

I'm testing my first "strategy" on EuroFX future CME. Price has 4 decimals lile 1.4661. I am using TS2000i

 

On my chart price is dispayed ok but on strategy report prices are rounded to 2 decimals: 1.4870 -> 1.49. Why ?? Where is right setting ?

 

Thanks !!

[Open Interest Data Provider on EUREX ?]

Quotespeed has this data on DAX FUTURE (FDAX). I don't know about options;)

[Marketprofile.eld]

hi all

 

I've loaded .ela file posted (TPO Pro5.0b.ela) but an error message apperar "The analysis technique attempted to reference data past the bounds of the array". I've 25 day back on a 5 min. chart.

 

What's the problem ??

 

Thanks in advance for help