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Garylim
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Posts posted by Garylim
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I assume CQG doesnt have the code again? or is it under a different study name?
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Here is the full curves for CQG. Could any1 please take a look to see if anything is missing?
I noted that the std deviation are all constant from each other so there is something wrong but i do not know what.
HELP !!!
Deviation 3 Curve:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
R:=VWAP+((STD*DEV3));
Deviation 2 Curve:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
VWAP+((STD*DEV2));
Deviation 1 Curve:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
VWAP+((STD*DEV1));
Vwap:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
VWAP
- Deviation 1:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
VWAP - ((STD*DEV1));
-Deviation 2:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
VWAP - ((STD*DEV2));
-Deviation 3:
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
VWAP - ((STD*DEV3));
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Can someone, or Dbtina, pls pls help me check if anything needs to be modified? I had the code below sent and i am using cqg
day:= BarsSince(BarIx(@,StartOf Day) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOf Session) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
R:=VWAP+((STD*DEV3));
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wonder if anyone has a code or so for cqg for the vwap bands.....
Been having a hard time scripting them to even think about using
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hmmm....
these are the coding they gave me though.... i will go back and see if there is any more.
But u guys seem to know it better though. Is the script above considered a "code" ?
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damn..... i do not know coding at all... this is something that the cqg sent me.
sheesh.... wonder if anyone can help me
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seems similiar........
u any idea if my coding is correct though?
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Managed to upload a file, seems slightly different le.... I am in Asia timing so i am nt sure if its accurate, anyway posted e coding i made,
Could u roughly check plszzzzzzz ??
day:= BarsSince(BarIx(@,StartOfDay) = 0,1,10000)+1;
day2:= BarsSince(BarIx(@,StartOfSession) = 0,1,10000)+1;
priceX:= IF(price = 1, Close(@), IF(price = 2, High(@), IF(price = 3, Low(@), IF(price = 4, Mid(@), IF(price = 5, HLC3(@), IF(price = 6, Avg(@), IF(price=7, Open(@), 0) ) ) ) ) ) ) ;
vol:= IF( HasVal(Vol(@)) AND Vol(@) > 0, Vol(@), 1) ;
a:= Sum(priceX* vol,day)/ Sum(vol,day);
b:= Sum(priceX* vol,day2)/ Sum(vol,day2);
c1:= Sum(priceX* vol,Period)/ Sum(vol,Period);
VWAP:= IF(DaySessionPeriod = 1, a, IF(DaySessionPeriod = 2, b, IF(DaySessionPeriod = 0, c1, a) ) );
DAYSES:= STDDEV(@,day)/100;
SES:= STDDEV(@,day2)/100;
ANY:= STDDEV(@,Period);
STD:=IF(DaySessionPeriod = 1, DAYSES, IF(DaySessionPeriod = 2, SES, IF(DaySessionPeriod = 0, ANY, ANY) ) );
R:=VWAP+((STD*DEV3));
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Does no1 has vwap for cqg?
arugh.....
was thinking i could customise some studies to imitate vwap, been racking my head for some time.
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no no, by jerky i mean the bands stick to each bar in a very skewy way.
I shd attach a screenshot for u to see... arugh
The cqg person didnt really understand what i was trying to say...
sigh
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seems like someone struggling like me with the bands lol
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Does jerky bars correspond to ur charts?
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hmmmmm a bit of dilemma, i use 1 period for 2 min charting is possible, but the charting turns out terribily jerky ...... but it seems to smooth out when i use longer periods of calcualtion for SD bands.....
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Managed to do something abt the bands in cqg, however may i ask if the bands recalculation period i set to 28 periods for 2 min periods, would it be more accurate?
i noted that if i set it to recalculate per 2 min, my chart becomes very jerky and messy, and setting it to a longer period per recalculation makes it smoother.
Is it wrong?
BTW, i got a very impt question, 2 STD DEV is 2 X 1STD DEV right? just wanan clarify.
cos this means if i managed to calcualte 1 std dev, 2 or 3 std dev shld nt be a prob
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Managed to do something abt the bands in cqg, however may i ask if the bands recalculation period i set to 28 periods for 2 min periods, would it be more accurate? i noted that if i set it to recalculate per 2 min, my chart becomes very jerky and messy, and setting it to a longer period per recalculation makes it smoother.
Is it wrong?
BTW, i got a very impt question, 2 STD DEV is 2 X 1STD DEV right? just wanan clarify.
cos this means if i managed to calcualte 1 std dev, 2 or 3 std dev shld nt be a prob
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I found this post on "Re: Trading with Market Statistics XI. HUP" interesting and have nominated it accordingly for "Topic Of The Month March, 2009"
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oh u mean soul trader....
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whos James? Is that his TL nick
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awww...... i been thinking n scratching my head again and again to come up with vwap bands...... was hoping someone can help me out
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u mean bolligner bands???
those arent vwap sd bands right
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yah, they seem to have vwap though but no sd bands. i am confused as to how to customise the bands as i know it is possible to do so
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I am confused as i am using CqG and i am not sure how i should go about creating customised SD bands.
Is anyone using CQG ?
Please kindly help.
Many thanks....
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I am confused as i am using CqG and i am not sure how i should go about creating customised SD bands.
Is anyone using CQG ?
Please kindly help.
Many thanks....
ProfLogic's Method
in Swing Trading and Position Trading
Posted
cqg begining to suck