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N57H

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Everything posted by N57H

  1. Hi, Dr. Brett steenberger wrote in his blog about: " Relative Volume for ES Futures- Recent posts have emphasized the relationship between volume and volatility (and between VIX and volatility) as key to anticipating trading movement and opportunity. The specific tool that I've found most helpful in anticipating intraday movement is what I call relative volume: the comparison of volume at a certain time of day with the median volume for that time of day. When relative volume is above average, we can expect good movement in the ES futures; when we have below average volume, trade is often narrow and range bound. Below are the half-hour periods of the regular trading day, the median volumes in ES for 2009, and the standard deviations for each of those. I've found these norms to be quite helpful in identifying when volume is picking up and slowing down, which alerts me to whether markets are facilitating trade at particular key price levels. All times are Central Time US: 8:30 AM - 242,978 (55,247) 9:00 AM - 208,202 (50,743) 9:30 AM - 173,246 (43,980) 10:00 AM - 142, 250 (53,507) 10:30 AM - 117,904 (46,620) 11:00 AM - 104,093 (36,316) 11:30 AM - 97,808 (32,632) 12 Noon - 108,429 (36,057) 12:30 PM - 113,074 (41,832) 13:00 PM - 133,750 (60,438) 13:30 PM - 147,448 (60,432) 14:00 PM - 180,139 (53,454) 14:30 PM - 264,140 (84,050) 15:00 PM (15 minute period) - 112,686 (31,815)" Do you have a idea how to create a log file of the average vol for different intervals? Thanks
  2. Hi, I would like to create a log file that will tell me the average daily range (daily high-daily low) of the stock/futures for the last x days. Than i would like to check the opening gap as a % from the X days daily range. Than to check how many gaps closed in the same day when the gap was 10%, 20%, 30%..... from the average daily range for the last x days. Any suggestions for how to do it will be welcomed... thanks
  3. Which manual? Shouldn't it create a log file in a specific folder in my computer? If so, which folder? If not so, please tell me or refer me to an instructions Thanks
  4. You are referring to the same post just to page 1. Where can i see the log file in trade station? Do you have an idea how to create the average volume log? Thanks
  5. Hi, Dr Brett steenberger wrote about: " Relative Volume for ES Futures- Recent posts have emphasized the relationship between volume and volatility (and between VIX and volatility) as key to anticipating trading movement and opportunity. The specific tool that I've found most helpful in anticipating intraday movement is what I call relative volume: the comparison of volume at a certain time of day with the median volume for that time of day. When relative volume is above average, we can expect good movement in the ES futures; when we have below average volume, trade is often narrow and range bound. Below are the half-hour periods of the regular trading day, the median volumes in ES for 2009, and the standard deviations for each of those. I've found these norms to be quite helpful in identifying when volume is picking up and slowing down, which alerts me to whether markets are facilitating trade at particular key price levels. All times are Central Time US: 8:30 AM - 242,978 (55,247) 9:00 AM - 208,202 (50,743) 9:30 AM - 173,246 (43,980) 10:00 AM - 142, 250 (53,507) 10:30 AM - 117,904 (46,620) 11:00 AM - 104,093 (36,316) 11:30 AM - 97,808 (32,632) 12 Noon - 108,429 (36,057) 12:30 PM - 113,074 (41,832) 13:00 PM - 133,750 (60,438) 13:30 PM - 147,448 (60,432) 14:00 PM - 180,139 (53,454) 14:30 PM - 264,140 (84,050) 15:00 PM (15 minute period) - 112,686 (31,815)" Tams, do you have a idea how to create a log file of the average vol for different intervals? Thanks
  6. of course, we'll share it through this forum Where should i find the log ? (Using TS) I will write in the next post all the ideas...
  7. i am using TS. Should i write you the ideas? Thanks
  8. Amazing Where do i find this log file in my computer? Tams, I have several ideas that i would like to check and i think that this method of the log file is the best. Do you want to join to a short exploring adventure in the markets? I think that i have very good ideas...
  9. I just need data1-weekly , no additional data.- More CPU efficient Thanks, your indicator is great
  10. Thanks FiveV, Is there a way not to use data 2 and 3? I just need to see the weekly pivots on a weekly chart once a week... Thanks
  11. Hi, Could you please convert it to a weekly pivot? Thanks
  12. N57H

    Questions

    Hi Folks, Where can i find the TTM ANCHOR indicator? and in the BB Squeeze, is there an option to change the momentum inputs to a faster momentum indicator? Thanks a lot Noam
  13. Hi, Does anyone have the anchor indicator? Also, does anyone have a trend indicator for Radar Screen? It can be very useful indicator Thanks
  14. Is the link and the ELD the last version of this indicator? Thanks
  15. Hi, Where can i find the blue/red paint bar that shown in the 2nd pic? I know that Karter from TTM uses it as the momentum paint bar.
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