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# innersky

Members

62

1. ## The Price / Volume Relationship

Thanks for posting, I've never looked at it this way. I'm not saying it is the correct way to look at it (and I don't know) but it's very interesting.
2. ## The Price / Volume Relationship

Let's assume it is that lateral (and I'm not saying it is), then why ddin't he annotate the first 3 bars as R2R?
3. ## The Price / Volume Relationship

I didn't ask jbarnby directly, so anyone is free to find the answer for him or herself, I don't think guessing would help anyone. PS I'm pretty sure he is not the only one who knows the right answer.
4. ## The Price / Volume Relationship

Of course there are faster fractals playing, and they become visible on faster time frames, but that's not the question here...
5. ## The Price / Volume Relationship

In the attached chart from jbarnby, I've added a faster fractal in the volume pane, see the dashed lines. Question of the day: why didn't he put it on his chart in the first place?
6. ## The Price / Volume Relationship

As the gaussians more or less do what I want them to do, this is still not anywhere near something that actually works. It struck me that I also need price. And more specifically, VE's. No kidding Sherlock :-). So next step: automated channel drawing. -- innersky
7. ## The Price / Volume Relationship

In the attached chart you can see automated gaussians in their most basic form. R2R 2B 2R and vice versa. That was the easy (technical) part, now the real thing can begin. Iterative refinement. Making small (price and volume context) modifications and see how it turns out. The result, based on these gaussians and without slippage is -1.5. I'm pretty confident that this can be improved :-) -- innersky
8. ## The Price / Volume Relationship

I assume they can be ignored, if they end inside the lateral where they started. But I didn't code that up. Yet.
9. ## The Price / Volume Relationship

Added laterals (see attached chart). Next step: automated gaussians. -- innersky
10. ## The Price / Volume Relationship

The chart has been updated and now displays internals (no laterals yet). For technical reasons they're displayed slightly differently compared to TN or NT, but it gets the job done. -- innersky
11. ## The Price / Volume Relationship

I'm not sure about that. If you look at his charts you'll notice that he also made other changes to the indicators. (like another color for stiches) Also, I've seen exact the same thing on another chart from jbarnby... -- innersky
12. ## The Price / Volume Relationship

I am not planning to make changes to NinjaTrader indicators at this time... (but if it isn't a lot of work I'd consider making changes) A good conlcusive ruleset for laterals would be nice... I wonder if increasing volume really plays a role here? (I've seen otherwise in Trade Navigator) But I could be wrong of course. -- innersky
13. ## The Price / Volume Relationship

Let's start with the creation of laterals.... I've attached a chart that jbarnby posted some time ago. Can anyone tell me why the circled area isn't a lateral? If I had to make an educated guess, I'd say that it is because this area that looks like a lateral is completely filled with internals. -- innersky
14. ## The Price / Volume Relationship

I prefer to follow Spyder's guidelines. He said it does not matter, that both are ok. -- Innersky
15. ## The Price / Volume Relationship

So why do you think it isn't correctly degapped? Sidenote: I did not degap every bar, only between days. -- innersky
16. ## The Price / Volume Relationship

I'm currently making a charting program that can visualise any period of any ohlc data on a chart. I have ES 5 minute ohlc data starting from april 2009 up till now, execpt the 2 months I mention above. In attach you can see a screenshot of what it does. It's a basic degapped and correctly colored chart of a known channel as discussed somewhere in this thread. Next on my list is displaying internals. (so called yellows) This brings me to the following question, besides 2 consecutive closes outside a lateral, what is the other event that ends a lateral? -- innersky
17. ## The Price / Volume Relationship

Does anyone has OHLC (and volume of course) data for ES for April and May 2012? Preferably in csv format, but anything readable will do. -- Thank you, innersky
18. ## The Price / Volume Relationship

In that first chart attached, a R2R seems to start 12:35, and ending at 13:10. At its end it turns into a lateral. However, this lateral starts with a lower peak, compared to the rest of the R2R. Does this mean that the R2R isn't done yet, and as such we know that we are still on a faster fractal? PS Thanks for posting your charts, it helps. -- innersky
19. ## The Price / Volume Relationship

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20. ## The Price / Volume Relationship

I think the answer to why the difference between the traverses is (volume) pace. Actually it is the significant shift in pace that makes the difference imho. -- Innersky
21. ## The Price / Volume Relationship

Should be in this thread somewhere : Forums - Software Used to Trade Jack Hershey Methods -- Innersky
22. ## The Price / Volume Relationship

Is this a recent chart? thanks

No it's not, even after a logout/login it keeps appearing. -- innersky