dbntina

Frank, I am glad that is helpful. Unfortunately, I had access to TS because my company had a subcribption. They closed the account and I no longer have access to TS to be able to run any code or anything. Sorry about that. Good trading to everyone, dbntina:shrug:

Frank, Here it is updated. Check the third tab for what you wanted. dbntina ES High Low Stats.xls

Frank, Yes I think that will be easy and quick. I will try to do that tonite. You are asking basically what % of the time for each day of the week and all days that the high to low range is >= to twice the IB? That should be pretty simple if that is what you are asking. dbntina

Frank, I had it in there initially but deleted it out because it didn't make sense. You would actually probably want to cumulate from the last period forward. It might be confusing to some so I basically left it out. Take it easy, dbntina

Okay Frank here it is: Same spreadsheet but I have added a 2nd spreadsheet to find out what periods the following corresponding high/low was made if the other was formed first. Enjoy ES High Low Stats.xls

Frank, I think that is easy for me to run. I will do that and post. Let me make sure I understand: Show a table just like the others that basically shows the period that the opposite high or low forms after the first high or low? I can run that and post if that is what you mean. dbntina

forsearch, I sure could have used 30M bars and saved some time. It's funny how I can miss something so simple :doh:

Yes I do comic

All, I wrote some code in tradestation and outputted it to Excel. Using 5 minute data on the ES.D I basically calculated the stats that a high or low or either was created in the different time periods. I kept it simple using periods: A is 9:30 to 10 B is 10:01 to 10:30 and so on to N is 4:01 to 4:15 Hope some of you find this helpful. :thumbs up: ES High Low Stats.xls

Thanks Blowfish...hope everything is going well for you man!

Frank, That is the awesome thing about what BAMBOO on the tradestation forums created. He is an awesome programmer and he created a programming addon that allows ts programmers to do some really cool stuff. One of those is to be able to pass variables stored in one chart to another chart in a different timeframe. That is how it is done. The information updated on a 1 tick chart is passed to the 2 minute chart for example and plotted realtime. Basically it is all in how you call the variables. I am calling the variable from the tick chart. You have to understand BAMBOOS ADE to be able to do it properly because technically you could do it in reverse like you said. It is fantastic. Thanks Bamboo!!

no ...pvp must be collected live. Don't refresh the window either or I think you might lose the data as well if I am remembering correctly. Everything else can work historically (VWAP and SD bands). good question

thrunner...thanks for your post. I don't believe they will need to install ADE. When the indicator was created it included all of the ADE information needed to run the indicator. It appears the people that I had been sending it to did not need to install ADE either. HOWEVER I could be wrong. Thank you for posting the information just in case it is needed. I appreciate you including that. dbntina

Okay...first let me apologize to all the people that have written me emails and requested the updated code that plots the PVP with VWAP and SD bands. I have used the code last year and was quite happy with it for the ES and NQ. It seemed to be very accurate and was working well for me. To make a long story short I have been very busy with a new job and a new addition to the family. I am posting it here so that anyone who wants it can get it as I don't check my emails here frequently enough and don't have time to keep sending it to different individuals. The code is open and free to all to change and repost and take as your own. I am not able to support it. I don't even remember what I did and don't have time to try and figure it out again. Here is what I was emailing to everyone with the code I will post: Here it is. Only works for 1 point or less...easy to fix just too lazy and got other stuff going on right now. (Instruments that trade in increments of 1pt or less NQ and ES .25 for example) Open up a 1 tick chart and insert the pvp indicator on it ('DBPVP'). Then you can minimize. Then open up a minute chart (whichever you follow 2min, 3min, etc) and insert the VWAPSD indicator 'DBVWAP_SD', you should be able to see pvp, VWAP and SD bands.... The array is set to 3000 for s&p and nq as they have 4 ticks per point. If you use er2 or something with 10 ticks per point you will want to double array to 6000 and inside the indicator change all start points to half of that from 1500 all of them would now say 3000. Or just make it real big for everything... For some reason...in the code you will see two places where there is "minmove/pricescale" depending on how your computer sees minmove...you will need to have just minmove or minmove/pricescale. So if it is not working properly it will need to be just minmove...haven't figured out why that is...we are still in beta testing but hopefully it works for you. Let me say thank you to BAMBOO's ADE that I used for Tradestation. It is fantastic! Thanks to everyone here on this board for their sharing and help. Hopefully this can be of use to some of you. Again I am only posting as I can't keep up with all of the emails. Also, this is what I used for myself on NQ and ES. Use at your own risk. Also, you can add as many SD bands as you want. Inside the VWAP indicator you just add another plot statement just copy the 2SD plot and change the multiplier from 2 to 3. I saw someone wanted the 3SD as well. Please if someone else can assist other members with their questions I would greatly appreciate it...I just don't have the time right now. Thanks in advance. Good luck to all and your trading. I won't be able to answer any questions as I can't even remember what I was doing...I apologize in advance...it has been about 6 months. TICKPVPVWAPSD.ELD

Blowfish, I did look at the post...the short answer is I really don't know which one is best. I am basically going off of what JPERL is saying as he came up with the idea and methodology. I don't understand the reasons why a certain method of the four would be used over another or the mathematics behind which one is used and why. Then I am not sure about what amount of margin of error is significant. So I am not sure at all....sorry. Didn't want you to think that I was ignoring your post...not much help sorry, dbntina