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bakrob99

Trading With Market Statistics - LINKS

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Good job but.....there is a best of TL in the beginners section and the threads are linked from there. Thats not to said your efforts are not appreciated :)

 

Thanks ... I didn't know it (the links) was there... I don't really think of it as a beginner's topic although the way JPerl presents it I guess supports that.

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Guest TomH

Hi,

Someone posted this thread to the "R" stats package discussion list and I was intrigued so I followed.

 

I was planning to simulate some of the concepts however I run into the issue that I can't get the intraday tick data very easily.

 

So what software is jpile using to run these Market Statistics tutorials?

 

Cheers,

T

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Jerry uses Ensign Software. There are studies written for tradestation/multicharts. (I very much doubt they will run on OEC's platform) Ninja has VWAP and SD bands ....not sure about PvP. One of the guys here wrote routines for Amibroker and I think (though couldn't swear to it) that you might be OK with Sierra charts. oh it s Jperl btw ;)

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Jerry uses Ensign Software. There are studies written for tradestation/multicharts. (I very much doubt they will run on OEC's platform) Ninja has VWAP and SD bands ....not sure about PvP. One of the guys here wrote routines for Amibroker and I think (though couldn't swear to it) that you might be OK with Sierra charts. oh it s Jperl btw ;)

 

Unfortunately Sierra VWAP bands doesn't work correctly. I am hoping they will correct the code, Ninja and Ensign work fine.

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I'm using Ninja and have the VWAP with the SD lines indicator, but I'm dubious as to whether it is giving the same results as what's shown on the videos. Does anyone have a recent chart of the ES (S&P minis) using Ensign with the VWAP that they could post so I could compare it to what I have? I would appreciate it.

 

Ron

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Thanks a lot!

 

It looks like the Ninja stuff is very close...I'm using a 4181V chart so that may account for the little difference that I see.

 

Thanks again,

 

Ron

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Im new on this site and would like to know if VWAP and PVP are on NINJATRADER. I looked at their site and couldnt find it. Would it be named differently?

 

Thanks

 

Yeah NT has them. Use either NVWAP or IJVWAP? and PVP. You can only get them if you register got to forum and download ninja indicators.

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I randomly jumped on this thread to get to the message box.

 

Do any traders out there use Ensign along side TS at the same time?

 

I probably need a quad core to do the job. Any thoughts?

 

If you are only using TS ,are the VWAP and Volume Distribution working properly?

 

 

Thanks

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Can you please help me , where to find Ninja indicators in this forum?

 

Regards,

 

Raj

 

They are not to the best of my recollection. You can find them at the ninja forums.

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so what software is using the author of the "volume profile guide" ?? I am still stuck at Visual Trader and I am considering of moving to tradestastion to get real time data for the italian markets mostly. Can Tradestation deal with volume profile the same way as shown in the screenshots posted by jperl?

 

thanks

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I think Multicharts as well could be a good chart platform and it supports Tradestation language to code trading systems!

 

I have just found out that Tradestation as a broker does not support data feed from the italian markets :crap: while Multicharts when connected to a data vendor actualy does! :)

 

So, do you think Multicharts can deal with the Volume Profile, VWAP, SDs and PVP?? Is there any secret programming formula behind them?

 

thanks ever so much

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There is a PVP, VWAP and SD Band EL implementation that works with Multicharts that was coded and generously posted by a TL member a while back. You will need to search the Coding or Trading Indicator Forums.

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ok, one more question: is there any way to have Multicharts show the volume histogram on the left as it is shown on jperl examples? I mean, where the value area bars (70% of the volume) are set in a different color like 70% of the volume are blue bars and 30% are green

 

thanks ever so much!

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All I founf so far are DBPVP and DBVWAP3 I used on the chart attached. While the PVP seems to work fine the VWAP does not knock me out that much!

 

Not to mention the TPO Pro5.0b as it fires an error...

 

I am still looking for the vwap with the standard deviation and the volume profile histogram plotted on the left side of the chart :crap::crap:

quotemanager_mapAscii8.thumb.PNG.b84b9be33bfc5173e782f81bf583ca0f.PNG

quotemanager_mapAscii9.PNG.8f22f59b6b0767810f932675dab4d607.PNG

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Ok, it looks like you found dbntina’s code. Now the question I have is why are you plotting PVP and VWAP as separate subcharts? I would think you would want them in subchart #1 along with price.

chart1.png.248430829fe3a1154088255de7bd77ce.png

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