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Spreadsheet Advice for ZN pricing
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Created: by Hinneni Attachments:13

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Spreadsheet Advice for ZN pricing

  #11 (permalink)
Elite Member
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Hinneni View Post
Wow Thanks

I watch 5 minute charts... I do scale down from 30 minute for Swing High/Lows and low volume zones.
Also, I have been looking at Point and Figure charts (1000 tick 3 reversal, 5 reversal) for battle points

any help or advice
much appreciated

Here is what I currently had time for. Take a look and let me know if you have any questions. 5 yr 5 min data ETH back adjusted.

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Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Attached Files
Register to download File Type: xlsx ZN 06-16-0.0625(4ticks)Points-5 Min-LT CBOT Interest Rate split ETH.xlsx (1.75 MB, 11 views)
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  #12 (permalink)
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Favorite Futures: The one I'm creating in the present....ES, ZF, ZN, ZB, FX pairs
 
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Posts: 1,519 since Nov 2011
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Hinneni View Post
Wow Thanks

I watch 5 minute charts... I do scale down from 30 minute for Swing High/Lows and low volume zones.
Also, I have been looking at Point and Figure charts (1000 tick 3 reversal, 5 reversal) for battle points

any help or advice
much appreciated

I about finished some more work on that ZN study. Added the 30 min data back 5 years next to the 5 min data and have some ideas to pull out more useful tradable data regarding rotations. I can post it tomorrow. Been wanting to do work on ZN and ZB too for a while but life keeps getting in the way. So this is great....

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
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  #13 (permalink)
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A big Thanks!


The spreadsheet is great thanks! I am curious if I am interpreting it correctly? On a 5 minute timeframe, it resoundingly moves in 5 tick advance or decline moves in 9 bars?

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  #14 (permalink)
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Favorite Futures: The one I'm creating in the present....ES, ZF, ZN, ZB, FX pairs
 
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Hinneni View Post
The spreadsheet is great thanks! I am curious if I am interpreting it correctly? On a 5 minute timeframe, it resoundingly moves in 5 tick advance or decline moves in 9 bars?



I will have time later today, I hope, to do market work and am not currently at my desk but my gut tells me this does not sound right. But we will get to the bottom of this no problem.

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Reply With Quote
 
  #15 (permalink)
Elite Member
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Futures Experience: None
Platform: NT8,NT7,TWS,FOREX.COM app
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FOREX.COM, IQFeed
Favorite Futures: The one I'm creating in the present....ES, ZF, ZN, ZB, FX pairs
 
Blash's Avatar
 
Posts: 1,519 since Nov 2011
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Blash View Post
I about finished some more work on that ZN study. Added the 30 min data back 5 years next to the 5 min data and have some ideas to pull out more useful tradable data regarding rotations. I can post it tomorrow. Been wanting to do work on ZN and ZB too for a while but life keeps getting in the way. So this is great....

Ron

Posting here the work I have done so far (yesterday) updating the Excel sheet as I spoke about......

ZN 06-16-0.0625(4ticks)Points-5 Min-LT CBOT Interest Rate split ETH.xlsx

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Reply With Quote
The following 2 users say Thank You to Blash for this post:
 
  #16 (permalink)
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Converting Decimal data to Fractions


Hinneni View Post
I am curious how to set this up in a spreadsheet...to record daily fluctuations etc?


Sorry so green

This may not be what you're looking for but it's an example of a Function in Excel that converts decimal numbers to fractions.

I found it helpful when analyzing data that can be exported from Ninja Trader.

In the attached spreadsheet I have given some basic examples of the following:

The Decimal to Fraction conversion function, =DOLLARFR
How to sort an array to find the MAX and MIN number [highest high and lowest low] to calculate the IB High and IB Low
and some basic math applied to the resulting Fraction to calculate the IB Range and the IB Mid-point.

You'll notice that once the decimal numbers are converted into fractions you can then perform some "basic" calculations using the converted data. If you are trying to perform more complex calculations you may want to keep the data in decimal format until you have completed the calculations and then convert the result into a fraction.

You may also want to look for functions that will help you sort the data for the timeframe you want to work with.

There are two spreadsheets in the file, one for the ZB and one for the ZN.

I hope it helps you with your learning.
TGN

Attached Files
Register to download File Type: xlsx Decimal to Fraction Function.xlsx (467.0 KB, 15 views)
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  #17 (permalink)
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Much Thanks

Thank you for the sheet and the advice! How did you import the data? I usually just eyeball it, day to day
using a zig zag indicator and manually recording the values (it is laborious).

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  #18 (permalink)
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Hinneni View Post
Thank you for the sheet and the advice! How did you import the data? I usually just eyeball it, day to day

using a zig zag indicator and manually recording the values (it is laborious).


Regarding importing chart data......

Since you are using Ninja surf on over to http://rainbow-in.com/

Lucas has these amazing FREE tools for NinjaTrader 7. Once Rainbow is on the chart just click the price bars so they highlight (squares appear on them) and hit ctrl-c and it puts all bar info for entire chart on the clipboard OHLC volume date time. You can do this with anything you put on the chart. From there you just dump it in Excel. And there are a few ways to place in Excel. Entire process takes a minute or less.

Let me know if I can help with anything.......

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
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  #19 (permalink)
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Hey BLASH - interesting work you have done here.

I'm wondering how one can go about learning how to use excel to chart stats like that?

For example, I have several questions I'd like to answer:
Does the open/close of the hour before the Bond pit opens predict the open/close of the day?
What is the relationship of the range of the hour before the Bond pit to range of the day?

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  #20 (permalink)
Elite Member
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Futures Experience: None
Platform: NT8,NT7,TWS,FOREX.COM app
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FOREX.COM, IQFeed
Favorite Futures: The one I'm creating in the present....ES, ZF, ZN, ZB, FX pairs
 
Blash's Avatar
 
Posts: 1,519 since Nov 2011
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jackbravo View Post
Hey BLASH - interesting work you have done here.



I'm wondering how one can go about learning how to use excel to chart stats like that?



For example, I have several questions I'd like to answer:

Does the open/close of the hour before the Bond pit opens predict the open/close of the day?

What is the relationship of the range of the hour before the Bond pit to range of the day?



Great stuff bro lets do it! Love it! Let's touch base tomorrow. Or I should say, since it is already tomorrow...lol... In about 7-10 hrs. Cool?

Ron

It is an axiomatic fact that while you meditate you are speaking with your own spirit. In that state of mind you put certain questions to your spirit and the spirit answers: the light breaks forth and the reality is revealed.
The steed of this Valley is pain; and if there be no pain this journey will never end.
Buy Low And Sell High (read left to right or right to left....lol)
Reply With Quote
The following user says Thank You to Blash for this post:

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