Spreadsheet Advice for ZN pricing - Bonds and Interest Rates Trading | futures.io
futures.io futures trading


Spreadsheet Advice for ZN pricing
Started: by Hinneni Views / Replies:2,929 / 53
Last Reply: Attachments:13

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 13  
 
Thread Tools Search this Thread
 

Spreadsheet Advice for ZN pricing

  #21 (permalink)
Market Gizzard
san fransisco, CA/USA
 
Futures Experience: Beginner
Platform: SC
Broker/Data: Looking....
Favorite Futures: CL, ES
 
jackbravo's Avatar
 
Posts: 765 since Jun 2014
Thanks: 1,525 given, 1,051 received
Forum Reputation: Legendary


Blash View Post
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

right on. if you're willing to do it, I've got a zillion more questions

Reply With Quote
The following user says Thank You to jackbravo for this post:
 
  #22 (permalink)
Risk--->0 $--->∞
Chicago, IL
 
Futures Experience: None
Platform: NinjaTrader, TWS, FXCM's
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FXCM, IQFeed
Favorite Futures: ZF, ZN, ZB, ES, FX pairs
 
Blash's Avatar
 
Posts: 1,211 since Nov 2011
Thanks: 3,221 given, 1,646 received
Forum Reputation: Legendary


jackbravo View Post
right on. if you're willing to do it, I've got a zillion more questions


Totally willing.... And you will be able to soon too. In a few years you will amaze yourself.

Collaborating everybody wins.

What version of Microsoft Excel do you have?

Just in the past few months I upgraded to Office360 for $35 what a great steal for all my machines and devices and that's the total price for a year with 1TB (with a "T") storage on OneDrive. I like the changes I see in Excel Pivot Tables and the new "IFS" function to name a few things.

Are you able to get data into Excel from TS?

Ron

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

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:
 
  #23 (permalink)
Market Gizzard
san fransisco, CA/USA
 
Futures Experience: Beginner
Platform: SC
Broker/Data: Looking....
Favorite Futures: CL, ES
 
jackbravo's Avatar
 
Posts: 765 since Jun 2014
Thanks: 1,525 given, 1,051 received
Forum Reputation: Legendary



Blash View Post
Totally willing.... And you will be able to soon too. In a few years you will amaze yourself.

Collaborating everybody wins.

What version of Microsoft Excel do you have?

Just in the past few months I upgraded to Office360 for $35 what a great steal for all my machines and devices and that's the total price for a year with 1TB (with a "T") storage on OneDrive. I like the changes I see in Excel Pivot Tables and the new "IFS" function to name a few things.

Are you able to get data into Excel from TS?

Ron

Actually I use WPS spreadsheets. Just fired up a new computer, and was looking for some free alternatives until I decided about MS Office.

Yep, I can export data from tradestation. I'm also subscribed to StockCharts, and can get data from them as well.

I wonder if we can share a OneDrive folder for this kind of stuff.

Reply With Quote
The following user says Thank You to jackbravo for this post:
 
  #24 (permalink)
Elite Member
Penetanguishene, Ontario, Canada
 
Futures Experience: None
Platform: platform
Favorite Futures: futures
 
Posts: 231 since Jun 2011
Thanks: 272 given, 582 received

To Import Data from Ninja to Excel


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).

@Hinneni,
It's a three step process in Ninja Trader,

1) Select "Tools" --> Select "Historical Data Manager"

--> Select "Export"

--> then choose the Contract and Data you want

2) Save the Data [in a .txt file] and

3) Import the .txt file into Excel [or whatever spreadsheet program you use]

That's about it
TGN

**Note** I don't want to steal this conversation, @Blash is doing great work with you here @Hinneni,
I just posted this to explain how I downloaded a small amount of data into Excel to show you the =DOLLARFR function.
Trade Well,
TGN

Attached Thumbnails
Spreadsheet Advice for ZN pricing-step-1.png   Spreadsheet Advice for ZN pricing-step-2.png   Spreadsheet Advice for ZN pricing-step-3.png  

Last edited by TopGunNote; April 6th, 2016 at 01:27 PM. Reason: Update
Reply With Quote
The following 3 users say Thank You to TopGunNote for this post:
 
  #25 (permalink)
Risk--->0 $--->∞
Chicago, IL
 
Futures Experience: None
Platform: NinjaTrader, TWS, FXCM's
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FXCM, IQFeed
Favorite Futures: ZF, ZN, ZB, ES, FX pairs
 
Blash's Avatar
 
Posts: 1,211 since Nov 2011
Thanks: 3,221 given, 1,646 received
Forum Reputation: Legendary

Futures Edge on FIO

Blash View Post
Regarding importing chart data......

Since you are using Ninja surf on over to Rainbow: The best free NinjaTrader indicator

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




TopGunNote View Post
@Hinneni,
It's a three step process in Ninja Trader,

1) Select "Tools" --> Select "Historical Data Manager"

--> Select "Export"

--> then choose the Contract and Data you want

2) Save the Data [in a .txt file] and

3) Import the .txt file into Excel [or whatever spreadsheet program you use]

That's about it
TGN

This is helpful but reasonably out of reach for most people IMHO.

The issue with this method of exporting data from NT and importing into Excel is that is gives you info that is much harder to use for perhaps someone new to doing this and working with market data in Excel. It's every single trade where a typical ES day of tick trade data produces over 300,000 Excel rows and its just more work to turn it into bar data.

StreamWriter is an easier way than this..... and Rainbow tools easier still ...by a lot.....

Here's the NT SampleStreamWriter indicator.....
SampleStreamWriter.cs

Ron

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

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:
 
  #26 (permalink)
Risk--->0 $--->∞
Chicago, IL
 
Futures Experience: None
Platform: NinjaTrader, TWS, FXCM's
Broker/Data: InteractiveBrokers, NinjaTrader Brokerage FXCM, IQFeed
Favorite Futures: ZF, ZN, ZB, ES, FX pairs
 
Blash's Avatar
 
Posts: 1,211 since Nov 2011
Thanks: 3,221 given, 1,646 received
Forum Reputation: Legendary


jackbravo View Post

I wonder if we can share a OneDrive folder for this kind of stuff.


Sounds like a plan.......

Ron

We must be like the fountain or spring that is continually emptying itself of all that it has and is continually being refilled from an invisible source

Quoting 
The steed of this Valley is patience; without patience the wayfarer on this journey will reach nowhere and attain no goal.

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:
 
  #27 (permalink)
Market Gizzard
san fransisco, CA/USA
 
Futures Experience: Beginner
Platform: SC
Broker/Data: Looking....
Favorite Futures: CL, ES
 
jackbravo's Avatar
 
Posts: 765 since Jun 2014
Thanks: 1,525 given, 1,051 received
Forum Reputation: Legendary


Blash View Post
Sounds like a plan.......

Ron

Alright, I made a onedrive folder shareable at this link

https://onedrive.live.com/redir?resid=5F2ED2CA4C801455!514&authkey=!AGF9Fr8wJ2ltwGI&ithint=folder%2c

Be peerless
Reply With Quote
The following user says Thank You to jackbravo for this post:
 
  #28 (permalink)
Elite Member
san diego, CA/usa
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: 6E
 
Posts: 22 since Oct 2014
Thanks: 8 given, 6 received

Attempting to Revive this Thread

Hi Im still banging my head against the wall... Its a sickness

A ZN price as I take it from my chart in ninjatrader

Open 131,120 High 132,000 Low 131,095 Close 131,315.... I used the 24 hour day

When I subtract the High and Low for the range, I get 905? Im still having problems formatting the spreadsheets and conceptualizing the daily movements. the ZN did not move 905 ticks for August 29th?

I know it has been discussed before, but could we please go over it again

trying to revive this thread

thanks

Reply With Quote
 
  #29 (permalink)
Market Wizard
Houston TX
 
Futures Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 1,648 since Dec 2013
Thanks: 1,444 given, 2,487 received
Forum Reputation: Legendary


Hinneni View Post
Hi Im still banging my head against the wall... Its a sickness

A ZN price as I take it from my chart in ninjatrader

Open 131,120 High 132,000 Low 131,095 Close 131,315.... I used the 24 hour day

When I subtract the High and Low for the range, I get 905? Im still having problems formatting the spreadsheets and conceptualizing the daily movements. the ZN did not move 905 ticks for August 29th?

I know it has been discussed before, but could we please go over it again

trying to revive this thread

thanks

It's quoted in 32nds, but you can trade half points (which are then 64ths). So

Open 131,120 = 131 +12/32 [or 131.375 decimal]
High 132 = 132 [or 132 decimal]
Low 131,095 = 131 + 9.5/32 (same as 131 + 19/64) [or 131.297 decimal]
Close 131,315 = 131 +31.5/32 (same as 131 + 63/64) [or 131.984 decimal]

So High-Low = 132 - 131,095 = 132 - 131 9.5/32 = 22.5/32 = 22.5 ticks
[In Decimal 132 - 131.297 = 0.703 ~ 22.5/32]

Reply With Quote
The following user says Thank You to SMCJB for this post:
 
  #30 (permalink)
Market Wizard
London UK
 
Futures Experience: Beginner
Platform: CQG
Favorite Futures: Futures
 
xplorer's Avatar
 
Posts: 1,814 since Sep 2015
Thanks: 3,319 given, 2,387 received
Forum Reputation: Legendary



Hinneni View Post
Hi Im still banging my head against the wall... Its a sickness

A ZN price as I take it from my chart in ninjatrader

Open 131,120 High 132,000 Low 131,095 Close 131,315.... I used the 24 hour day

When I subtract the High and Low for the range, I get 905? Im still having problems formatting the spreadsheets and conceptualizing the daily movements. the ZN did not move 905 ticks for August 29th?

I know it has been discussed before, but could we please go over it again

trying to revive this thread

thanks

This is the Excel formula I use for T-notes (10 Y)

=ROUND(IF(E2="Long",(INT(J2)*64+(J2-INT(J2))/0.005)-(INT(G2)*64+(G2-INT(G2))/0.005),(INT(G2)*64+(G2-INT(G2))/0.005)-(INT(J2)*64+(J2-INT(J2))/0.005)),0)

Where

E2 is "Short" or "Long"
G2 is Entry
J2 is Exit

In order for the formula above to work I enter the prices as follows

131'120 would be 131.120
126'30 would be 126.030

in other words you replace the separator with a dot.

This gives you Profit or Loss in ticks. I have another formula that converts it in $.

Hope this helps.

Reply With Quote

Reply



futures.io > > > > Spreadsheet Advice for ZN pricing

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Anthony Drager: Pulling the trigger with confidence

Elite only
 

Leo Murphy: The Art and Science of Technical Analysis

Elite only
 

FuturesTrader71: Ask Me Anything

Elite only

TopstepTrader: TBA

Feb 2
 

FuturesTrader71: Understanding Price Risk vs Information Risk

Elite only

Kevin Davey: Algorithmic Trading

Elite only

Al Brooks: TBA

Elite only

Ernie Chan: Quants (TBA)

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
bond pricing, beginner question fishtoeat Bonds and Interest Rates Trading 23 November 21st, 2015 05:38 PM
Good Advice on Bad Advice? afoxperson The Elite Circle 5 February 18th, 2015 11:36 PM
Daily volume on ES and ZN Identical but no Movement on ZN ? lexxmd Bonds and Interest Rates Trading 6 May 12th, 2014 12:54 AM
Can someone help with new TT pricing? Makololo Brokers and Data Feeds 0 October 12th, 2013 01:14 PM
Newbie Q: on Grain Pricing JVentura Commodities Futures Trading 4 January 19th, 2011 05:39 PM


All times are GMT -4. The time now is 07:33 PM.

no new posts
Page generated 2017-01-24 in 0.15 seconds with 41 queries on phoenix via your IP 54.205.47.26