NexusFi: Find Your Edge


Home Menu

 





CL Light Crude Analysis TPO/MP/VWAP/VPOC


Discussion in Commodities

Updated
      Top Posters
    1. looks_one greenr with 548 posts (896 thanks)
    2. looks_two bobarian with 328 posts (161 thanks)
    3. looks_3 GaryD with 249 posts (161 thanks)
    4. looks_4 Private Banker with 182 posts (760 thanks)
      Best Posters
    1. looks_one Private Banker with 4.2 thanks per post
    2. looks_two greenr with 1.6 thanks per post
    3. looks_3 GaryD with 0.6 thanks per post
    4. looks_4 bobarian with 0.5 thanks per post
    1. trending_up 359,780 views
    2. thumb_up 2,611 thanks given
    3. group 106 followers
    1. forum 1,806 posts
    2. attach_file 1,050 attachments




 
Search this Thread

CL Light Crude Analysis TPO/MP/VWAP/VPOC

  #921 (permalink)
shanemcdonald28
new york
 
Posts: 355 since Mar 2012
Thanks Given: 665
Thanks Received: 582


greenr View Post
Your entry should have been around here

Attachment 102893

yes , I thought it was going to be a quick reversal. with no evidence , of course.
thanks

shane

Reply With Quote

Can you help answer these questions
from other members on NexusFi?
Ninja Mobile Trader VPS (ninjamobiletrader.com)
Trading Reviews and Vendors
Better Renko Gaps
The Elite Circle
The space time continuum and the dynamics of a financial …
Emini and Emicro Index
NT7 Indicator Script Troubleshooting - Camarilla Pivots
NinjaTrader
New Micros: Ultra 10-Year & Ultra T-Bond -- Live Now
Treasury Notes and Bonds
 
Best Threads (Most Thanked)
in the last 7 days on NexusFi
Get funded firms 2023/2024 - Any recommendations or word …
59 thanks
Funded Trader platforms
37 thanks
NexusFi site changelog and issues/problem reporting
24 thanks
GFIs1 1 DAX trade per day journal
22 thanks
The Program
19 thanks
  #922 (permalink)
 
Brutus's Avatar
 Brutus 
Adelaide Australia
 
Experience: None
Platform: NT
Trading: ES CL
Posts: 99 since Jun 2010
Thanks Given: 776
Thanks Received: 87

bobarian, greener, Private banker How do you guys deal with rollover. Do you merge contracts adjusted or unadjusted. Or is it a mix for short term & longer term analysis?

Reply With Quote
  #923 (permalink)
 greenr 
london/england
 
Experience: Advanced
Platform: Sierra charts, NinjaTrader, VK Trader
Broker: CQG, AMP, VK, Kinetick
Trading: CL/6E/TF/ES
Posts: 952 since Sep 2011
Thanks Given: 562
Thanks Received: 1,280



Brutus View Post
bobarian, greener, Private banker How do you guys deal with rollover. Do you merge contracts adjusted or unadjusted. Or is it a mix for short term & longer term analysis?

LoL its a mess.....hopefuly Ninja will sort it out later today

here is my view at the moment on the big picture

use this for analysis



Notice yesterdays holiday has been merged wrong i think (im not putting much weight on it though)



I have rolled over to the April contract now

" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
Reply With Quote
  #924 (permalink)
 greenr 
london/england
 
Experience: Advanced
Platform: Sierra charts, NinjaTrader, VK Trader
Broker: CQG, AMP, VK, Kinetick
Trading: CL/6E/TF/ES
Posts: 952 since Sep 2011
Thanks Given: 562
Thanks Received: 1,280

Reload your data now...NT has fixed the roll over issue now

here is the correct data


" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
Reply With Quote
  #925 (permalink)
 
Brutus's Avatar
 Brutus 
Adelaide Australia
 
Experience: None
Platform: NT
Trading: ES CL
Posts: 99 since Jun 2010
Thanks Given: 776
Thanks Received: 87


greenr View Post
Reload your data now...NT has fixed the roll over issue now

here is the correct data

Attachment 103170

So you chart seems to show unadjusted data, merged between MArch & April CL

If you merge back adjusted you'll see we are still in the value area created on the 15th and 19th.

Or just look at the April CL J data




I use Adjusted merged data for short term analysis around rollover & Unadjusted merged data for longer term analysis or about a week out from rollover I put everything to unadjusted and merged.

These settings are in the Tools - Options - Data tab


To adjust the Rollover date follow these instructions, I switch when the volume switches.

https://forum.ninjatrader.com/showthread.php?t=53919

Reply With Quote
  #926 (permalink)
 greenr 
london/england
 
Experience: Advanced
Platform: Sierra charts, NinjaTrader, VK Trader
Broker: CQG, AMP, VK, Kinetick
Trading: CL/6E/TF/ES
Posts: 952 since Sep 2011
Thanks Given: 562
Thanks Received: 1,280


Brutus View Post
So you chart seems to show unadjusted data, merged between MArch & April CL

If you merge back adjusted you'll see we are still in the value area created on the 15th and 19th.

Or just look at the April CL J data




I use Adjusted merged data for short term analysis around rollover & Unadjusted merged data for longer term analysis or about a week out from rollover I put everything to unadjusted and merged.

These settings are in the Tools - Options - Data tab

Im using merged back adjusted data for my short term day trading

and CL ##-## continuous for my longer term analysis

My day trading charts have been adjusted to show the daily settlement outcry reference points from the last contract. Volume took over on the april contract yesterday........




from my view this is correct

May be when @Private Banker is online he can confirm what his TOS is showing as they aparently get this right!

" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
Reply With Quote
Thanked by:
  #927 (permalink)
 
bobarian's Avatar
 bobarian 
whitestone, new york
 
Experience: Intermediate
Platform: ninja trader
Posts: 1,995 since Oct 2010
Thanks Given: 5,258
Thanks Received: 3,120

the delta was slowly improving, stepping up....A mean reversion trade,cl hit the vwap, and pulled back to sd1 lowersupported bythe delta....hmmm

Visit my NexusFi Trade Journal Started this thread Reply With Quote
Thanked by:
  #928 (permalink)
 greenr 
london/england
 
Experience: Advanced
Platform: Sierra charts, NinjaTrader, VK Trader
Broker: CQG, AMP, VK, Kinetick
Trading: CL/6E/TF/ES
Posts: 952 since Sep 2011
Thanks Given: 562
Thanks Received: 1,280


Brutus View Post
So you chart seems to show unadjusted data, merged between MArch & April CL

If you merge back adjusted you'll see we are still in the value area created on the 15th and 19th.

Or just look at the April CL J data




I use Adjusted merged data for short term analysis around rollover & Unadjusted merged data for longer term analysis or about a week out from rollover I put everything to unadjusted and merged.

These settings are in the Tools - Options - Data tab


To adjust the Rollover date follow these instructions, I switch when the volume switches.

CL 01-13 Roll Over Date - [AUTOLINK]NinjaTrader[/AUTOLINK] Support Forum

@Brutus

Aparently this is the correct data for roll over

Here are the setting i used for Ninja to get my data looking the way it should




" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
Reply With Quote
Thanked by:
  #929 (permalink)
 
Brutus's Avatar
 Brutus 
Adelaide Australia
 
Experience: None
Platform: NT
Trading: ES CL
Posts: 99 since Jun 2010
Thanks Given: 776
Thanks Received: 87


greenr View Post
@Brutus

Aparently this is the correct data for roll over

Here are the setting i used for Ninja to get my data looking the way it should



So this is a unadjusted chart with the rollover date set to the 15th Feb.


Private Banker can you post your TPO chart, TIA

Reply With Quote
Thanked by:
  #930 (permalink)
 greenr 
london/england
 
Experience: Advanced
Platform: Sierra charts, NinjaTrader, VK Trader
Broker: CQG, AMP, VK, Kinetick
Trading: CL/6E/TF/ES
Posts: 952 since Sep 2011
Thanks Given: 562
Thanks Received: 1,280



Brutus View Post
So this is a unadjusted chart with the rollover date set to the 15th Feb.


Private Banker can you post your TPO chart, TIA

It will be the same as this, i corrected my data to reflect Private bankers TOS

" I will follow my rules, I will take my stops, I will be disciplined and i will work with the market....NOT AGAINST IT! Professional mind control is the key"
Reply With Quote
Thanked by:




Last Updated on July 17, 2015


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts