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HBLV-R for NinjaTrader
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HBLV-R for NinjaTrader

  #1 (permalink)
Greenhorn Trader
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HBLV-R for NinjaTrader

Before I go about trying to create @Big Mike's HBLV-R indicator on NinjaTrader, I figure I'd ask here to see if anybody already has one coded up.

Other than that, does anybody happen to have the symbols for CQG for the High Beta and Low Volume that comprise the indicator?

I'm thinking that's a good place for me to start developing my chart tools.

Thanks all,-g

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  #2 (permalink)
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  #3 (permalink)
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I believe the HBLV-R stands for high beta / low volatility ratio. There are two indices you could use. One is called the S&P 500 High Beta Index, and the other is the S&P 500 Low Volatility Index. I suppose you could just divide the first by the second to get a ratio, but I haven't seen Mike's chart of the HBLV-R, so I don't know if an additional step is needed to transform the value into a different range of values such as 0 to 100 or -1 to +1.

IQFeed provides those two indices. You could also use the corresponding ETFs (SPHB and SPLV) as a proxy, however SPHB has very sparse volume. You might be able to get away with using the bid/ask midpoint, but I have never seen what that looks like during market hours. Probably best to stick with the indices rather than the ETFs.

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  #4 (permalink)
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I found a post on the Spoos thread with more information. The formula was given for TOS:

 
Code
def LV = close("$SP500LVOL");
def HB = close("$SP500HBETA");
plot Data =-( LV/HB*100 );

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  #5 (permalink)
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ganamide View Post
I found a post on the Spoos thread with more information.

Thank you. I had read that and was thinking I need to get this into my chart. I did note the TOS indexes but have not yet found something equivalent on NT / CQG.

I hunted for variations in NT chart wizard looking Beta, High, & etc. to no luck. If nobody has it, I'll be following up with NT support to see if the necessary indexes are available. If so, I'll just code one up.

Blessings,-g

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  #6 (permalink)
Greenhorn Trader
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data feeds

It often seems some of the data I want isn't available to me in my free demo account (not really a surprise, it is free after all).

I can use the NT as long as no active trades, but getting data for some things (such as VIX, High Beta, Low Volume & more) do not seem to be available.

I have not yet done an exhaustive search on data feeds and recommendatations on futures.io (formerly BMT) but figured I'd ask for ideas while I'm working on getting my HBLV-R figured out.

I would need something that works with NT 7. Any suggestions anyone?

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  #7 (permalink)
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  #8 (permalink)
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@redratsal

What data feed are you using? trying to get this setup on Kinetic on my end.

do you mind sharing the Ratio script?

Thank you,
Sudhir

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sudhirc View Post
@redratsal

What data feed are you using? trying to get this setup on Kinetic on my end.

do you mind sharing the Ratio script?



Thank you,
Sudhir

IB
You'll find Ratio on futures.io (formerly BMT)

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  #10 (permalink)
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redratsal View Post
IB
You'll find Ratio on futures.io (formerly BMT)


I saw the code as
def LV = close("$SP500LVOL");
def HB = close("$SP500HBETA");
plot Data =-( LV/HB*100 );

but i'm no good at programming.

thanks

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