Cumulative Volume Delta Backtest - futures io
futures io futures trading



Cumulative Volume Delta Backtest


Discussion in Platforms and Indicators

Updated by edgefirst
    1. trending_up 1,147 views
    2. thumb_up 2 thanks given
    3. group 3 followers
    1. forum 1 replies
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 100,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
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.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

Cumulative Volume Delta Backtest

(login for full post details)
  #1 (permalink)
Athens
 
Experience: Intermediate
Platform: TradeStation
Trading: ES
 
Posts: 18 since Nov 2015
Thanks: 34 given, 5 received

Hi! I want to open a subject about Cumulative Volume Delta and backtest and other things related to this. Some thoughts/questions for beginning:

1. Can anyone have completing a trading system based on CVD? If yes, can you provide more info about this?
2. Do you know if any data vendor or broker offers historical data for CVD? I mean more than intraday... And how far can I load back?
3. Can anyone had worked on a system like Opening Range Breakout, but on CVD and not to price?

Thanks and I am waiting for opinions!

Reply With Quote
The following user says Thank You to Geonss for this post:

Can you help answer these questions
from other members on futures io?
TradeStation Execution
TradeStation
Macros for flatten and reverse
TradeStation
FX Futures have been nagging me for a while
Currencies
SC parameter optimization
Sierra Chart
Capping Size in Tradestation
TradeStation
 
 
(login for full post details)
  #2 (permalink)
Las Cruces, NM
 
Experience: Advanced
Platform: Tradestation, MC, NT
Broker: TradeStation, IB
Trading: Liquid futures contracts
 
Posts: 45 since Sep 2009
Thanks: 379 given, 73 received


Geonss View Post
Hi! I want to open a subject about Cumulative Volume Delta and backtest and other things related to this. Some thoughts/questions for beginning:

1. Can anyone have completing a trading system based on CVD? If yes, can you provide more info about this?
2. Do you know if any data vendor or broker offers historical data for CVD? I mean more than intraday... And how far can I load back?
3. Can anyone had worked on a system like Opening Range Breakout, but on CVD and not to price?

Thanks and I am waiting for opinions!

Can only comment on No. 2: I think you can generate CVD from tick data if you use Sierra Chart. They provide tick data maybe back to 2011, if I remember correctly.

Reply With Quote
The following user says Thank You to edgefirst for this post:


futures io Trading Community Platforms and Indicators > Cumulative Volume Delta Backtest


September 9, 2020


Upcoming Webinars and Events
     



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
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.
no new posts