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Posts Made By:
Chof
Forum:
Traders Hideout
November 28th, 2021, 01:19 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
The way you're gathering 'volume' data by using...
The way you're gathering 'volume' data by using data.packet volume
is the fastest way I've seen to 'sign' and consider the information in
subsequent calculations. This change from using 'bar'...
Forum:
Traders Hideout
November 28th, 2021, 11:14 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
INNER CLASSES and Garbage Collection ...
INNER CLASSES and Garbage Collection
(Yesss.. yes this is exactly how we start learning)
It seems that a lot of coders have a reluctance
to use multiple class definitions; and it's not
easy...
Forum:
Traders Hideout
November 27th, 2021, 04:26 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HC, I agree, defining the "class" has to...
Hi HC,
I agree, defining the "class" has to be first (clearly I wasn't thinking).
Even my limited "CS" education taught me that. I've done that
public class TradeItem {
...
Forum:
Traders Hideout
November 27th, 2021, 10:41 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Ohhk... another attempt.. Apologies for not...
Ohhk... another attempt.. Apologies for not deleting that post (I found out later when I tried that you only have 24 hours to do that).
If this posts as attempted I'd like to send another...
Forum:
Traders Hideout
November 25th, 2021, 08:36 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HS, Thanks for this - I know you've been...
Hi HS,
Thanks for this - I know you've been wanting these changes for awhile. I'm seeing
that the overall design of your indi's has been necessitated by the data (Time and Sales),
That's due...
Forum:
Traders Hideout
November 24th, 2021, 02:02 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Oh, I think you nailed it on both those... ...
Oh, I think you nailed it on both those...
Hi HS,
I studied your TradeFlowRisk code and thought I recognized a quick and easy way to
calculate VWAP in one of your "loops". I set to work...
Forum:
Traders Hideout
November 22nd, 2021, 11:19 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
You don't see my code doing that, since my...
You don't see my code doing that, since my calculations are
done in an Integrator class which I define; and I don't rely on
any NinjaTrader 8 "series" to hold my calculations.
The only NT8...
Forum:
Traders Hideout
November 22nd, 2021, 10:55 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Normally, if tradeLotSize is declared as a data...
Normally, if tradeLotSize is declared as a data series,
then it would be updated only during the OnBarUpdate
event. Typically the [0] element is the next Plot
element that gets updated in...
Forum:
Traders Hideout
November 22nd, 2021, 10:00 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
So this is a NinjaTrader 8 Indicator class ? ...
So this is a NinjaTrader 8 Indicator class ?
Are you doing these things in the OnBarUpdate callback ??
You might have to post the full code. Things could get messy,
but I'll try to help.
...
Forum:
Traders Hideout
November 22nd, 2021, 09:01 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HS, "what I've done" is where I started...
Hi HS,
"what I've done" is where I started my question(s)... I am using the original code
and replacing "Volume" with 'tradeLotSize'. So the original code looked like this
R[0] = Close[0] >...
Forum:
Traders Hideout
November 21st, 2021, 10:03 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HS, Just a note on the Sunday open -...
Hi HS,
Just a note on the Sunday open - using the > midPrice equation and signing volume
using the below/above midPrice logic and dataPacket.volume.... It doesn't appear to
be any different...
Forum:
Traders Hideout
November 21st, 2021, 03:53 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
I'll post this to help those learning as this is...
I'll post this to help those learning as this is what finally compiled and plotted.
(I'm hoping the "live" data will plot more timely values)
The original question was related to...
Forum:
Traders Hideout
November 21st, 2021, 12:48 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Bonjour Quebecois ! Yes, that's logical -...
Bonjour Quebecois !
Yes, that's logical - (just shows my self-taught coding shortfalls) Really, assigning
properties in the line of code you're using it in is really new to me in general. Doing...
Forum:
Traders Hideout
November 21st, 2021, 12:31 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HS, So, I was able to get this to...
Hi HS,
So, I was able to get this to compile, and it looks like what I want to work with..
if ( tradePrice < midPrice ) { // this is a Retail Sell Trade to Bid, or Market Maker Buy
...
Forum:
Traders Hideout
November 20th, 2021, 02:14 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HS, Please take no offence, I'm not...
Hi HS,
Please take no offence, I'm not trying to point out error - I'm just trying to
understand how to sign volume according to MM's actions like you do.
double midPrice = 0.5 * (...
Forum:
Traders Hideout
November 20th, 2021, 11:04 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Oh, for sure this helps.. You know I show...
Oh, for sure this helps.. You know I show friends the code I've written and it
blows them away generally... But when guys like you just print out concepts like
this in minutes it's probably just...
Forum:
Traders Hideout
November 20th, 2021, 10:11 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Hi HS, No, really I had your general...
Hi HS,
No, really I had your general trading/scalping concept from the thread. This really
makes it clear tho'. It also draws attention to the bits of code that clearly label the
risk as...
Forum:
Traders Hideout
November 17th, 2021, 11:53 PM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
To get the VWAP when Net Inventory is "MM Short",...
To get the VWAP when Net Inventory is "MM Short", as you pointed out,
we use NOT ALL VOLUMES, but selectively choose only the Retail Buy
volumes, when we form the Volume Weighted Average Price,...
Forum:
Traders Hideout
November 12th, 2021, 11:38 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
HyperScalper - I'm thinking that...
HyperScalper -
I'm thinking that MarketMaker indicator aside, the Inventory information is probably the some of the best
that this provides..
Its also so obvious and logical that in a...
Forum:
Traders Hideout
November 4th, 2021, 11:32 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
So, I've found your explanations of the key...
So, I've found your explanations of the key figures in the market (retail, commercial and Market Maker) to be,
probably, the best characterizations I've heard since my mentor's back in the early...
Forum:
Traders Hideout
November 2nd, 2021, 10:39 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
Oh, I was mistaken when I thought you were...
Oh, I was mistaken when I thought you were posting code for us to snip out existing and use instead.
I'm still at a loss to see where I could "turn off" volume compression. I've obviously missed...
Forum:
Traders Hideout
November 2nd, 2021, 12:56 AM
Replies:
248
Design a DayTrader Scalping Order Flow Indicator
Views:
47,487
Posted By
Chof
I keep coming back to this as it ticks so many...
I keep coming back to this as it ticks so many boxes.. At the risk of bringing logic into this..it brings a focus to key areas of interest. It incorporates features - like risk/overextension away...
Showing results 1 to 22 of 22
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