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How to get high volume trades visual alert plotted on a range chart?
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How to get high volume trades visual alert plotted on a range chart?

  #81 (permalink)
Elite Member
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@ejtrader

Here are more examples of what I explained on my previous post.

Please let me know if I can somehow do anything to help.

Thanks.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-plot-misplaced-2.png   How to get high volume trades visual alert plotted on a range chart?-t-s-1.png   How to get high volume trades visual alert plotted on a range chart?-tag-3.png   How to get high volume trades visual alert plotted on a range chart?-tag-4.png   How to get high volume trades visual alert plotted on a range chart?-4-times-duplication.png  
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  #82 (permalink)
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@Rui S - Thanks for the concerns. I no longer live in Dallas Area (have to update my profile to reflect new location)

Coming to the open issues with this study - Would review and see if a concrete solution can be found.

Thanks

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  #83 (permalink)
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@Rui S - Would you please also have a tick chart or a timechart running in parallel as well and let me know how it would behave?

Thanks

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  #84 (permalink)
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ejtrader View Post
@Rui S - Would you please also have a tick chart or a timechart running in parallel as well and let me know how it would behave?

Thanks


@ejtrader

I just opened a time based chart with 1 second and I am watching it. Regarding a tick chart, SC just shows Range charts options... What would you suggest?

Thanks.

Edit: Maybe a "Number of Trades per Bar" chart?


Last edited by Rui S; December 9th, 2013 at 02:54 PM.
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  #85 (permalink)
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yes - Number of Trades Chart ( is tick chart ).

Thanks

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  #86 (permalink)
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ejtrader View Post
@Rui S - Would you please also have a tick chart or a timechart running in parallel as well and let me know how it would behave?

Thanks


@ejtrader

Despite the market not moving very fast at the moment, it was easy to come to a conclusion.

With time the based chart, the study seems to work flawlessly. This is understandable, because the bar printing speed is always stable as it does not depend on the price moving faster or not.

With the tick chart however, the duplication / misplacing of the painted bars and of the number of contracts plotted shows to be worse than with the Range chart. It happens very frequently, even with small price thrusts.


Anyway, unfortunately this is something I can't change, because my strategies are really based on Range charts.


I hope this gives you some new ideas.

Please let me know if I can do anything else.

Thanks.

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  #87 (permalink)
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@Rui S - Thanks. Would review further and let you know.

Thanks

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  #88 (permalink)
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@ejtrader

I have received two e-mail notices regarding new posts from this thread and could read in those e-mails what you wrote but I see now that you have deleted those messages here in the thread.

I am guessing that you were not satisfied with the performance of the new versions of the study.


Please just let me know on anything you think I can do to help or test. After all I am the one needing that study working as well as possible...


Thank you for your perseverance.

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  #89 (permalink)
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@Rui S - Would you please try this version and let me know the results?

Edit 1 - use v15. I have been checking with ES(10tick chart) and this looks correct to me now( no missed/duplicate trades).
Edit 2 - If you notice any missed trades - please check if there is another entry for the same bar - By design - if a T&S record already met the threshold criteria - subsequent T&S records that belong to same bar are ignored ( and could potentially be mis-interpreted as missed trades).

Thanks

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-sc_es_vt_10tick.jpg   How to get high volume trades visual alert plotted on a range chart?-sc_same_second_trades.jpg  
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Register to download File Type: cpp VolumeThreshold15.cpp (3.0 KB, 11 views)

Last edited by ejtrader; December 10th, 2013 at 05:02 PM.
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  #90 (permalink)
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@ejtrader

I saw just now that you had edited your previous post and attached VT15. Didn't get any e-mail notice.


Anyway, I have been all day testing VT10 and VT14 side by side; it toke much more time then usual because the market was extremely slow today, even CL. Very abnormal day for CL.


Even being a bit out of date, here is my report for VT14:

Despite of the very slow price action, VT10 showed 4 trades with plotting repetition; however VT14 plotted those trades correctly, with no repetition. I don't want to rush to a precipitated conclusion (due to a very uncharacteristic slow price action day) but it seems that you have found a way to fix the duplication issue (fingers crossed).


Regarding the misplacing of the plotted number and painted bars, VT14 is unfortunately still showing some problems. Both VT10 and VT14 are doing it the exact same way. For several times both versions plotted the signaled trades on the next bar of the one they should have. The time tag difference was always 1 millisecond...

Please check the edited screenshots attached with one of those trades and respective tags.


Thus, I am going to install VT15 now and redo all the testing tomorrow.

I am convinced that tomorrow CL price will move much faster as it will be Crude Oil Inventories release day.


I will report to you as soon as I have any conclusions.


Thank you very much.

Attached Thumbnails
How to get high volume trades visual alert plotted on a range chart?-plot-figure-misplaced.png   How to get high volume trades visual alert plotted on a range chart?-ts.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-1.png   How to get high volume trades visual alert plotted on a range chart?-bar-info-2.png  
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