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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?

  #71 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
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@Rui S - Thanks for the image.

So at this point - let's try to fix the issues with Version 6.

What are the open you have open for version 6? If so - can you please paste it with similar screenshots?

Thanks

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  #72 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
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ejtrader View Post
@Rui S - Thanks for the image.

So at this point - let's try to fix the issues with Version 6.

What are the open you have open for version 6? If so - can you please paste it with similar screenshots?

Thanks


@ejtrader

First of all, thank you very much for being so helpful and not giving up. Persistence is a great quality.

I am sorry, I can't understand what you are asking... Most probably because English is not my language.

What do you mean with "What are the open you have open for version 6?"?

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  #73 (permalink)
 ejtrader 
Portland, OR
 
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@Rui S - I meant - what are the issues you currently have with version 6 that you think we need to fix. If you can provide the screenshots demonstrating the issues, I would be able to think through and see if a solution can be provided.

Thanks

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  #74 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
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@ejtrader

The issues with Volume Threshold 6 are:

When the market is moving slowly, it works fine.

When the price is moving faster or with thrusts, it often paints the wrong bar and / or plots the number of contracts of the signaled trade at the wrong price. This can be very misleading.

I am attaching a screen shot with an example of the problem. This is not the best example because the market is very slow now but I think that you will get it.

I hope you have a good idea to put it to work well.

Thanks.

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  #75 (permalink)
 ejtrader 
Portland, OR
 
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@Rui S - Can you also post the timestamps of those bars - you can do it by enabling the Compact tool window - CTV" - and selecting the Time that bar belongs to. Trying to make sure what you have marked as incorrect are actually incorrect or not.

Thanks

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  #76 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
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Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
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@ejtrader

I can't locate nor take a screenshot anymore because the chart has reloaded and lost the plotted information.

However I can assure you that those trades were plotted in the wrong position because I was looking at the chart in that precise moment. Besides that, the chart with version 8 plotted them in the right bars at the right price...

Furthermore, if you look at the screenshot I posted you will notice the red dots above the bars - those dots are indicating where that big volume is. I also confirmed it with the volume study below.


I have been trying to catch another one but the way the price is moving now I think that today might be difficult to catch what we need.

I have this study working in a 2 Range chart (that´s where I get the info I need).

Would you mind to open one chart with CL and this study and a T&S window filtered to the same value of the study? I believe that would be the best way for you to see the problem.

Another way would be you coming to Portugal for a few days and I would show it to you in person. You can bring your family and stay comfortably at my home. That would be great.

Sorry, I guess this issue is getting me desperate.

Please let me know if I can help somehow.

Thanks.

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  #77 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
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@Rui S - Thanks for inviting me to Portugal - but once you know about my 2 little fellows and the amount of time they demand - You would certainly take this offer away

Anyway - I would review and see if there is anything that can be done.

What is the exact exact Range setting you are using? Range -per-bar standard (in ticks ) or some thing else?

Thanks

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  #78 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
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@ejtrader

That's correct, I'm using Range-per-bar standard (in ticks ).

And i am not taking my offer away, you can bring your little fellows.

Please let me know if I can do anything to help or to test the study.

One of this days we should talk, maybe you would be interested to understand why I need this study so much ...

Thank you for all your effort.

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  #79 (permalink)
 ejtrader 
Portland, OR
 
Experience: Intermediate
Platform: Sierra Chart
Trading: ES
Posts: 269 since Jan 2011
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@Rui S - Here is another version(removed v9 and updated to v10). Please check and let me know if you still find any discrepancies.

Thanks

Attached Files
Elite Membership required to download: VolumeThreshold10.cpp
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  #80 (permalink)
 
Rui S's Avatar
 Rui S 
Lisbon, Portugal
 
Experience: Intermediate
Platform: TWS and Sierra Charts
Broker: IB, Stage 5 / Dorman (Teton)
Trading: Stocks and E-minis
Posts: 140 since May 2012
Thanks Given: 189
Thanks Received: 55



ejtrader View Post
@Rui S - Here is another version(removed v9 and updated to v10). Please check and let me know if you still find any discrepancies.

Thanks


@ejtrader

I saw on the news that Dallas area has been under a nasty storm. I sincerely hope that you and your family are well.



Thank you very much for Volume Threshold 10.


I have been testing it for a few hours now and I have reached some more conclusions. There is a noticeable change of behavior now.

Good news first:

- it is not missing any trades, which is very good;
- all the numbers of contracts plotted are at the correct price level, which is also very good.


Not so good news:

- it is sometimes still painting the wrong bars and also still duplicating them (when there are thrusts);
- the numbers of contracts are sometimes being plotted misplaced / out of the bar where the trade occurred, although always at the correct price level.

It seems to me however (IMHO) that you are going in the right track now.

I toke and edited some screenshots hopping that it helps you to have some better idea on what I am trying to explain here.

I am attaching the screenshots in different posts to have them separated and avoid confusion.


I will be fingers crossed, praying and hopping that you have some kind of brainstorm and figure out a way to get this study "synchronizing" all the information in the right place.


Again, thank you very much for all the work you have been doing with this study. You have been remarkably persevering.

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