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Price & Volume Trading Journal
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Price & Volume Trading Journal

  #81 (permalink)
Site Administrator
Manta, Ecuador
 
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ZTrade101 View Post
This indicator has a serious bug that precludes real-time updating... Not going to be posted until fixed. Have to hit F5 every bar to update.

Make sure any indicators that this indicator references don't have a CalculateOnBarClose = true statement in Initialize(), if you are running COBC false on this master indicator. Anyway, this isn't the thread for this -- you can create a new one in Programmers Paradise if it bugs you for a while

Mike

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  #82 (permalink)
 R.I.P. 1960-2010 
 
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Platform: NinjaTrader7
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Favorite Futures: CL & 6e, looking at ES, ZB and AU again.
 
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I love Retracements

Retracements are wonderful times for traders, volatility is high and 'round the clock trading is possible.

Went back and ran Replay for the last 3 weeks in an attempt to evaluate the performance of Indicators that Zondor and I have been working on.
  • Wanted to see how DOM_Bands (Visualization of Supply & Demand) can be used to identify stopping & turning points.
  • Next will look at the predictive ability of tracking trades by size (Visualization of the Tape),
  • Using a ladder chart to help decide entry, appropriate risk and exit points.
  • Finally, plan some trades based on the possible scenarios.

On the chart shown I've added a Fibonacci Extension, to gauge possible support and resistance levels. ES is currently below the EMA(50) @ ~1107 and above the 1st Fib level at 1033.75 (rounded to the nearest possible price). That is a decent range and offers the potential for good short term trends.

I'll be posting the results of this study as I accomplish each task.

Attached Thumbnails
Price & Volume Trading Journal-es-03-10-day-1_25_2010.jpg  
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  #83 (permalink)
 R.I.P. 1960-2010 
 
Futures Experience: Advanced
Platform: NinjaTrader7
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Favorite Futures: CL & 6e, looking at ES, ZB and AU again.
 
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Road Blocked Market Visualization


Ran Replay to generate DOM_Bands, as it not a persistent indicator. It may never be: That is coding beyond my skills.

First chart shows a Road Blocked Market @ 1100. Dom_Bands show a Throw Under: There a lot more cars available for Sale than the on the Bid side of the DOM. Also, TSA shows that the big buyers did not participate in the test of the double top, but stepped in to sell at 1100 and continued to dominate until 1088 was reached. The same thing happened as 1093 was reached, which was a classic Al Brooks' 1 pip failed Break Up, not as extreme an example, but it happened again at 1084. These are Road Blocks and I believe they can be used to confirm trading decisions. Especially when BSV and TSA show that sellers are taking control.

Attached Thumbnails
Price & Volume Trading Journal-es-03-10-8192-volume-1_26_2010.jpg   Price & Volume Trading Journal-es-03-10-8192-volume-1_29_2010.jpg  
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  #84 (permalink)
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New Version of Buy Sell Volume Indicator

A new version of the persistent Buy Sell Volume Total indicator has been posted at

https://futures.io/free_downloads/vip_elite_circle/295-download.html

This is a big improvement over the previous versions.

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  #85 (permalink)
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Zondor View Post
A new version of the persistent Buy Sell Volume Total indicator has been posted at

https://futures.io/free_downloads/vip_elite_circle/295-download.html

This is a big improvement over the previous versions.

Zondor,

Please, is there a specific location where the Gomfolder should be (e. g. C:\My Document\NinjaTrader 6.5\gomfolder) ?

Lolu

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  #86 (permalink)
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WorkSpace for the next two weeks, maybe more if it demonstrates an edge

To comply with Mike's rules I have finalized my workspace with charts and indicators for NT7 and, trading with 6.5.

I've though about this a lot and decided to use an 8k volume chart as my main decision making chart. Included indicators are RealStats, DOM_Bands, TradeSizeAnalyzer with 5 & 19 as the size filters(TSA), ADXVMA_NT7_paint. Also on this monitor are SuperDom, a T&S window, & the Data Box.

Additionally I'll have on my second monitor an 8kVolume GomVolumeLadder with Total, Delta Diff and Delta & BA, with a TSA & ADXVMA_NT7_paint. A 6 Range chart with bwAO, a 100,000 Volume ladder (Volume, Delta Diff and Delta) with hVWAP. Finally a daily chart with bwAO and a Fib retracement.

On my Lap top I will have 6.5 running a 5 minute chart with ADXVMA_sharky and a EMA20. Running chart trader and SuperDOM

Attached Thumbnails
Price & Volume Trading Journal-es_workspace1.png   Price & Volume Trading Journal-es_workspace2.png  
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  #87 (permalink)
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Setting up a GomFolder for ticker tape data that includes bid and ask ticktypes

Doesn't really matter where the Gomfolder is located, as long as the GomRecorderIndicator can find it! To do that, the GRI relies on something that you must create called a Windows® Environment Variable.

Here is what I did:
Create a new, empty folder called GomFolder in C:\Documents and Settings\ [default Windows® user name]\LocalSettings
Right click on MyComputer. Go to System Properties -> Advanced.
Click on Environment Variables tab.
On top half of EV page are User variables for [default Windows® user name]
Click NEW.
New variable, enter name; GOMFOLDER
New variable, enter value: %USERPROFILE%\Local Settings\GomFolder
Click OK OK OK etc and you are done.

Whilst connected to a live datafeed, put a GomRecorder Indicator into recording mode (Write Data = True), look in the GomFolder, and see if a data file has been created. If so, you are in business.

You can always refresh the Windows® Explorer view of the GomFolder to see when the data files in it have been last updated.

There is a thread about this on the Ninjatrader forums. Find it by doing a search for GOMCD. I think the thread is called Buy Sell Volume or something close to that.

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  #88 (permalink)
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Well done !
Please keep in mind that the Gomfolder stuff isn't a requirement : it's only to be used if you're not satisfied with the default file location, which is in your "My Documents" folder.

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  #89 (permalink)
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gomi View Post
Well done !
Please keep in mind that the Gomfolder stuff isn't a requirement : it's only to be used if you're not satisfied with the default file location, which is in your "My Documents" folder.

gomi,

Please give more details on the location (i. e. "My Documents\NinjaTrader 6.5"). Do I create the folder manually and what is the folder name (e. g. "Gomfolder", etc). Please give more details.

Lolu

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  #90 (permalink)
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Files are stored by default in the root of "My Documents", which means you have "My Documents\ES ##-##.Binary.dat"

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