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Joe,
eSignal/TradeStation/Sierra Chart/Ensign all have volume charting
capability. Tomasz said they he would try to get this in the next
few beta releases coming up. Here's my repost from the amibroker-
beta group describing it. What Amibroker also needs is way to
backtest large amounts of tick/volume bars:
[note to traders who have never heard of volume price bars: no, it's
not equivolume charting]
1. Support for price bars that represent a fixed volume size. For
those not familiar with this feature which is supported in eSignal,
an ER 250v would represent the Russell 2K e-mini futures contract
where each price bar represents the open/high/low/close of 250
contracts.
2. Support for backtesting of large amounts of tick/volume bar data.
This would require a plugin that could read a data source (like an
eSignal tick formatted file) and compress tick/volume interval bars
on the fly. With this, I could scan years worth of tick/volume
interval bar data without memory overload problems.
Volume charting is used mainly by futures traders, not stock
traders. Unlike tick charts, volume charts can be reproducible bar-
for-bar in backtests and they tend to be smoother. If you've ever
traded futures off of volume bars, you'll probably never go back
looking at minute charts for the trading chart you take actual
entry/exit signals off of.
Steve
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