|
PureBytes Links
Trading Reference Links
|
I have just started using it. I tried a few methods to trade ES but I
had to go back to the drawing board. When I saw the MP thread
on elitetrader I decided to give that a shot. This time though I'm
paper trading using an IB paper trading account. I only trade part
time; I work shifts and trade when I'm off. I have not been successful
with it yet but I'm optimistic; I missed several opportunities due to
a lack of discipline and I can improve on that. This is a
"discretionary trader" tool so my evaluation can be subjective but
what I see is the market really responds to price levels obtained from
MP and volume profile. I could post my code next week; I'll clean it a
little (not much) first.
As far as the code is concerned, you have to be aware of a few things:
- I'm not a programmer and I had a hard time doing this. It will
probably show in the code!
- The code contains a few bugs and quirks like: you generally cannot
use the volume profile part during the trading day or on a holiday.
You have to wait after 4:15 pm eastern or on weekends. The MP display
works but once in a while will crash AB. I don't know if it's the
OSAKA tables or something in my code. It doesn't bother me much
because I have another charting application up and running when that
happens. All I have to do is shut down AB and restart it and
everything is fine. I may never try to fix these things because it
works well enough for me.
Another quirk is this; part of the script put stuff in the OSAKA
tables and retrieves it in real time. But to display the volume
profile, you have to a "scan " first. The scan will come up with the
price table and export it to a file in your AB directory. It will also
store data in composite files. When the main script is
running, it will retrieve that data and display it. I did this to
speed up the code. Finally the MP part will update in real time but it
looks like you have to wait 5 minutes before you get a display on a 1
minute bar chart and 15 minutes on the 5 minute bar chart. After that
it's fine. It will also display on 15 minute bar charts but not on
higher timeframes. Again, this doesn't bother me so I may not try to
improve on this. Anyway, one day I may suscribe to the e-signal
add-on but for now this is good enough. So again, I''l post the code
next week.
Denis
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Denis,
>
> Thanks for the response. I had not seen the chart you included.
>
> Your results look very good.
>
> Have you been using this for a while??? Find it as useful as I think it
> would be?
>
> Care to share your code?
>
>
> Ara
>
> ----- Original Message -----
> From: "denis.dube" <jdenis_dube@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, May 10, 2006 10:41 AM
> Subject: [amibroker] Re: Volume on Price
>
>
> Have you seen the thread "Market Profile Plus by Bolter" on
> elitetrader.com? He posted a script for Matlab which is a good
> starting point for writing something for AB. He starts from one minute
> bars. He distributes volume evenly over all prices for each one minute
> bar and from there comes up with a volume profile. I started from his
> script and used the OSAKA tables and the new "PLOTTEXT" function. I
> came up with the charts you see here:
>
> http://www.ttrader.com/mycharts/display_album.php?id=1061
>
> I only used my code on ES and only intraday.
>
> Denis
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@> wrote:
> >
> > Has anyone found a way to plot VOP separated in time increments?
> >
> > The standard VOP will plot the volume for all dates displayed on
screen.
> >
> > I would like to see the display separated in time blocks of 1 week
> and 1 month for EOD data, and similar time blocks for intraday real
> time data.
> >
> > This could be a very powerful tool, such as the market profile, but
> probably easier to read and perhaps more accurate as it deals directly
> with volumes rather than time at price
> >
> >
> > Ara
> >
>
>
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Protect your PC from spy ware with award winning anti spy technology. It's free.
http://us.click.yahoo.com/97bhrC/LGxNAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|