|
PureBytes Links
Trading Reference Links
|
Thanks, I'll have a look.
Denis
--- In amibroker@xxxxxxxxxxxxxxx, "Greg" <gregbean@xxx> wrote:
>
> Denis,
>
> There is alot of info at www.enthios.com regarding a MP trading
method. Take a look at this webpage
http://www.enthios.com/FrontPage.htm . I guess that the Ensign program
would have to be used for now unless someone can program AB to do the
same stuff as Ensign. "Range Bars" and MP don't seem to be available
in AB at this time, but if/when Tomasz makes it available it will
probably be worth the wait . In any case the method of trading as
shown here http://www.ensignsoftware.com/tips/tradingtips70.htm might
help you with the discipline part.
>
> Take care,
>
> Greg
> ----- Original Message -----
> From: denis.dube
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Wednesday, May 10, 2006 11:39 PM
> Subject: [amibroker] Re: Volume on Price
>
>
> 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@> 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@>
> > 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
> >
>
>
>
>
>
>
>
> 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
>
>
>
>
>
> SPONSORED LINKS Investment management software Real estate
investment software Investment property software
> Software support Real estate investment analysis software
Investment software
>
>
>
------------------------------------------------------------------------------
> YAHOO! GROUPS LINKS
>
> a.. Visit your group "amibroker" on the web.
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
>
>
>
------------------------------------------------------------------------------
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Everything you need is one click away. Make Yahoo! your home page now.
http://us.click.yahoo.com/AHchtC/4FxNAA/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/
|