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I am plagued the idea that volume mostly reflects a proportionate size range
for any given bar - until I can get the impression that divergences between
the 2 have some predictive value then spending a lot of time on customized
contract volume is difficult to justify (yes I have TS8)
-----Original Message-----
From: Chris Cheatham [mailto:chris_c@xxxxxxxxxx]
Sent: Wednesday, November 07, 2007 11:49 AM
To: Chris Evans
Subject: Re: Volume Question
Do you use TS8? The scenario I was pondering one day was creating two custom
futures contracts - front contract and second contract, then combining them
to get volume right (or better anyway.) I believe they could be made to work
pretty effortlessly with a little tinkering.
----- Original Message -----
From: "Chris Evans" <paratradesystems@xxxxxxx>
To: "'Chris Cheatham'" <chris_c@xxxxxxxxxx>; "'Omega List'"
<omega-list@xxxxxxxxxx>
Sent: Wednesday, November 07, 2007 1:26 PM
Subject: RE: Volume Question
>
> It's the daily charts that I'm trying to use it for...(what a pain)
>
> -----Original Message-----
> From: Chris Cheatham [mailto:chris_c@xxxxxxxxxx]
> Sent: Wednesday, November 07, 2007 10:24 AM
> To: Chris Evans; Omega List
> Subject: Re: Volume Question
>
> On intraday charts, what I do is use combined emini volume for a few days
> around the rollover period.
>
> data1= continuous contract
> data2=old
> data3=new
>
> Combine vol of data2/data3 for the rollover period. Otherwise volume
> signals
>
> get lost.
>
> This would probably work with daily as well, though I haven't used it.
>
> Perhaps with custom futures something creative could be done with this
> too -
>
> i.e. front month, second contract back, etc.
>
> It would be nice if there were a way to use composite futures on daily,
> though I know of no easy way to do this in TS.
>
>
>
>
> ----- Original Message -----
> From: "Chris Evans" <paratradesystems@xxxxxxx>
> To: "Omega List" <omega-list@xxxxxxxxxx>
> Sent: Wednesday, November 07, 2007 11:41 AM
> Subject: Volume Question
>
>
>>I have not used volume as an indicator in the past so excuse me for this
>> rather uniformed question:
>> When you use volume on say the S&P 500 contract there are huge rises in
>> it
>> as you pass through roll dates - how do you normalize for that so you see
>> only volume that is not related to the roll?
>>
>> CE
>>
>
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