IB datafeed and constant volume bars

Quote from just21:

Constant volume bars in Amibroker.

In the Tools->Preferences->Intraday you can define your own volume and range intervals.
Unit contains "V -volume" and "R - range" selections.
Once defined they are available from View->Intraday-> submenu.

Also they are available from the code level
http://www.amibroker.com/guide/afl/afl_view.php?timeframemode

Be careful because there is a huge difference between CVB (Constant Volume Bar) charts and Volume Bar Charts. Unless they give you the ability to CAP those bars to a specific amount they aren't CVB charts.
 
Quote from ProfLogic:

I find the charts create opportunities daily. Some days are just better than others but ever day has opportunities. You just have to learn to have patience and wait for them.

I trade the eGrains (primarily eWheat or eSoybeans) because they offer a lot of liquidity/volitility and are easy to read. Sometimes they are too easy but I don't complain. :D I like not starting till 10:30 am EST too. After the grains close, if I am still up to trading, I move to the eMini DOW or S&P. I look for the one that is playing out the clearest and trade it till about 4 pm EST. I never sit in after that.

I swing trade numerous longer term charts because the rules are the same but the stress is less, more profit per trade as well. I review the swing charts in the morning beore the grains open.

I have a strict definition for chart consolidation. Anytime a chart creates back to back trading oscillation failures (failure to make a HH or LL as compared to the last sequential trading [faster chart] oscillation) I stand aside until a trading oscillation does breach (creates a HH or LL) then I take the next trading oscillation back toward that breach. this keeps me out of a lot of crappy noisy trades.

Oh, time of day is irrelevant with CVB charts. The charts just slow down at times, like lunch.


Thanks. makes perfect sense.
 
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