Inventory Grab Alert 4/30/09!

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Quote from MidKnight:

AMT, am I correct that you calling a sell signal any down delta bar when it is in your zone? For some reason I thought it was more than that, but your recent charts seem to indicate otherwise....

All my best,
MK
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Simplicity is the ultimate sophistication... said da Vinci.
 
Quote from veggen:

Mine looks pretty much the same with OEC and that new chartbook from Sierra showing candlesticks.


Hey Rainman2, have you been able to construct that inicator setup (in lack of other words) yourself, or did you download the cht.-file provided by admin and having to create a new chartbook?

I do not understand why there needs to be 2 charts running (the 1 sec chart), with all those studies on it.
Is it not possible for them to simply add the option off plotting "cumulative sum of studies" as OHLC bars?
The cumulative sum of studies from bid vol vs. ask vol was working just fine, except the fact that it was only possible to plot as a line.
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You don't really need to create a new chartbook. If you want to transfer the charts in that chartbook we provided to your existing chartbook, then simply use the command Chart >> Duplicate Chart to Another Chartbook for each of the two charts in the chartbook we provided. When you do this though you will have to change the chart number reference in the Study Overlay OHLC study.

In order to do Candlesticks which provide the OHLC for the difference between the cumulative AskVolume and BidVolume for the day, it's necessary to have a short duration per bar chart to calculate this data across a short timeframe. Otherwise the low-level data for the OHLC bars simply would not exist. It would just be a single line. The way the Cumulative Sum of Study on the BidVolume versus AskVolume study works is not the same thing. That's where we we got misled at first understanding how this new study is supposed to work. Because really what is desired from the new Cumulative AskVolume and BidVolume Difference Bars composite study is different.

For reference:
http://www.sierrachart.com/supportboard/showthread.php?t=21854
 
I was also perplexed that the Jun contract had rising CD while the Sept contract had falling CD. Then I pondered what this could mean....

Could it mean that commercials are covering their Jun shorts (appears as buying, hence the rising CD) before they expire, and then rolling that money into new shorts on the Sept contract(falling CD)???

In theory it makes sense, but we'll have to see what AMT says...
 
Quote from SierraChart:

You don't really need to create a new chartbook. If you want to transfer the charts in that chartbook we provided to your existing chartbook, then simply use the command Chart >> Duplicate Chart to Another Chartbook for each of the two charts in the chartbook we provided. When you do this though you will have to change the chart number reference in the Study Overlay OHLC study.

In order to do Candlesticks which provide the OHLC for the difference between the cumulative AskVolume and BidVolume for the day, it's necessary to have a short duration per bar chart to calculate this data across a short timeframe. Otherwise the low-level data for the OHLC bars simply would not exist. It would just be a single line. The way the Cumulative Sum of Study on the BidVolume versus AskVolume study works is not the same thing. That's where we we got misled at first understanding how this new study is supposed to work. Because really what is desired from the new Cumulative AskVolume and BidVolume Difference Bars composite study is different.

For reference:
http://www.sierrachart.com/supportboard/showthread.php?t=21854
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Thanks Sierra Admin for this explanation, I think I understand the reason now and it makes sense. I was not aware of the "duplicate chart" possibility which sounds really good, and will simplify the whole thing a lot!

Great service as allways.

Regards,
veggen
 
Quote from MidKnight:

Hi there,

Neoticker has the indicator already. See the NT forum and you will find many many posts on this, some recent where it is described how to make it plot as candles.

With kind regards,
MK
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Hi MK...

On the NT forum... I see you nice comment to me about coding CDV... and my reply to you...

but i don't see an indicator supplied that does CDV like I R/T or Sierra Charts... inside NT or from another user... ?

I see the Tick Precise stuff from them where they modify their idea of something to suit their own flavors but not a CDV Indicator that matches the basic idea of CDV...

When Sierra Charts found out about it they built it immediately for one user... to match Investor R/T

is there another post from another user saying they built it and here is the file to import to re create... the indicator

If NT has the indicator already does what they built match what Investor R/T and Sierra Charts output...

i am frantically looking for it...

thanks for continuing the topic...
 
Quote from EdgeHunter:

Hi MK...

On the NT forum... I see you nice comment to me about coding CDV... and my reply to you...

but i don't see an indicator supplied that does CDV like I R/T or Sierra Charts... inside NT or from another user... ?

I see the Tick Precise stuff from them where they modify their idea of something to suit their own flavors but not a CDV Indicator that matches the basic idea of CDV...

When Sierra Charts found out about it they built it immediately for one user... to match Investor R/T

is there another post from another user saying they built it and here is the file to import to re create... the indicator

If NT has the indicator already does what they built match what Investor R/T and Sierra Charts output...

i am frantically looking for it...

thanks for continuing the topic...
More...

I don't use NT but I think gomifromparis created it for NT. You can see the progression from here.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=152053&perpage=40&pagenumber=19
 
Hopefully this hasn't been asked before.

Has AMT or anyone else ever compared your cumulative delta numbers with the open interest. IOW if there really are net new shorts or longs there should also be a corresponding increase in open interest, albeit the OI won't be in real time of course. I'm not advocating replacing CD with OI just wandering what if any correlation there is between the CD and OI.

Or maybe I'm way off due to a lack of understanding the CD stuff. And no, I've haven't read the whole thread either.
 
Quote from rainman2:

I don't use NT but I think gomifromparis created it for NT. You can see the progression from here.

http://www.elitetrader.com/vb/showthread.php?s=&threadid=152053&perpage=40&pagenumber=19
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Hi Rainman2... (Who Has Rainman1) :)

Thank you for taking the time to share that other thread on CDV... it was very interesting...

As far as i can see from what i read GomiFromParis created an indicator for Ninja Trader platform and eSignal not for my NeoTicker charting application and eSignal datafeed..

do i have that wrong did i miss something...

I would love to have an indicator in NeoTicker that matches Investor R/T's CDV indicator and Sierra Charts CDV indicator...

and have it without coding... I is worn out on any more codin' in NeoTicker...

thanks... :)
 
Quote from EdgeHunter:

Hi Rainman2... (Who Has Rainman1) :)

Thank you for taking the time to share that other thread on CDV... it was very interesting...

As far as i can see from what i read GomiFromParis created an indicator for Ninja Trader platform and eSignal not for my NeoTicker charting application and eSignal datafeed..

do i have that wrong did i miss something...

I would love to have an indicator in NeoTicker that matches Investor R/T's CDV indicator and Sierra Charts CDV indicator...

and have it without coding... I is worn out on any more codin' in NeoTicker...

thanks... :)
More...

ooops, my bad, I thought NT = Ninja Trader.

As for rainman1, I think it was Dustin Hoffmann...horrible trader but makes a decent living as an actor :D
 
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