Iterative Refinement

It deeply distresses me to see this fine thread semi-moribund. Kindly permit me to offer the modest improvement in automated assessment of volume gaussians presented here:

http://www.elitetrader.com/vb/showthread.php?threadid=184774

The code's objective is to eliminate, insofar as is possible, ambiguity in determining the slope of volume and the timing of the turning point of that slope. If there is any interest, I would be pleased to post other examples for validation against conventional manually-drawn cases.

Best regards.
 
Oh, my! I am suffering severe withdrawal. As must most of the rest of ET, but are too proud to admit it. EIGHT DAYS with no posts? SCT is my favorite spectator sport, and you aren't playing! When I was a kid, I used to like to poke hornets' nests with a stick. Attached is what my 14 SLOC Beginner SCT code said to do on today's five minute ES H0, for you ES ho's. I was more than a little slurpeyesed that it was profitable. I sincerely wish that I could share with you how I implement the P-V delation in such trivial code, but is even less believable than crayolaing.
 

Attachments

OK. I'll play raven raiding the mockingbird nest. That'll bring 'em back squawking. Here is the performance of the Beginner P-V code on five minute NQ. I'm posting it quick while the results are still good. It shorted at the end of bar 1 and has stayed short all day. Now that I don't need my crayolas anymore I am free to eat them like we did in kindergarten. As a reminder, this uses solely the P-V delation as misinterpreted by me.
 

Attachments

Someone was looking for these files so I compressed uploaded them to a site for those that have lost them or have never had a chance to see them. Not sure how long they will keep them available so get ‘em while you can.

They are from the Tuscon January ’07 meeting, along with the “Putting the Pieces Together” Meetup from ‘06. The Putting the pieces video is just audio with a desktop screen shot, the included pdf has the transcription of the meeting with all the charts.

You will need WinRar to un-zip them. It has a free 40 day trial, get it here: http://download.cnet.com/WinRAR-64-bit/3000-2250_4-10965579.html?tag=mncol;pop

Here are the files, enjoy:

http://www.filedropper.com/20070126fri0800annotatingstocks_1
http://www.filedropper.com/20070126fri0930ias-dasstocks
http://www.filedropper.com/20070126fri1100stocksbattingorder-6-06rev
http://www.filedropper.com/20070126fri1300aes-ftt-flaws
http://www.filedropper.com/20070126fri1300bes-ftt-channels
http://www.filedropper.com/20070126fri1445cont-changebarbybar
http://www.filedropper.com/20070126fri1630morebarbybar
http://www.filedropper.com/20070126sat0830es-pv
http://www.filedropper.com/20070126sat1000
http://www.filedropper.com/20070126sat1100gaussians
http://www.filedropper.com/20070126sat1130camtasia
http://www.filedropper.com/20070126sat1300theroutine
http://www.filedropper.com/20070126sat1500
http://www.filedropper.com/20070126sat1630
http://www.filedropper.com/20070126sun0830matrix-dom-sqz-str-ts
http://www.filedropper.com/20070126sun1000asweep-tick
http://www.filedropper.com/20070126sun1000bticks-handcharts-
http://www.filedropper.com/20070126mon0730realtime
http://www.filedropper.com/presentationfiles
http://www.filedropper.com/meetupsputtingthepiecestogether
 
Quote from Ezzy:

Someone was looking for these files so I compressed uploaded them to a site for those that have lost them or have never had a chance to see them. Not sure how long they will keep them available so get ‘em while you can.

They are from the Tuscon January ’07 meeting, along with the “Putting the Pieces Together” Meetup from ‘06. The Putting the pieces video is just audio with a desktop screen shot, the included pdf has the transcription of the meeting with all the charts.

You will need WinRar to un-zip them. It has a free 40 day trial, get it here: http://download.cnet.com/WinRAR-64-bit/3000-2250_4-10965579.html?tag=mncol;pop

Here are the files, enjoy:

http://www.filedropper.com/20070126fri0800annotatingstocks_1
http://www.filedropper.com/20070126fri0930ias-dasstocks
http://www.filedropper.com/20070126fri1100stocksbattingorder-6-06rev
http://www.filedropper.com/20070126fri1300aes-ftt-flaws
http://www.filedropper.com/20070126fri1300bes-ftt-channels
http://www.filedropper.com/20070126fri1445cont-changebarbybar
http://www.filedropper.com/20070126fri1630morebarbybar
http://www.filedropper.com/20070126sat0830es-pv
http://www.filedropper.com/20070126sat1000
http://www.filedropper.com/20070126sat1100gaussians
http://www.filedropper.com/20070126sat1130camtasia
http://www.filedropper.com/20070126sat1300theroutine
http://www.filedropper.com/20070126sat1500
http://www.filedropper.com/20070126sat1630
http://www.filedropper.com/20070126sun0830matrix-dom-sqz-str-ts
http://www.filedropper.com/20070126sun1000asweep-tick
http://www.filedropper.com/20070126sun1000bticks-handcharts-
http://www.filedropper.com/20070126mon0730realtime
http://www.filedropper.com/presentationfiles
http://www.filedropper.com/meetupsputtingthepiecestogether
More...

Hi ezzy,

thanks for putting them up but none of the links worked.
 
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