Scalping_My Way with ACV

Very good thread.

I have been looking at ACV on the following SIFs: ES, NQ, ER2, DAX, ESTX50, SGXNK, K200, SPI, HSI and they all exhibit the behavior discussed here.

However, from an admittedly brief study, it does not seem to be present on Globex currency futures and in particular the EUR. Or if present it seems to be only very slight.

I don't have any ready explanation for this and would be interested in hearing any comments.
 
Quote from dcraig:

Very good thread.

I have been looking at ACV on the following SIFs: ES, NQ, ER2, DAX, ESTX50, SGXNK, K200, SPI, HSI and they all exhibit the behavior discussed here.

However, from an admittedly brief study, it does not seem to be present on Globex currency futures and in particular the EUR. Or if present it seems to be only very slight.

I don't have any ready explanation for this and would be interested in hearing any comments.
More...

dcraig,

I only trade the e-mini's....ES....ER....YM....NQ....and EMD....and they all have the ACV....and exhibit the same behavior. Sorry....I don't have an answer for you on the others....but maybe someone else reading this thread can help.

VSTscalper
 
I will be doing another Webinar with NinjaTrader on Wednesday....5-31-06....@ 4:30 Eastern Time....just after the market closes.

If anyone is interested....just go to the NinjaTrader website....look under "Events"...."Webinar & Training"....and you can register with Ninja for the Webinar. There is no need to PM me....unless you have questions.

This Webinar will be on the same subject as the last one....the ACV. I will try to keep it short....with Q & A afterwards. Sometimes I talk so much....I get tired....and I damn near put myself to sleep....so if I do....or you get tired of listening....just tell me to stop....haha

If NinjaTrader wants me too....I may do other Webinars on my trading methods. We may be able to show a couple of my indicators on Ninja....at the end of the Webinar. They are not quite done yet....but working on them....and a couple may be ready by the Webinar.

Bill
(in beautiful Seattle)
VSTscalper
 
Hi Bill,

Great work! After reading your post, specifically when discussing the pressure gauge for each candlestick. Got me wondering if that's similar to the concept www.marketdelta.com is providing. What they do is color code the bid/ask on each candlestick by price level to show if there's buying/selling pressure.

Will attend today's webinar. See you there. Thanks.

Cariocas


Quote from VSTscalper:

cashonly,

It is funny to see you asking. Don Bright and I have been PM'ing back an forth....but I think I finally wore him out....haha. I really think he thinks I am full of bull s***....but the initials in my name are BS....and I am originally from Montana....so I may just be full of bull s***.

Anyway....I have programmed all my Indicators....which are totally different than any other Indicators out there. There are actually two Indicators....overlapped....in the first post. I think you are probably talking about the one with the "dots"....which is something I call the VST Pressure Gage. It tells me what is actually happening...."within" the Candle or Bar. It is really simple in appearance....but it was a lot of work programming. Took awhile to get it right. I have looked at damn near every indicator over the years....and I find most to be BS. There are a few that I like....so what I did....was take some of the best features of those indicators....and combine them into something that would give me a more accurate picture of what was really going on with Prices. It is not perfect....but it is damn good.

Bill
(in beautiful Seattle)
VSTscalper
More...
 
Quote from Cariocas:

Hi Bill,

Great work! After reading your post, specifically when discussing the pressure gauge for each candlestick. Got me wondering if that's similar to the concept www.marketdelta.com is providing. What they do is color code the bid/ask on each candlestick by price level to show if there's buying/selling pressure.

Will attend today's webinar. See you there. Thanks.

Cariocas
More...
No, MarketDelta looks at actual transactions at the different price levels within a bar. It only needs, Bid/Ask/transaction price per tick (at the Bid or Ask).

ACV is looking at order book imbalance, regardless of whether the market trades through all the levels. ACV needs order book info - and this can change at any time, not necessarily a tick.
 
Ah, thanks for the clarification. Cheers.

Cariocas

Quote from Equalizer:

No, MarketDelta looks at actual transactions at the different price levels within a bar. It only needs, Bid/Ask/transaction price per tick (at the Bid or Ask).

ACV is looking at order book imbalance, regardless of whether the market trades through all the levels. ACV needs order book info - and this can change at any time, not necessarily a tick.
More...
 
Thanks Equaliser. Yeah, the webinar shedule was only put up much later (I think much later on the same day as the webinar date). Missed it as I could only check again after market closed and my email to register was 'failure to deliver'. As a result missed it completely:(

Hope you find it useful
 
Hi, I just saw your thread but not in time for the web tutorial. If you have another one, can you let me know so that I can attend. Also, if there is a way I can use the indicators in trade station, please let me know.
 
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