Software Used to Trade Jack Hershey Methods
- Thread starter Tums
- Start date
I've been experimenting with the volume bar color, to help make Gaussian visualization easier.
So I wrote another version of VolumePRV for NinjaTrader, and rather than overwrite the other, called this one VolumeSCT.
I'd like to know what folks think of coloring volume this way.
Lower bars have a red volume, higher bars have black volume, regardless of close. Outside bars have volume colored by price close change.
Inside bars are gray as they do not cause a trend change (i.e., gaussian shift). The pennant break-out would and of course, would not be an inside bar, and therefore will have its appropriate color.
I suspect the last will cause an immediate disagreement with some; however, after using this version, I find I like it much better. So before arguing about it, please try it for a while.
The PRV calculation is exactly the same as VolumePRV.
cheers!
So I wrote another version of VolumePRV for NinjaTrader, and rather than overwrite the other, called this one VolumeSCT.
I'd like to know what folks think of coloring volume this way.
Lower bars have a red volume, higher bars have black volume, regardless of close. Outside bars have volume colored by price close change.
Inside bars are gray as they do not cause a trend change (i.e., gaussian shift). The pennant break-out would and of course, would not be an inside bar, and therefore will have its appropriate color.
I suspect the last will cause an immediate disagreement with some; however, after using this version, I find I like it much better. So before arguing about it, please try it for a while.
The PRV calculation is exactly the same as VolumePRV.
cheers!
Last time I checked (months ago), PRV in Ensign playback mode did not work. I forget the excuse they gave. If someone knows if this has changed then I'd be more than happy to hear the the good news.
If you have Camtasia then that could help a bit in your review of prv, though it's not perfect.
Does anyone know of charting software that has a functional prv in playback mode (ninjatrader, etc.)?
I'm working on automating the equities trading using C# (OpenQuant).
If anyone is interested, here's a bunch of code that cull Yahoo for Float, EPS and avg vol.
Download and put a Stocktables ASCII (Text(,)) fil in C:\input before running the code.
The forum software is messing with the formatting, I'm sorry. I'm enclosing the source code as a text file.
If anyone have any questions, please don't hesitate to PM me.
I am also interested in hearing from anyone else walking down this path
If anyone is interested, here's a bunch of code that cull Yahoo for Float, EPS and avg vol.
Download and put a Stocktables ASCII (Text(,)) fil in C:\input before running the code.
The forum software is messing with the formatting, I'm sorry. I'm enclosing the source code as a text file.
If anyone have any questions, please don't hesitate to PM me.
I am also interested in hearing from anyone else walking down this path
Padawan, if you have NinjaTrader, try the market replay -- you must have recorded the market data you wish to replay, but it (and indicators) should work fine. I've used it to test indicators on week-ends.
There's a checkbox under options - data to "Run Market replay recorder" in other words always record the market data. It will ONLY record instruments which have an open chart or some other connection (like the DOM). So I make sure I always have an intraday chart (minimized is fine) for YM#, ES#, DJIA, and the current ES contract on the DOM.
There's a checkbox under options - data to "Run Market replay recorder" in other words always record the market data. It will ONLY record instruments which have an open chart or some other connection (like the DOM). So I make sure I always have an intraday chart (minimized is fine) for YM#, ES#, DJIA, and the current ES contract on the DOM.